BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,702
COMMITMENTS
193 112 119 4,853 4,802 5,165 5,032 537 670
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -762)
-131 -15 -16 -513 -605 -659 -635 -102 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 2.0 2.1 85.1 84.2 90.6 88.3 9.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 2 14 12 18 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,923
COMMITMENTS
6,322 4,102 11,522 25,781 22,063 43,625 37,687 5,298 11,236
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -4,177)
-726 -313 -738 -2,721 -2,672 -4,184 -3,723 7 -454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 8.4 23.6 52.7 45.1 89.2 77.0 10.8 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
19 13 21 39 33 64 61
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 336,917
COMMITMENTS
64,356 73,522 110,267 130,691 109,386 305,314 293,175 31,603 43,742
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 3,422)
1,099 7,651 2,044 762 -5,563 3,905 4,131 -483 -709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 21.8 32.7 38.8 32.5 90.6 87.0 9.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
104 108 137 73 81 243 278
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 450,316
COMMITMENTS
122,232 64,598 124,691 169,090 196,896 416,013 386,185 34,304 64,131
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -4,574)
1,794 -1,991 -3,432 -2,394 -1,494 -4,031 -6,917 -543 2,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 14.3 27.7 37.5 43.7 92.4 85.8 7.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
122 118 148 111 159 304 368
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,240
COMMITMENTS
3,596 3,248 1,150 2,925 3,455 7,671 7,852 1,569 1,388
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 81)
-139 71 281 133 -65 275 287 -194 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 35.1 12.4 31.7 37.4 83.0 85.0 17.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
34 21 16 19 23 64 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 50,667
COMMITMENTS
16,487 8,234 11,796 14,175 10,548 42,458 30,578 8,209 20,089
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 1,386)
1,611 -208 552 -227 344 1,937 688 -551 697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 16.3 23.3 28.0 20.8 83.8 60.4 16.2 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
54 33 41 52 72 124 132
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,446
COMMITMENTS
424 4,604 199 9,027 3,609 9,650 8,412 796 2,034
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -659)
8 -645 42 -577 -188 -527 -791 -132 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 44.1 1.9 86.4 34.6 92.4 80.5 7.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 9 8 16 14 25 25
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 127,511
COMMITMENTS
8,758 6,469 3,263 114,754 117,645 126,775 127,377 736 134
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -397)
-373 -67 5 -183 -354 -551 -416 154 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 5.1 2.6 90.0 92.3 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 3 2 16 16 20 21
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 157,832
COMMITMENTS
69,219 9,726 3,646 38,790 120,542 111,655 133,914 46,177 23,918
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -14,451)
-14,485 -4,220 -376 5,798 -14,355 -9,062 -18,952 -5,389 4,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 6.2 2.3 24.6 76.4 70.7 84.8 29.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
38 11 12 24 26 66 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,490
COMMITMENTS
4,980 21,474 94 30,091 3,357 35,165 24,925 11,325 21,566
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 3,908)
-712 1,471 -29 7,244 -4,430 6,503 -2,988 -2,595 6,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 46.2 0.2 64.7 7.2 75.6 53.6 24.4 46.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 13 1 11 8 17 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 160,169
COMMITMENTS
53,380 16,452 791 101,102 139,871 155,273 157,114 4,896 3,055
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 3,670)
-4,527 590 221 8,968 2,536 4,662 3,347 -992 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 10.3 0.5 63.1 87.3 96.9 98.1 3.1 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
37 26 6 18 21 58 50
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 204,299
COMMITMENTS
59,663 34,573 914 100,180 147,784 160,757 183,271 43,542 21,028
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 8,806)
7,151 -2,339 -1,427 2,071 12,407 7,795 8,641 1,011 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 16.9 0.4 49.0 72.3 78.7 89.7 21.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
38 22 5 22 30 64 53
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 151,961
COMMITMENTS
16,429 57,638 3,733 115,485 44,340 135,647 105,711 16,313 46,249
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -2,980)
3,129 -7,298 -2,890 -6,058 9,110 -5,818 -1,077 2,838 -1,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 37.9 2.5 76.0 29.2 89.3 69.6 10.7 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
14 40 14 24 22 48 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 364,655
COMMITMENTS
35,601 178,434 30,679 262,956 79,271 329,236 288,385 35,419 76,270
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 43,339)
1,663 39,813 15 40,195 499 41,873 40,327 1,466 3,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 48.9 8.4 72.1 21.7 90.3 79.1 9.7 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
33 82 41 56 55 115 152
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 18,977
COMMITMENTS
13,700 14,701 1,211 3,418 2,298 18,329 18,210 648 767
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 79)
103 198 -53 -153 -85 -103 60 182 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.2 77.5 6.4 18.0 12.1 96.6 96.0 3.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 4 2 6 4 16 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 17,969
COMMITMENTS
11,688 5,464 125 3,427 9,902 15,240 15,491 2,729 2,478
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,846)
-467 1,334 0 125 -4,280 -342 -2,946 -1,504 1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.0 30.4 0.7 19.1 55.1 84.8 86.2 15.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 14 1 8 8 26 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,001,295
COMMITMENTS
935,040 681,837 5172994 7014429 7133666 13122463 12988498 878,832 1012798
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 179,924)
2,708 -10,357 141,635 64,967 48,575 209,310 179,852 -29,386 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 4.9 36.9 50.1 51.0 93.7 92.8 6.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
60 61 105 143 147 266 256
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 974,837
COMMITMENTS
89,464 108,135 66,409 656,012 671,749 811,885 846,293 162,952 128,544
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 28,280)
-4,321 11,165 4,169 24,294 10,835 24,142 26,169 4,138 2,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 11.1 6.8 67.3 68.9 83.3 86.8 16.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
116 120 112 252 253 430 424
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 329,724
COMMITMENTS
12,769 10,346 28,345 214,408 210,717 255,523 249,409 74,202 80,316
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 15,380)
-3,319 4,667 3,981 12,133 4,416 12,795 13,065 2,584 2,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 3.1 8.6 65.0 63.9 77.5 75.6 22.5 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
13 20 27 77 65 109 94
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,225,565
COMMITMENTS
415,294 520,763 158,498 2208021 2305159 2781814 2984421 443,751 241,144
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 64,501)
-9,423 28,072 5,352 60,805 32,095 56,734 65,520 7,767 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 16.1 4.9 68.5 71.5 86.2 92.5 13.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
114 109 101 223 232 388 391
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,658
COMMITMENTS
10,491 7,215 1,119 82,379 89,013 93,989 97,347 8,669 5,311
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 3,820)
-4,657 -1,635 1,069 9,515 2,428 5,927 1,862 -2,107 1,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 7.0 1.1 80.2 86.7 91.6 94.8 8.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
9 7 2 58 33 68 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 106,295
COMMITMENTS
18,533 10,106 5,865 72,063 84,247 96,461 100,218 9,833 6,077
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 6,045)
-7,133 3,667 2,984 11,299 535 7,150 7,186 -1,105 -1,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 9.5 5.5 67.8 79.3 90.7 94.3 9.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
63 37 19 82 85 156 130
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 20,624
COMMITMENTS
966 1,248 622 14,668 17,971 16,256 19,841 4,368 783
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 4,135)
-508 291 74 5,071 3,948 4,637 4,313 -502 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 6.1 3.0 71.1 87.1 78.8 96.2 21.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 1 12 8 15 11
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 428,351
COMMITMENTS
96,436 52,889 17,615 286,977 331,378 401,027 401,883 27,324 26,469
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 9,553)
-31,311 18,695 12,735 31,141 -17,065 12,566 14,365 -3,012 -4,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 12.3 4.1 67.0 77.4 93.6 93.8 6.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
64 35 18 74 80 148 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 161,980
COMMITMENTS
72,067 47,840 4,321 61,361 83,026 137,749 135,188 24,231 26,792
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 4,178)
-16,602 11,321 -862 28,123 -12,480 10,659 -2,021 -6,481 6,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 29.5 2.7 37.9 51.3 85.0 83.5 15.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
27 29 13 21 27 57 60
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,146
COMMITMENTS
9,714 13,535 0 24,489 5,043 34,203 18,578 6,943 22,568
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: -1,005)
299 -647 0 -1,252 148 -953 -499 -52 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 32.9 0.0 59.5 12.3 83.1 45.2 16.9 54.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 7 0 19 6 32 13
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,080
COMMITMENTS
18,439 2,547 7,986 30,800 14,767 57,225 25,300 12,855 44,780
CHANGES FROM 05/01/12 (CHANGE IN OPEN INTEREST: 3,518)
1,491 -1,079 300 1,191 -770 2,982 -1,549 536 5,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 3.6 11.4 43.9 21.1 81.7 36.1 18.3 63.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 6 4 22 18 37 25
Updated May 11, 2012