BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,539
COMMITMENTS
246 1,236 174 3,190 2,789 3,611 4,199 928 340
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 155)
0 -11 9 99 194 108 191 47 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 27.2 3.8 70.3 61.4 79.5 92.5 20.5 7.5
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 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 58,091
COMMITMENTS
6,957 1,558 12,978 30,153 32,523 50,089 47,059 8,002 11,032
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 3,439)
1,040 123 1,209 535 1,383 2,785 2,715 654 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 2.7 22.3 51.9 56.0 86.2 81.0 13.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
28 6 24 39 37 74 61
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,045
COMMITMENTS
48,913 47,041 73,022 117,672 109,408 239,607 229,472 24,438 34,573
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 2,095)
-742 6,296 2,951 -300 -5,817 1,909 3,431 186 -1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 17.8 27.7 44.6 41.4 90.7 86.9 9.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
92 77 113 58 72 202 226
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 456,835
COMMITMENTS
97,728 39,075 148,484 179,040 194,173 425,253 381,732 31,582 75,103
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -3,609)
-362 6,920 -4,536 1,592 -4,733 -3,307 -2,350 -302 -1,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 8.6 32.5 39.2 42.5 93.1 83.6 6.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
109 98 140 113 169 287 357
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,014
COMMITMENTS
4,428 4,844 1,021 3,311 2,888 8,760 8,754 2,255 2,261
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 492)
-36 -117 321 196 370 480 573 11 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 44.0 9.3 30.1 26.2 79.5 79.5 20.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
34 42 17 16 21 59 73
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,391
COMMITMENTS
13,051 4,402 6,895 12,330 8,494 32,275 19,790 7,116 19,600
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -3,319)
-1,645 497 -1,802 266 -434 -3,181 -1,738 -138 -1,580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 11.2 17.5 31.3 21.6 81.9 50.2 18.1 49.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
38 32 32 50 63 103 115
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 106,230
COMMITMENTS
8,870 0 413 95,831 105,001 105,114 105,414 1,116 816
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 2,385)
658 0 401 1,578 1,599 2,637 2,000 -252 385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 0.0 0.4 90.2 98.8 98.9 99.2 1.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 0 2 17 15 24 17
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 135,323
COMMITMENTS
34,728 9,117 3,484 45,304 105,362 83,516 117,963 51,807 17,360
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 5,987)
4,030 -487 388 777 6,181 5,195 6,081 792 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 6.7 2.6 33.5 77.9 61.7 87.2 38.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
33 12 11 26 30 64 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 71,284
COMMITMENTS
27,805 6,450 1,075 15,928 48,603 44,807 56,127 26,477 15,157
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 2,061)
4,677 -1,690 244 -3,064 1,289 1,858 -157 203 2,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 9.0 1.5 22.3 68.2 62.9 78.7 37.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
20 8 5 14 16 37 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,530
COMMITMENTS
111,814 3,546 189 21,879 137,202 133,882 140,937 8,648 1,593
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -4,880)
-1,405 -992 -53 -4,781 -3,437 -6,239 -4,482 1,359 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.4 2.5 0.1 15.4 96.3 93.9 98.9 6.1 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
77 9 3 17 22 95 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 116,866
COMMITMENTS
31,958 34,580 3,699 53,253 55,959 88,909 94,238 27,957 22,628
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -1,626)
4,065 -7,779 111 -9,468 5,478 -5,292 -2,190 3,666 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 29.6 3.2 45.6 47.9 76.1 80.6 23.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
26 28 14 27 31 63 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 108,872
COMMITMENTS
24,313 26,115 5,763 49,699 39,492 79,775 71,370 29,097 37,502
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -3,629)
-8,293 714 298 2,618 -5,969 -5,377 -4,957 1,748 1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 24.0 5.3 45.6 36.3 73.3 65.6 26.7 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
34 33 24 26 28 68 77
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 319,959
COMMITMENTS
77,872 55,417 36,190 149,941 176,003 264,003 267,610 55,956 52,349
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 10,793)
3,671 3,526 976 4,410 5,353 9,056 9,854 1,737 939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 17.3 11.3 46.9 55.0 82.5 83.6 17.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
49 69 60 50 58 133 153
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 41,221
COMMITMENTS
29,743 27,129 4,980 4,763 8,778 39,486 40,887 1,735 334
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 8,723)
946 928 4,914 2,324 2,676 8,184 8,518 539 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.2 65.8 12.1 11.6 21.3 95.8 99.2 4.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 2 3 7 6 19 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,915
COMMITMENTS
23,579 7,855 16 3,089 21,686 26,684 29,557 4,231 1,358
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -15)
345 -1,503 16 -934 1,548 -573 61 558 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.3 25.4 0.1 10.0 70.1 86.3 95.6 13.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 10 1 4 15 26 26
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,788,951
COMMITMENTS
1364671 644,970 5535800 8795459 9418571 15695931 15599341 1093021 1189611
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 249,363)
48,069 -85,877 219,337 -52,948 79,617 214,457 213,077 34,906 36,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 3.8 33.0 52.4 56.1 93.5 92.9 6.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
63 77 112 161 169 296 290
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,014,762
COMMITMENTS
83,603 107,187 63,602 678,698 695,582 825,903 866,371 188,859 148,391
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 2,761)
1,667 8,869 -5,382 8,754 2,645 5,039 6,132 -2,278 -3,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 10.6 6.3 66.9 68.5 81.4 85.4 18.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 595)
113 134 100 250 239 425 412
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 401,930
COMMITMENTS
15,923 26,740 27,508 220,646 298,662 264,076 352,910 137,854 49,020
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -9,646)
-792 -1,919 -2,037 -7,716 -528 -10,544 -4,484 898 -5,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 6.7 6.8 54.9 74.3 65.7 87.8 34.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
12 28 29 73 67 106 103
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,064,160
COMMITMENTS
411,105 474,940 107,768 2290263 1984598 2809136 2567306 255,025 496,854
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 62,037)
8,043 49,687 -12,473 82,347 15,862 77,917 53,076 -15,880 8,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 15.5 3.5 74.7 64.8 91.7 83.8 8.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
107 121 89 221 217 382 374
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 113,871
COMMITMENTS
12,152 7,100 0 92,948 102,889 105,100 109,989 8,771 3,882
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 3,856)
2,280 -318 0 1,505 4,161 3,785 3,843 71 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 6.2 0.0 81.6 90.4 92.3 96.6 7.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
14 7 0 52 38 66 45
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 89,937
COMMITMENTS
18,919 5,807 3,757 57,147 75,405 79,823 84,970 10,113 4,967
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 976)
-223 -508 21 1,224 1,221 1,021 734 -45 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 6.5 4.2 63.5 83.8 88.8 94.5 11.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
63 33 18 82 90 152 135
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 18,146
COMMITMENTS
932 1,879 0 12,512 15,285 13,444 17,164 4,702 982
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -504)
-635 4 0 259 -378 -376 -374 -128 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 10.4 0.0 69.0 84.2 74.1 94.6 25.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 2 0 14 12 16 14
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 358,954
COMMITMENTS
101,282 30,987 7,439 223,176 300,602 331,897 339,028 27,057 19,926
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 7,403)
-933 -5,551 3,096 4,824 7,995 6,987 5,540 416 1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 8.6 2.1 62.2 83.7 92.5 94.4 7.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
64 33 16 78 86 146 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 126,984
COMMITMENTS
72,775 11,680 3,883 14,956 93,513 91,615 109,076 35,369 17,908
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 5,479)
9,187 1,243 -394 -4,909 6,085 3,884 6,934 1,595 -1,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.3 9.2 3.1 11.8 73.6 72.1 85.9 27.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
34 17 11 17 21 56 44
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,773
COMMITMENTS
15,696 7,124 4,074 19,440 19,040 39,210 30,238 7,563 16,535
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 98)
-47 61 378 -757 -508 -426 -69 524 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 15.2 8.7 41.6 40.7 83.8 64.6 16.2 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 11 3 18 16 35 30
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,936
COMMITMENTS
11,033 10,649 3,189 32,849 39,409 47,071 53,247 12,865 6,689
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 4,559)
-171 -731 322 -1,046 2,608 -895 2,199 5,454 2,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 17.8 5.3 54.8 65.8 78.5 88.8 21.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 12 4 26 31 42 45
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 29,567
COMMITMENTS
2,679 639 300 22,091 26,899 25,070 27,838 4,497 1,729
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: -1,342)
-373 -459 0 -1,158 -705 -1,531 -1,164 189 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.2 1.0 74.7 91.0 84.8 94.2 15.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 2 1 22 23 28 26
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE Code-244742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI INDEX X $50) OPEN INTEREST: 39,853
COMMITMENTS
10,741 1,857 189 20,855 35,153 31,785 37,199 8,068 2,654
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 788)
-432 0 172 846 901 586 1,073 202 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 4.7 0.5 52.3 88.2 79.8 93.3 20.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 5 2 21 19 38 26
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/31/11 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 10,685
COMMITMENTS
5,044 2,165 11 4,237 8,106 9,292 10,282 1,393 403
CHANGES FROM 05/24/11 (CHANGE IN OPEN INTEREST: 14)
65 5 -66 -2 35 -3 -26 17 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 20.3 0.1 39.7 75.9 87.0 96.2 13.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 4 1 5 2 17 6
Updated June 3, 2011