BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,189
COMMITMENTS
0 0 0 3,180 4,033 3,180 4,033 1,009 156
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 89)
0 0 0 67 67 67 67 22 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 75.9 96.3 75.9 96.3 24.1 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 8 14 8
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,358
COMMITMENTS
6,084 1,955 626 23,671 24,657 30,381 27,238 3,977 7,120
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 944)
176 -46 87 888 1,171 1,151 1,212 -207 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 5.7 1.8 68.9 71.8 88.4 79.3 11.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
13 14 13 23 21 42 42
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 232,238
COMMITMENTS
44,780 38,828 50,589 109,807 111,167 205,176 200,584 27,062 31,654
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -5,580)
-6,687 1,452 1,104 -222 -7,666 -5,805 -5,110 225 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 16.7 21.8 47.3 47.9 88.3 86.4 11.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
85 69 90 38 54 180 178
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,381
COMMITMENTS
78,699 59,157 50,544 141,824 126,656 271,067 236,357 23,314 58,024
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -3,927)
-4,329 7,894 -4,067 5,211 -4,215 -3,185 -388 -742 -3,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 20.1 17.2 48.2 43.0 92.1 80.3 7.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
88 80 95 72 141 217 280
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,562
COMMITMENTS
3,835 5,296 2,669 6,012 4,686 12,516 12,651 2,046 1,911
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 309)
-15 -412 139 -23 388 101 115 208 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 36.4 18.3 41.3 32.2 85.9 86.9 14.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
36 35 18 20 25 68 71
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,461
COMMITMENTS
11,912 6,893 7,195 8,519 6,909 27,626 20,997 4,835 11,464
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -1,903)
856 -266 -242 -1,554 92 -940 -416 -963 -1,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 21.2 22.2 26.2 21.3 85.1 64.7 14.9 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
34 31 30 30 31 86 77
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 97,065
COMMITMENTS
29,682 31,928 3,570 35,531 40,381 68,783 75,879 28,282 21,186
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -2,780)
-13,890 10,245 290 12,766 -12,677 -834 -2,142 -1,946 -638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 32.9 3.7 36.6 41.6 70.9 78.2 29.1 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 18 5 21 23 47 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,449
COMMITMENTS
17,401 22,056 0 22,274 18,567 39,675 40,623 16,774 15,826
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 4,658)
-499 2,490 0 9,594 -548 9,095 1,942 -4,437 2,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 39.1 0.0 39.5 32.9 70.3 72.0 29.7 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 17 0 13 12 26 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 104,551
COMMITMENTS
90,545 11,777 305 5,693 91,016 96,543 103,098 8,008 1,453
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -7,041)
-7,430 3,939 -1,144 118 -9,300 -8,456 -6,505 1,415 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.6 11.3 0.3 5.4 87.1 92.3 98.6 7.7 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
67 13 1 9 16 76 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 102,737
COMMITMENTS
43,269 41,809 573 39,755 36,064 83,597 78,446 19,140 24,291
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -4,586)
-5,244 -3,382 95 2,235 -715 -2,914 -4,002 -1,672 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.1 40.7 0.6 38.7 35.1 81.4 76.4 18.6 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
17 31 5 14 19 35 51
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 178,959
COMMITMENTS
39,162 45,442 653 117,604 109,446 157,419 155,541 21,540 23,418
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -8,826)
-9,271 7,533 9 3,437 -20,985 -5,825 -13,443 -3,001 4,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 25.4 0.4 65.7 61.2 88.0 86.9 12.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 27 6 24 21 56 50
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 149,933
COMMITMENTS
51,585 67,803 2,528 54,512 35,374 108,625 105,705 41,308 44,228
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -21,572)
-19,003 1,286 -710 1,962 -23,050 -17,751 -22,474 -3,821 902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 45.2 1.7 36.4 23.6 72.4 70.5 27.6 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
40 45 12 26 32 72 83
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,995
COMMITMENTS
11,649 10,065 0 14,667 17,116 26,316 27,181 2,679 1,814
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,063)
-1,735 1,665 0 2,773 -980 1,038 685 25 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 34.7 0.0 50.6 59.0 90.8 93.7 9.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 9 0 13 10 25 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,674,254
COMMITMENTS
1587468 634,907 766,618 6357875 7357326 8711961 8758851 962,293 915,403
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -49,072)
-27,081 31,969 10,391 -1,437 -17,513 -18,127 24,847 -30,945 -73,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 6.6 7.9 65.7 76.1 90.1 90.5 9.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
69 37 90 116 118 227 216
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 566,172
COMMITMENTS
70,324 46,464 11,302 376,271 372,614 457,897 430,380 108,275 135,792
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 3,184)
-6,783 1,375 -1,037 8,061 2,410 241 2,748 2,943 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 8.2 2.0 66.5 65.8 80.9 76.0 19.1 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
45 39 19 75 59 132 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,488,058
COMMITMENTS
470,543 643,569 62,189 1471447 1589771 2004179 2295529 483,879 192,529
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 52,794)
28,626 -20,696 -2,232 26,950 74,275 53,344 51,347 -550 1,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 25.9 2.5 59.1 63.9 80.6 92.3 19.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
113 107 50 105 107 244 239
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,307
COMMITMENTS
16,076 30,525 641 74,177 70,982 90,894 102,148 14,413 3,159
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 9,320)
3,713 422 280 4,796 9,002 8,789 9,704 531 -384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 29.0 0.6 70.4 67.4 86.3 97.0 13.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
11 18 4 39 28 53 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,101
COMMITMENTS
3,128 6,190 0 20,936 17,603 24,064 23,793 6,037 6,308
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,664)
177 -1,840 0 1,262 1,756 1,439 -84 225 1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 20.6 0.0 69.6 58.5 79.9 79.0 20.1 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 11 0 20 19 25 30
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 326,574
COMMITMENTS
104,308 140,375 6,322 185,153 154,459 295,783 301,156 30,791 25,418
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,853)
10,154 -3,127 -3,369 -7,649 10,534 -864 4,038 2,717 -2,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 43.0 1.9 56.7 47.3 90.6 92.2 9.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
70 70 20 55 56 139 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 85,686
COMMITMENTS
40,755 11,836 756 16,854 64,479 58,365 77,071 27,321 8,615
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -22,090)
-26,350 -1,681 -23 6,612 -16,931 -19,761 -18,635 -2,329 -3,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.6 13.8 0.9 19.7 75.3 68.1 89.9 31.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
22 13 2 16 15 40 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,462
COMMITMENTS
1,320 11,474 0 26,153 16,219 27,473 27,693 3,989 3,769
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -4,380)
296 -4,155 0 -1,305 33 -1,009 -4,122 -3,371 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 36.5 0.0 83.1 51.6 87.3 88.0 12.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
3 14 0 19 19 22 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 595,755
COMMITMENTS
83,692 261,793 411 499,671 309,985 583,774 572,189 11,981 23,566
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -34,388)
-83 -19,284 -679 -34,088 9,376 -34,850 -10,587 462 -23,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 43.9 0.1 83.9 52.0 98.0 96.0 2.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
40 101 9 59 74 105 178
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 76,987
COMMITMENTS
14,139 37,870 5 54,127 31,200 68,271 69,075 8,716 7,912
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,720)
32 1,422 0 1,574 -369 1,606 1,053 114 667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 49.2 0.0 70.3 40.5 88.7 89.7 11.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
18 20 1 16 22 35 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,910
COMMITMENTS
7,952 8,666 388 20,342 41,594 28,682 50,648 31,228 9,262
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 7,857)
297 2,113 49 881 3,327 1,227 5,489 6,630 2,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 14.5 0.6 34.0 69.4 47.9 84.5 52.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 9 2 19 19 34 28
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 19,741
COMMITMENTS
5,222 11,371 52 12,835 6,615 18,109 18,038 1,632 1,703
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 834)
316 618 0 291 12 607 630 227 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 57.6 0.3 65.0 33.5 91.7 91.4 8.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 6 1 8 7 19 14
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,849
COMMITMENTS
6,288 1,490 0 7,718 12,626 14,006 14,116 843 733
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 142)
254 706 0 -17 -523 237 183 -95 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 10.0 0.0 52.0 85.0 94.3 95.1 5.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 6 0 6 6 18 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 13,685
COMMITMENTS
1,080 1,127 14 8,910 10,409 10,004 11,550 3,681 2,135
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,197)
0 400 0 680 1,216 680 1,616 517 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 8.2 0.1 65.1 76.1 73.1 84.4 26.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 4 2 14 13 19 18
Updated August 1, 2008