MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 49,940
COMMITMENTS
5,727 897 8,343 29,913 29,426 43,982 38,665 5,958 11,275
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 3,708)
-121 -125 639 3,387 2,704 3,904 3,217 -196 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 1.8 16.7 59.9 58.9 88.1 77.4 11.9 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
18 5 15 30 29 51 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 258,201
COMMITMENTS
47,619 44,234 63,524 118,739 117,820 229,882 225,578 28,319 32,623
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -12,497)
3,144 5,917 -9,678 -5,572 -8,217 -12,106 -11,978 -390 -519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 17.1 24.6 46.0 45.6 89.0 87.4 11.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
87 73 93 35 47 178 171
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED 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: 2,264
COMMITMENTS
742 519 250 397 966 1,389 1,735 875 529
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 39)
-18 -17 68 -22 8 28 59 11 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 22.9 11.0 17.5 42.7 61.3 76.6 38.7 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
11 14 4 5 3 20 17
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 366,473
COMMITMENTS
98,784 23,297 75,384 168,603 192,226 342,772 290,907 23,701 75,565
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 13,113)
1,115 -3,381 8,702 5,332 10,418 15,149 15,739 -2,036 -2,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 6.4 20.6 46.0 52.5 93.5 79.4 6.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
126 72 100 100 171 279 305
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 14,593
COMMITMENTS
4,539 5,073 1,921 5,724 5,304 12,184 12,298 2,409 2,296
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -584)
-317 -48 -523 21 -197 -819 -767 235 183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 34.8 13.2 39.2 36.3 83.5 84.3 16.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
34 31 19 21 30 61 77
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 35,292
COMMITMENTS
8,933 5,155 9,481 12,193 6,948 30,608 21,584 4,684 13,708
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 1,048)
-741 867 441 1,126 -556 826 752 222 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 14.6 26.9 34.6 19.7 86.7 61.2 13.3 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
37 32 36 42 45 104 94
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 141,695
COMMITMENTS
39,925 37,170 5,365 52,447 57,563 97,737 100,098 43,958 41,597
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 6,998)
-6,946 11,653 -2,249 18,264 -11,267 9,070 -1,863 -2,072 8,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 26.2 3.8 37.0 40.6 69.0 70.6 31.0 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
23 20 8 27 23 53 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 49,890
COMMITMENTS
10,500 19,822 2,841 17,595 13,816 30,937 36,479 18,954 13,412
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -24,328)
-5,673 -283 -1,497 -16,339 -19,514 -23,509 -21,293 -819 -3,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 39.7 5.7 35.3 27.7 62.0 73.1 38.0 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 11 3 7 8 20 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 98,438
COMMITMENTS
20,373 50,053 7,084 50,349 11,805 77,806 68,943 20,631 29,495
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -87,849)
-7,679 2,145 -986 -81,506 -92,766 -90,170 -91,607 2,321 3,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 50.8 7.2 51.1 12.0 79.0 70.0 21.0 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 30 9 12 12 30 49
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 200,237
COMMITMENTS
36,527 32,738 14,705 121,692 120,655 172,924 168,099 27,312 32,138
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -40,278)
-4,619 -2,336 1,369 -36,644 -36,085 -39,894 -37,052 -384 -3,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 16.3 7.3 60.8 60.3 86.4 84.0 13.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
24 22 9 26 19 53 47
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 167,104
COMMITMENTS
49,880 57,927 24,475 39,948 36,242 114,303 118,644 52,801 48,460
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -117,710)
-8,331 -7,382 -3,747 -116,671 -107,055 -128,750 -118,184 11,040 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 34.7 14.6 23.9 21.7 68.4 71.0 31.6 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
48 42 36 27 31 93 91
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 14,233,322
COMMITMENTS
682,982 509,911 4822791 7630934 7857528 13136708 13190230 1096615 1043093
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -2,526,937)
-47,004 115,301 -1262806 -1117081 -1306440 -2426891 -2453944 -100,046 -72,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.6 33.9 53.6 55.2 92.3 92.7 7.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
79 42 98 126 119 244 225
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 789,934
COMMITMENTS
61,518 100,015 93,925 475,733 443,543 631,177 637,483 158,757 152,451
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 82,932)
-2,181 -3,584 842 58,787 55,650 57,448 52,909 25,484 30,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 12.7 11.9 60.2 56.1 79.9 80.7 20.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
51 49 67 97 79 182 162
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 3,095,170
COMMITMENTS
468,894 640,687 279,066 1819292 1760673 2567252 2680426 527,918 414,744
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 441,667)
-1,011 -21,553 68,902 155,558 213,208 223,449 260,557 218,218 181,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 20.7 9.0 58.8 56.9 82.9 86.6 17.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
87 130 103 123 121 261 303
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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: 120,075
COMMITMENTS
15,140 34,932 1,735 89,437 77,797 106,312 114,464 13,763 5,611
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 19,534)
1,272 -6,993 1,411 15,704 24,533 18,387 18,951 1,147 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 29.1 1.4 74.5 64.8 88.5 95.3 11.5 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
16 18 8 42 35 62 57
NEW YORK CDD - CHICAGO MERCANTILE EXCHANGE Code-16264C
OPTION AND FUTURES COMBINED 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: 13,383
COMMITMENTS
977 2,882 1,181 11,225 4,394 13,383 8,458 0 4,925
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 2,024)
262 -776 531 1,231 2,219 2,024 1,974 0 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 21.5 8.8 83.9 32.8 100.0 63.2 0.0 36.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 4 2 7 7 15 12
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED 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: 52,729
COMMITMENTS
4,798 7,555 274 34,300 28,565 39,372 36,394 13,357 16,336
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 14,769)
922 -486 234 7,308 9,821 8,464 9,569 6,305 5,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 14.3 0.5 65.0 54.2 74.7 69.0 25.3 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 11 4 29 25 42 37
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 483,256
COMMITMENTS
100,954 157,413 23,233 280,572 255,451 404,758 436,096 78,498 47,160
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 82,710)
11,049 12,846 3,199 57,385 54,882 71,634 70,926 11,076 11,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 32.6 4.8 58.1 52.9 83.8 90.2 16.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
64 78 39 60 70 146 167
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 76,310
COMMITMENTS
43,344 6,401 2,203 3,099 41,303 48,646 49,907 27,664 26,403
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -32,963)
-13,909 -3,360 -1,217 -13,859 -30,280 -28,986 -34,857 -3,978 1,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.8 8.4 2.9 4.1 54.1 63.7 65.4 36.3 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
24 5 3 9 14 34 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED 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: 54,219
COMMITMENTS
8,029 13,178 3,145 25,068 31,844 36,242 48,166 17,977 6,053
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 10,795)
845 -769 1,581 7,635 7,750 10,061 8,562 734 2,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 24.3 5.8 46.2 58.7 66.8 88.8 33.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 19 8 19 26 29 50
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 795,328
COMMITMENTS
77,991 302,568 39,446 647,410 353,512 764,847 695,526 30,481 99,803
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: 45,712)
-3,875 -6,822 24,076 9,313 14,577 29,513 31,831 16,199 13,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 38.0 5.0 81.4 44.4 96.2 87.5 3.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
37 113 47 74 89 142 219
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 63,645
COMMITMENTS
11,959 32,500 7 43,181 23,242 55,147 55,749 8,498 7,896
CHANGES FROM 06/10/08 (CHANGE IN OPEN INTEREST: -42,329)
1,674 -18,406 -1,722 -37,506 -18,348 -37,554 -38,477 -4,775 -3,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 58)
18 18 3 13 13 33 32
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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