BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 5,129
COMMITMENTS
71 126 88 4,415 4,516 4,574 4,730 556 399
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -681)
-121 -42 -20 -477 -458 -617 -521 -64 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 2.5 1.7 86.1 88.0 89.2 92.2 10.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 2 14 13 17 16
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,534
COMMITMENTS
5,527 3,159 9,062 20,731 19,198 35,319 31,419 5,215 9,115
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -6,869)
-1,292 -540 -1,958 -3,837 -3,221 -7,086 -5,719 217 -1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 7.8 22.4 51.1 47.4 87.1 77.5 12.9 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
14 14 21 36 30 61 54
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 332,349
COMMITMENTS
60,245 45,901 120,958 120,770 119,229 301,973 286,089 30,376 46,260
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -2,979)
-5,242 -16,963 9,198 -4,891 3,019 -934 -4,746 -2,045 1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 13.8 36.4 36.3 35.9 90.9 86.1 9.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
89 104 131 78 86 246 253
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 405,340
COMMITMENTS
109,112 42,475 103,989 160,309 195,741 373,410 342,204 31,930 63,136
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -41,282)
-6,988 -1,644 -33,311 -3,027 -5,365 -43,326 -40,319 2,043 -963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 10.5 25.7 39.5 48.3 92.1 84.4 7.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
117 94 148 102 150 292 337
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,874
COMMITMENTS
3,493 2,639 1,154 2,325 3,680 6,972 7,472 1,902 1,401
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,007)
-516 -583 -357 -272 -184 -1,146 -1,124 139 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 29.7 13.0 26.2 41.5 78.6 84.2 21.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
31 14 15 22 27 62 50
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,435
COMMITMENTS
14,324 6,444 10,398 12,488 10,165 37,209 27,007 8,226 18,428
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 51)
-458 -528 483 -55 79 -31 34 82 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 14.2 22.9 27.5 22.4 81.9 59.4 18.1 40.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
63 39 44 51 75 137 139
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-063642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 9,692
COMMITMENTS
170 4,033 246 8,424 5,124 8,840 9,403 851 289
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,557)
-58 -901 -41 -1,600 -512 -1,699 -1,455 142 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 41.6 2.5 86.9 52.9 91.2 97.0 8.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 12 11 16 15 27 29
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE Code-089741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF RUB 2,500,000) OPEN INTEREST: 109,679
COMMITMENTS
6,081 5,578 5,051 98,318 98,560 109,450 109,189 229 490
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 655)
-21 58 17 642 349 638 424 17 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.1 4.6 89.6 89.9 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 3 16 16 19 22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 159,108
COMMITMENTS
40,110 22,953 8,881 71,670 94,515 120,661 126,349 38,447 32,759
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 15,699)
-8,756 9,821 1,633 20,289 -370 13,166 11,084 2,532 4,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 14.4 5.6 45.0 59.4 75.8 79.4 24.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 28 18 27 28 60 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 74,304
COMMITMENTS
5,459 39,353 1,217 59,465 5,010 66,141 45,580 8,163 28,724
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 343)
-1,335 1,943 488 935 -220 88 2,211 255 -1,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 53.0 1.6 80.0 6.7 89.0 61.3 11.0 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 23 6 13 11 23 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 192,370
COMMITMENTS
10,998 41,394 11,191 167,225 131,874 189,414 184,459 2,956 7,911
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 4,912)
-13,874 3,527 5,704 10,226 -7,892 2,056 1,339 2,856 3,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 21.5 5.8 86.9 68.6 98.5 95.9 1.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
22 57 8 25 20 52 83
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 199,170
COMMITMENTS
39,537 41,480 8,922 131,275 114,342 179,733 164,743 19,437 34,427
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 9,484)
3,369 8,140 4,737 8,826 -13,843 16,933 -966 -7,449 10,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 20.8 4.5 65.9 57.4 90.2 82.7 9.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
22 34 16 29 32 62 71
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 185,878
COMMITMENTS
37,163 24,880 10,326 111,686 110,082 159,175 145,289 26,703 40,589
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 32,221)
15,455 -8,085 5,017 2,853 36,890 23,325 33,822 8,896 -1,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 13.4 5.6 60.1 59.2 85.6 78.2 14.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
22 33 19 25 27 60 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 497,323
COMMITMENTS
37,560 250,620 65,420 352,607 96,137 455,586 412,177 41,737 85,147
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 12,893)
-4,397 8,536 4,756 13,318 -101 13,677 13,192 -784 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 50.4 13.2 70.9 19.3 91.6 82.9 8.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
35 97 56 55 56 129 170
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE Code-102741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF BRL 100,000) OPEN INTEREST: 19,747
COMMITMENTS
14,382 14,948 118 4,892 3,794 19,392 18,860 355 887
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -1,294)
-19 635 -1,476 255 -636 -1,240 -1,477 -54 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.8 75.7 0.6 24.8 19.2 98.2 95.5 1.8 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 6 2 7 3 14 10
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,530
COMMITMENTS
6,575 12,105 152 13,207 6,024 19,934 18,281 1,596 3,249
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 77)
777 1,099 -6 -610 -988 161 105 -84 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 56.2 0.7 61.3 28.0 92.6 84.9 7.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 21 1 10 4 21 25
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,131,988
COMMITMENTS
677,609 824,873 5440279 7183635 6827367 13301523 13092518 830,465 1039470
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 431,152)
8,408 25,950 244,716 154,155 178,215 407,279 448,880 23,873 -17,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 5.8 38.5 50.8 48.3 94.1 92.6 5.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
46 75 102 145 148 259 263
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-13874+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,128,233
COMMITMENTS
67,167 99,847 92,259 774,287 767,554 933,713 959,660 194,519 168,573
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 86,713)
-4,491 -9,685 21,510 55,487 62,824 72,506 74,648 14,207 12,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 8.8 8.2 68.6 68.0 82.8 85.1 17.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590)
108 133 112 247 253 424 433
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 404,241
COMMITMENTS
14,439 10,951 40,341 271,503 238,606 326,282 289,898 77,959 114,343
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 44,480)
2,075 2,620 8,761 31,361 23,664 42,198 35,046 2,282 9,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 2.7 10.0 67.2 59.0 80.7 71.7 19.3 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
16 20 29 79 64 113 98
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,619,959
COMMITMENTS
318,622 499,458 204,615 2513919 2644738 3037156 3348810 582,803 271,149
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 211,167)
-6,381 -35,082 37,298 120,626 195,797 151,543 198,012 59,624 13,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 13.8 5.7 69.4 73.1 83.9 92.5 16.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 554)
103 124 100 226 236 390 401
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,184
COMMITMENTS
6,261 5,684 1,702 91,221 96,083 99,184 103,469 7,999 3,714
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 3,310)
-1,966 -1,458 1,056 4,985 4,598 4,075 4,196 -765 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.3 1.6 85.1 89.6 92.5 96.5 7.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
5 6 2 59 37 65 44
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE Code-20974+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 101,063
COMMITMENTS
15,561 11,643 4,210 73,547 80,024 93,317 95,876 7,746 5,187
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 888)
500 2,157 -373 1,420 -660 1,547 1,125 -659 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 11.5 4.2 72.8 79.2 92.3 94.9 7.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
48 36 18 74 95 132 140
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 22,749
COMMITMENTS
846 1,856 745 17,989 19,072 19,580 21,673 3,169 1,076
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -60)
-317 0 79 242 -373 4 -294 -64 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 8.2 3.3 79.1 83.8 86.1 95.3 13.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 13 7 15 10
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 391,575
COMMITMENTS
84,655 60,013 6,244 277,788 304,759 368,687 371,016 22,888 20,559
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 4,738)
2,499 9,200 -674 5,889 -1,433 7,714 7,093 -2,976 -2,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 15.3 1.6 70.9 77.8 94.2 94.7 5.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
48 35 17 67 92 125 135
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 180,480
COMMITMENTS
11,683 63,130 11,438 140,060 75,190 163,181 149,758 17,298 30,722
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 18,452)
-2,534 12,752 1,829 20,160 5,251 19,454 19,832 -1,003 -1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 35.0 6.3 77.6 41.7 90.4 83.0 9.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
22 39 19 26 29 56 79
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,501
COMMITMENTS
4,483 6,828 4,371 24,372 6,916 33,226 18,115 8,275 23,386
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: 6,553)
529 -54 4,304 1,134 1,548 5,967 5,798 586 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 16.5 10.5 58.7 16.7 80.1 43.6 19.9 56.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 9 3 21 9 33 20
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 68,827
COMMITMENTS
10,776 4,333 8,204 42,152 19,402 61,132 31,939 7,695 36,888
CHANGES FROM 05/29/12 (CHANGE IN OPEN INTEREST: -2,408)
-2,005 1,135 1,895 2,338 6,505 2,228 9,535 -4,636 -11,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 6.3 11.9 61.2 28.2 88.8 46.4 11.2 53.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
14 9 5 27 20 43 32
Updated June 8, 2012