MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,945
COMMITMENTS
4,101 3,899 556 26,772 23,517 31,429 27,972 4,516 7,973
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -3,816)
-649 -545 -100 -3,437 -2,847 -4,186 -3,492 370 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 10.8 1.5 74.5 65.4 87.4 77.8 12.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
13 13 14 24 27 42 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 218,255
COMMITMENTS
38,516 29,940 56,943 101,209 99,308 196,668 186,191 21,587 32,064
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -5,686)
-1,211 570 630 -4,959 -9,395 -5,540 -8,195 -146 2,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 13.7 26.1 46.4 45.5 90.1 85.3 9.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
60 83 93 38 56 162 189
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 272,352
COMMITMENTS
74,973 70,667 37,645 138,727 110,612 251,345 218,924 21,007 53,428
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -2,870)
1,146 6,422 -4,504 -330 -6,064 -3,688 -4,146 818 1,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 25.9 13.8 50.9 40.6 92.3 80.4 7.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
74 96 84 69 127 193 273
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 12,436
COMMITMENTS
3,864 4,883 1,932 4,647 3,664 10,443 10,479 1,993 1,957
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -395)
251 900 -259 -384 -1,432 -392 -791 -3 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 39.3 15.5 37.4 29.5 84.0 84.3 16.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 38 16 17 27 55 76
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,901
COMMITMENTS
9,430 8,959 5,261 8,000 4,118 22,691 18,338 5,210 9,563
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -2,125)
-882 587 -2,410 620 -825 -2,672 -2,648 547 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 32.1 18.9 28.7 14.8 81.3 65.7 18.7 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
28 38 35 28 21 79 78
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 142,344
COMMITMENTS
36,134 46,118 7,945 74,147 62,721 118,226 116,784 24,118 25,560
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 20,067)
-1,071 -8,661 2,132 19,700 28,615 20,761 22,086 -694 -2,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 32.4 5.6 52.1 44.1 83.1 82.0 16.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
19 26 9 29 22 54 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 70,332
COMMITMENTS
11,076 25,991 0 47,387 26,934 58,463 52,925 11,869 17,407
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 6,248)
-983 669 -13 6,680 4,275 5,684 4,931 564 1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 37.0 0.0 67.4 38.3 83.1 75.3 16.9 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 22 0 16 11 25 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 88,224
COMMITMENTS
32,754 7,275 1,496 43,466 72,493 77,716 81,264 10,508 6,960
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -16,436)
-18,250 -152 -64 3,797 -14,750 -14,517 -14,966 -1,919 -1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 8.2 1.7 49.3 82.2 88.1 92.1 11.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 22 7 14 18 48 46
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 127,527
COMMITMENTS
16,511 64,031 3,973 85,124 25,230 105,608 93,234 21,919 34,293
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 7,028)
4,007 4,242 2,161 -1,561 -392 4,607 6,011 2,421 1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 50.2 3.1 66.7 19.8 82.8 73.1 17.2 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 41 4 18 20 33 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 206,916
COMMITMENTS
39,298 24,477 701 143,124 161,962 183,123 187,140 23,793 19,776
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,103)
893 -18,948 -242 -507 22,420 144 3,230 959 -2,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 11.8 0.3 69.2 78.3 88.5 90.4 11.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
31 21 5 26 24 60 48
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 182,828
COMMITMENTS
35,890 72,322 4,300 98,579 62,462 138,769 139,084 44,059 43,744
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 19,370)
-2,107 -4,298 599 16,891 24,268 15,383 20,569 3,987 -1,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 39.6 2.4 53.9 34.2 75.9 76.1 24.1 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
31 48 14 30 31 69 85
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,411
COMMITMENTS
8,773 11,723 0 18,656 13,985 27,429 25,708 982 2,703
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,468)
-592 544 0 1,800 678 1,208 1,222 260 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 41.3 0.0 65.7 49.2 96.5 90.5 3.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 11 0 18 11 24 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,987,276
COMMITMENTS
1806380 654,466 743,146 6456774 7662417 9006300 9060029 980,976 927,247
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -51,376)
14,650 14,863 -18,464 8,425 -44,351 4,611 -47,952 -55,987 -3,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 6.6 7.4 64.7 76.7 90.2 90.7 9.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
74 33 85 110 117 219 213
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 574,631
COMMITMENTS
74,692 63,158 13,725 378,275 389,913 466,692 466,796 107,939 107,835
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 9,760)
1,531 10,865 2,070 -1,117 -2,132 2,484 10,803 7,276 -1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 11.0 2.4 65.8 67.9 81.2 81.2 18.8 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
41 41 23 74 63 128 114
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,584,380
COMMITMENTS
495,857 662,056 78,908 1581049 1637626 2155814 2378590 428,566 205,790
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 124,563)
52,714 17,867 12,788 73,750 95,904 139,252 126,559 -14,689 -1,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 25.6 3.1 61.2 63.4 83.4 92.0 16.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
97 118 52 119 119 245 260
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 112,348
COMMITMENTS
18,342 30,018 865 78,152 77,553 97,359 108,436 14,989 3,912
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 2,320)
-705 -1,931 153 2,301 1,821 1,749 43 571 2,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 26.7 0.8 69.6 69.0 86.7 96.5 13.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
11 18 4 37 35 49 56
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,729
COMMITMENTS
4,783 4,468 0 19,631 20,365 24,414 24,833 6,315 5,896
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,327)
1,128 2,158 0 700 1,378 1,828 3,536 -501 -2,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 14.5 0.0 63.9 66.3 79.4 80.8 20.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 8 0 19 26 25 34
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 356,462
COMMITMENTS
114,584 151,053 6,373 217,381 186,793 338,338 344,219 18,124 12,243
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 33,257)
5,388 19,460 -1,471 49,478 22,208 53,395 40,197 -20,138 -6,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 42.4 1.8 61.0 52.4 94.9 96.6 5.1 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
64 84 24 60 63 139 157
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 93,898
COMMITMENTS
31,792 30,206 21 46,263 45,571 78,076 75,798 15,822 18,100
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 9,225)
-1,760 -1,835 -121 12,903 11,247 11,022 9,291 -1,797 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 32.2 0.0 49.3 48.5 83.1 80.7 16.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 20 2 15 18 26 38
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,170
COMMITMENTS
1,449 8,596 0 27,001 19,767 28,450 28,363 3,720 3,807
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -11)
0 -46 0 -1,051 127 -1,051 81 1,040 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 26.7 0.0 83.9 61.4 88.4 88.2 11.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 10 0 18 21 20 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 548,331
COMMITMENTS
86,165 175,823 10,914 442,805 345,192 539,884 531,929 8,447 16,402
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -17,077)
-418 -7,209 2,156 -17,326 -13,478 -15,588 -18,531 -1,489 1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 32.1 2.0 80.8 63.0 98.5 97.0 1.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
44 99 13 55 80 106 185
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 104,538
COMMITMENTS
13,622 41,207 1,866 71,859 44,287 87,347 87,360 17,191 17,178
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 22,035)
1,803 -832 1,169 10,417 12,167 13,389 12,504 8,646 9,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 39.4 1.8 68.7 42.4 83.6 83.6 16.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
17 17 5 22 28 40 49
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 94,780
COMMITMENTS
10,311 19,138 2,307 35,207 62,833 47,825 84,278 46,955 10,502
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 21,253)
-5,624 4,230 1,872 5,827 10,152 2,075 16,254 19,178 4,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 20.2 2.4 37.1 66.3 50.5 88.9 49.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 13 7 24 22 43 36
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 23,024
COMMITMENTS
2,571 13,430 798 17,121 7,447 20,490 21,675 2,534 1,349
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 362)
-1,412 705 -580 1,717 79 -275 204 637 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 58.3 3.5 74.4 32.3 89.0 94.1 11.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 8 2 10 9 16 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,510
COMMITMENTS
5,335 1,213 5 7,926 12,447 13,266 13,665 2,244 1,845
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,223)
-84 -69 5 79 191 0 127 1,223 1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 7.8 0.0 51.1 80.3 85.5 88.1 14.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 5 1 6 5 16 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 13,882
COMMITMENTS
1,437 1,021 7 8,575 11,036 10,019 12,064 3,863 1,818
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 248)
71 -224 0 -597 244 -526 20 774 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 7.4 0.1 61.8 79.5 72.2 86.9 27.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 1 14 15 20 18
Updated September 12, 2008