BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,730
COMMITMENTS
191 120 112 4,875 4,871 5,178 5,103 552 627
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 28)
-2 8 -7 22 70 13 70 15 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 2.1 2.0 85.1 85.0 90.4 89.1 9.6 10.9
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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,607
COMMITMENTS
6,424 3,799 11,205 25,034 21,753 42,663 36,757 4,944 10,850
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -1,316)
102 -303 -316 -747 -311 -962 -930 -355 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 8.0 23.5 52.6 45.7 89.6 77.2 10.4 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
16 15 20 38 34 63 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 332,862
COMMITMENTS
62,235 73,069 107,223 129,182 107,980 298,641 288,272 34,221 44,590
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -4,055)
-2,121 -454 -3,044 -1,509 -1,406 -6,673 -4,903 2,618 848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 22.0 32.2 38.8 32.4 89.7 86.6 10.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
102 104 131 77 80 242 271
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 448,677
COMMITMENTS
118,472 59,930 126,444 169,440 197,363 414,356 383,737 34,320 64,940
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -1,640)
-3,760 -4,668 1,753 350 467 -1,657 -2,448 17 808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 13.4 28.2 37.8 44.0 92.4 85.5 7.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
114 118 151 116 164 310 367
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,474
COMMITMENTS
3,611 2,966 1,530 2,751 3,534 7,892 8,030 1,582 1,444
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 235)
15 -282 380 -174 79 221 178 13 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 31.3 16.1 29.0 37.3 83.3 84.8 16.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
30 23 17 18 22 62 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 49,000
COMMITMENTS
16,288 8,311 10,622 13,178 10,237 40,089 29,170 8,911 19,830
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -1,667)
-199 77 -1,173 -997 -312 -2,369 -1,408 702 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 17.0 21.7 26.9 20.9 81.8 59.5 18.2 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
54 43 38 59 73 132 137
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 10,966
COMMITMENTS
499 4,924 193 9,459 5,273 10,151 10,390 815 577
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 521)
75 319 -6 432 1,664 502 1,978 19 -1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 44.9 1.8 86.3 48.1 92.6 94.7 7.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 10 8 17 16 26 27
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 131,804
COMMITMENTS
8,741 6,404 3,288 119,181 120,603 131,210 130,295 594 1,509
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 4,293)
-17 -65 25 4,427 2,958 4,435 2,918 -142 1,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 4.9 2.5 90.4 91.5 99.5 98.9 0.5 1.1
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 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 151,573
COMMITMENTS
65,819 15,059 4,117 41,942 109,895 111,877 129,070 39,696 22,503
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -6,259)
-3,400 5,333 471 3,152 -10,647 223 -4,844 -6,482 -1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.4 9.9 2.7 27.7 72.5 73.8 85.2 26.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
37 17 14 25 26 68 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 64,690
COMMITMENTS
6,127 32,821 94 47,517 3,970 53,738 36,885 10,952 27,805
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 18,200)
1,147 11,347 0 17,426 613 18,573 11,960 -373 6,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 50.7 0.1 73.5 6.1 83.1 57.0 16.9 43.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 17 1 13 9 19 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 174,386
COMMITMENTS
35,857 21,412 5,051 129,136 142,486 170,044 168,949 4,342 5,437
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 14,217)
-17,523 4,960 4,260 28,034 2,615 14,771 11,835 -554 2,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 12.3 2.9 74.1 81.7 97.5 96.9 2.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
37 32 9 19 21 61 57
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 204,708
COMMITMENTS
57,440 32,614 1,597 104,590 151,259 163,626 185,469 41,081 19,238
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 408)
-2,223 -1,959 683 4,409 3,475 2,869 2,198 -2,460 -1,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 15.9 0.8 51.1 73.9 79.9 90.6 20.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
42 20 7 25 33 71 56
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 150,343
COMMITMENTS
17,558 51,822 4,298 112,734 48,043 134,590 104,163 15,753 46,180
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -1,618)
1,129 -5,816 565 -2,752 3,703 -1,058 -1,548 -560 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 34.5 2.9 75.0 32.0 89.5 69.3 10.5 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
15 44 16 26 22 53 70
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 420,524
COMMITMENTS
40,239 212,846 41,531 301,909 82,267 383,678 336,644 36,845 83,880
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 55,869)
4,638 34,412 10,852 38,952 2,996 54,442 48,259 1,427 7,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 50.6 9.9 71.8 19.6 91.2 80.1 8.8 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
40 93 49 58 55 127 168
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 20,259
COMMITMENTS
14,370 15,146 1,171 3,801 2,975 19,342 19,292 917 967
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 1,282)
670 445 -40 383 677 1,013 1,082 269 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.9 74.8 5.8 18.8 14.7 95.5 95.2 4.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 4 2 6 5 15 11
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 17,263
COMMITMENTS
9,124 6,527 162 5,462 8,723 14,748 15,412 2,515 1,851
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -706)
-2,564 1,063 37 2,035 -1,179 -492 -79 -214 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 37.8 0.9 31.6 50.5 85.4 89.3 14.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 18 1 8 6 22 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,958,264
COMMITMENTS
792,360 852,113 5231041 7110132 6809511 13133533 12892666 824,731 1065599
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -43,031)
-142,680 170,276 58,047 95,703 -324,154 11,070 -95,832 -54,101 52,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 6.1 37.5 50.9 48.8 94.1 92.4 5.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
59 57 102 143 146 257 257
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,035,083
COMMITMENTS
86,875 97,253 83,349 690,545 712,467 860,769 893,068 174,314 142,015
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 60,246)
-2,588 -10,882 16,939 34,533 40,719 48,884 46,776 11,362 13,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 9.4 8.1 66.7 68.8 83.2 86.3 16.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
119 119 114 251 254 429 429
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 355,218
COMMITMENTS
15,329 13,731 34,888 229,590 216,880 279,807 265,499 75,411 89,719
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 25,494)
2,560 3,385 6,542 15,182 6,163 24,284 16,091 1,210 9,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 3.9 9.8 64.6 61.1 78.8 74.7 21.2 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
20 17 31 78 66 114 99
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,399,324
COMMITMENTS
410,497 470,371 189,538 2304776 2477937 2904811 3137846 494,513 261,478
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 173,759)
-4,797 -50,392 31,040 96,754 172,778 122,997 153,425 50,762 20,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 13.8 5.6 67.8 72.9 85.5 92.3 14.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 553)
113 113 103 223 234 389 397
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,056
COMMITMENTS
11,475 6,706 17 81,998 90,169 93,490 96,892 8,567 5,165
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -602)
984 -509 -1,102 -381 1,155 -499 -456 -103 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 6.6 0.0 80.3 88.4 91.6 94.9 8.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
9 7 1 55 34 65 41
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 104,901
COMMITMENTS
22,506 8,151 4,960 68,573 86,788 96,039 99,899 8,862 5,002
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -1,393)
3,973 -1,955 -905 -3,490 2,541 -422 -319 -971 -1,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 7.8 4.7 65.4 82.7 91.6 95.2 8.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
65 37 26 79 90 158 139
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 21,268
COMMITMENTS
1,711 1,361 629 15,495 18,461 17,835 20,451 3,433 817
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: 644)
745 113 7 827 490 1,579 610 -935 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 6.4 3.0 72.9 86.8 83.9 96.2 16.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 3 1 13 9 18 12
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 418,164
COMMITMENTS
116,186 46,163 9,442 265,392 341,635 391,020 397,239 27,143 20,924
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -10,187)
19,751 -6,727 -8,173 -21,585 10,256 -10,007 -4,643 -181 -5,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 11.0 2.3 63.5 81.7 93.5 95.0 6.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
64 37 23 71 85 148 132
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 158,182
COMMITMENTS
51,299 46,934 6,142 78,547 77,432 135,988 130,509 22,194 27,673
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -3,798)
-20,768 -906 1,821 17,186 -5,594 -1,762 -4,679 -2,036 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 29.7 3.9 49.7 49.0 86.0 82.5 14.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
24 31 15 23 29 56 66
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 35,519
COMMITMENTS
4,016 7,179 0 23,708 5,381 27,724 12,560 7,795 22,959
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -5,627)
-5,698 -6,356 0 -781 338 -6,479 -6,018 852 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 20.2 0.0 66.7 15.1 78.1 35.4 21.9 64.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 7 0 18 7 28 14
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,621
COMMITMENTS
13,135 3,630 6,613 30,364 16,434 50,112 26,677 16,509 39,944
CHANGES FROM 05/08/12 (CHANGE IN OPEN INTEREST: -3,459)
-5,304 1,083 -1,373 -436 1,667 -7,113 1,377 3,654 -4,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 5.4 9.9 45.6 24.7 75.2 40.0 24.8 60.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 6 4 21 20 35 27
Updated May 21, 2012