MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,172
COMMITMENTS
7,792 1,100 386 21,681 24,993 29,859 26,479 4,313 7,693
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 2,628)
-255 -65 -53 2,771 2,242 2,463 2,124 165 504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 3.2 1.1 63.4 73.1 87.4 77.5 12.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
15 6 13 28 24 46 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 232,217
COMMITMENTS
43,224 48,605 51,156 111,670 103,917 206,050 203,678 26,167 28,539
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -10,719)
1,896 5,045 -7,177 -4,655 -7,681 -9,936 -9,813 -783 -906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 20.9 22.0 48.1 44.7 88.7 87.7 11.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
77 77 84 29 46 162 166
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,260
COMMITMENTS
742 518 250 397 966 1,389 1,734 871 526
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 40)
-18 -17 68 -22 8 28 59 12 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 22.9 11.1 17.6 42.7 61.5 76.7 38.5 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 14 4 5 3 20 17
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 296,409
COMMITMENTS
89,785 27,942 41,961 143,263 161,280 275,009 231,183 21,400 65,226
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 731)
-346 -3,063 1,752 1,166 6,261 2,572 4,950 -1,841 -4,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 9.4 14.2 48.3 54.4 92.8 78.0 7.2 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
120 69 89 69 160 240 282
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,166
COMMITMENTS
4,527 5,148 1,712 5,581 5,095 11,820 11,955 2,346 2,211
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -575)
-324 -35 -521 18 -193 -827 -749 252 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 36.3 12.1 39.4 36.0 83.4 84.4 16.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
31 32 15 18 29 55 73
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,023
COMMITMENTS
8,845 6,051 8,087 11,895 6,552 28,827 20,690 4,196 12,333
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 757)
-815 764 369 1,012 -590 566 543 191 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 18.3 24.5 36.0 19.8 87.3 62.7 12.7 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
35 33 30 28 40 85 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 130,634
COMMITMENTS
36,386 37,337 2,288 50,605 51,433 89,279 91,058 41,355 39,576
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 6,684)
-6,890 11,640 -2,467 18,054 -11,377 8,697 -2,204 -2,013 8,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 28.6 1.8 38.7 39.4 68.3 69.7 31.7 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
23 20 4 25 23 50 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 44,091
COMMITMENTS
10,824 19,738 0 15,289 11,735 26,113 31,473 17,978 12,618
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -24,575)
-4,996 186 -2,157 -16,554 -19,557 -23,707 -21,528 -868 -3,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 44.8 0.0 34.7 26.6 59.2 71.4 40.8 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 11 0 6 8 18 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 111,911
COMMITMENTS
99,948 4,101 255 4,489 89,578 104,692 93,934 7,219 17,977
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -36,657)
8,964 -2,721 -1,181 -39,278 -41,791 -31,495 -45,693 -5,162 9,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.3 3.7 0.2 4.0 80.0 93.5 83.9 6.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
65 10 1 7 14 72 25
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 88,496
COMMITMENTS
20,534 51,782 28 48,466 9,086 69,028 60,896 19,468 27,600
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -88,451)
-7,506 2,691 -1,587 -81,671 -92,830 -90,764 -91,726 2,313 3,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 58.5 0.0 54.8 10.3 78.0 68.8 22.0 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
11 31 1 12 12 23 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 161,544
COMMITMENTS
39,989 34,132 660 96,011 97,236 136,660 132,028 24,884 29,516
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -40,828)
-3,402 -1,543 -161 -36,736 -35,930 -40,299 -37,634 -529 -3,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 21.1 0.4 59.4 60.2 84.6 81.7 15.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 22 2 23 16 49 38
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 132,056
COMMITMENTS
49,514 58,804 2,623 32,128 27,941 84,265 89,368 47,791 42,688
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -122,756)
-8,030 -6,280 -8,914 -116,751 -107,255 -133,695 -122,449 10,939 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 44.5 2.0 24.3 21.2 63.8 67.7 36.2 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
39 38 8 21 26 64 68
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,095
COMMITMENTS
10,806 9,240 0 8,943 14,099 19,749 23,339 5,346 1,756
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -11,781)
-871 763 -81 -13,102 -7,553 -14,054 -6,871 2,273 -4,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 36.8 0.0 35.6 56.2 78.7 93.0 21.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
10 7 0 9 10 19 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 8,915,115
COMMITMENTS
1495446 843,617 651,696 5766818 6446110 7913960 7941423 1001155 973,692
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -827,053)
-161,404 -5,462 -129,203 -442,897 -629,037 -733,504 -763,702 -93,549 -63,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 9.5 7.3 64.7 72.3 88.8 89.1 11.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
72 27 72 111 113 208 193
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 654,407
COMMITMENTS
64,068 103,313 8,622 442,475 410,699 515,165 522,634 139,242 131,773
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 82,083)
-779 -3,698 823 56,342 55,216 56,386 52,341 25,697 29,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 15.8 1.3 67.6 62.8 78.7 79.9 21.3 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
38 45 31 94 75 149 134
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,862,936
COMMITMENTS
483,418 634,446 118,948 1752684 1713496 2355050 2466890 507,886 396,046
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 409,971)
5,243 -27,960 43,651 144,377 212,991 193,271 228,682 216,700 181,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 22.2 4.2 61.2 59.9 82.3 86.2 17.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
81 126 73 117 121 236 282
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 120,035
COMMITMENTS
15,140 34,932 1,735 89,427 77,796 106,302 114,463 13,733 5,572
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 19,511)
1,272 -6,993 1,411 15,698 24,535 18,381 18,953 1,130 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 29.1 1.4 74.5 64.8 88.6 95.4 11.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
16 18 8 42 35 62 57
NEW YORK CDD - CHICAGO MERCANTILE EXCHANGE Code-16264C
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CME CDD INDEX X $20) OPEN INTEREST: 12,406
COMMITMENTS
710 2,685 1,050 10,646 3,746 12,406 7,481 0 4,925
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 1,715)
250 -785 400 1,065 2,050 1,715 1,665 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 21.6 8.5 85.8 30.2 100.0 60.3 0.0 39.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 1 6 7 13 11
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,547
COMMITMENTS
4,798 7,564 241 34,259 28,546 39,298 36,351 13,249 16,196
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 14,828)
922 -478 241 7,306 9,821 8,469 9,584 6,359 5,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 14.4 0.5 65.2 54.3 74.8 69.2 25.2 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
10 10 2 29 25 40 36
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 473,192
COMMITMENTS
101,959 158,934 16,185 277,319 251,690 395,463 426,809 77,729 46,383
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 81,457)
11,212 12,653 2,464 56,702 54,658 70,378 69,775 11,079 11,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 33.6 3.4 58.6 53.2 83.6 90.2 16.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
61 77 31 60 70 139 162
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 72,514
COMMITMENTS
42,536 5,549 727 2,769 40,709 46,032 46,985 26,482 25,529
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -33,700)
-15,000 -4,490 -648 -14,001 -30,375 -29,649 -35,513 -4,051 1,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.7 7.7 1.0 3.8 56.1 63.5 64.8 36.5 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
23 6 2 8 14 32 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 52,245
COMMITMENTS
8,008 13,153 1,294 25,067 31,844 34,369 46,291 17,876 5,954
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 10,614)
965 -635 1,282 7,635 7,750 9,882 8,397 732 2,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 25.2 2.5 48.0 61.0 65.8 88.6 34.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 16 4 19 26 26 44
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 782,922
COMMITMENTS
78,413 303,848 28,732 645,751 351,532 752,896 684,112 30,026 98,810
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 43,761)
-3,700 -6,724 22,233 8,887 14,488 27,420 29,997 16,341 13,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 38.8 3.7 82.5 44.9 96.2 87.4 3.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
36 108 31 74 88 129 209
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 63,636
COMMITMENTS
11,958 32,497 5 43,175 23,238 55,138 55,740 8,498 7,896
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -42,326)
1,673 -18,404 -1,723 -37,501 -18,348 -37,551 -38,475 -4,775 -3,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 51.1 0.0 67.8 36.5 86.6 87.6 13.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 18 1 13 12 30 30
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 31,296
COMMITMENTS
8,283 4,639 392 10,643 18,254 19,318 23,285 11,978 8,011
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -49,102)
-13,731 -1,391 -660 -14,532 -31,042 -28,923 -33,093 -20,179 -16,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 14.8 1.3 34.0 58.3 61.7 74.4 38.3 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 8 2 14 14 23 23
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 19,147
COMMITMENTS
4,525 11,187 108 12,219 6,230 16,852 17,525 2,295 1,622
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 1,728)
-101 624 -53 1,649 1,214 1,495 1,785 233 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 58.4 0.6 63.8 32.5 88.0 91.5 12.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 5 2 9 6 17 13
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 06/17/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 10,891
COMMITMENTS
1,772 966 14 8,004 7,393 9,790 8,373 1,101 2,518
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -18,233)
-2,265 -3,361 -436 -14,887 -5,208 -17,588 -9,005 -645 -9,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 8.9 0.1 73.5 67.9 89.9 76.9 10.1 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 2 2 12 7 19 10
Updated June 20, 2008