BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,339
COMMITMENTS
0 0 0 3,312 4,154 3,312 4,154 1,027 186
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 220)
0 0 0 97 193 97 193 123 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 76.3 95.7 76.3 95.7 23.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 9 14 9
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 53,166
COMMITMENTS
5,180 1,728 9,256 33,162 31,069 47,597 42,053 5,569 11,113
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 895)
102 369 329 580 345 1,011 1,043 -116 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 3.3 17.4 62.4 58.4 89.5 79.1 10.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
11 15 19 32 31 55 53
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 274,251
COMMITMENTS
44,998 42,471 67,394 125,451 122,618 237,843 232,484 36,409 41,768
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 8,191)
-3,035 717 1,674 2,116 -1,830 755 561 7,436 7,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 15.5 24.6 45.7 44.7 86.7 84.8 13.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
91 90 99 40 52 192 192
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,158
COMMITMENTS
862 467 83 294 938 1,239 1,488 919 670
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -111)
46 -109 5 -63 9 -12 -95 -99 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 21.6 3.8 13.6 43.5 57.4 68.9 42.6 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 8 3 4 4 18 12
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 386,140
COMMITMENTS
97,446 24,178 89,733 171,885 197,777 359,065 311,689 27,075 74,452
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 10,276)
-430 3,623 8,321 1,761 -415 9,652 11,529 624 -1,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 6.3 23.2 44.5 51.2 93.0 80.7 7.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
130 69 113 89 174 281 309
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 15,044
COMMITMENTS
4,486 5,312 2,523 6,017 5,005 13,026 12,840 2,018 2,204
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 457)
-3 468 475 330 -349 802 593 -345 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 35.3 16.8 40.0 33.3 86.6 85.4 13.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
30 32 15 18 32 56 73
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,911
COMMITMENTS
8,822 5,538 9,384 11,827 7,268 30,033 22,190 4,878 12,721
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 78)
87 495 -348 314 614 53 761 25 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 15.9 26.9 33.9 20.8 86.0 63.6 14.0 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
34 36 37 43 47 106 97
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 99,679
COMMITMENTS
29,120 34,201 6,537 31,132 33,300 66,788 74,037 32,891 25,642
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 3,295)
-2,349 2,514 766 5,231 4,845 3,648 8,125 -353 -4,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 34.3 6.6 31.2 33.4 67.0 74.3 33.0 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
23 21 10 26 18 54 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 64,279
COMMITMENTS
25,918 19,617 3,557 10,880 28,468 40,355 51,642 23,924 12,637
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 12,119)
12,169 3,057 195 -5,207 8,438 7,157 11,690 4,962 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 30.5 5.5 16.9 44.3 62.8 80.3 37.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 13 3 8 13 28 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 100,276
COMMITMENTS
80,315 6,427 329 10,665 86,391 91,309 93,147 8,967 7,129
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -16,242)
-21,451 2,831 84 3,943 -12,649 -17,424 -9,734 1,182 -6,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.1 6.4 0.3 10.6 86.2 91.1 92.9 8.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
62 14 2 11 14 73 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 100,671
COMMITMENTS
38,112 39,535 7,587 34,938 24,570 80,637 71,692 20,033 28,979
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 14,369)
13,628 3,622 134 -4,705 7,049 9,056 10,805 5,313 3,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 39.3 7.5 34.7 24.4 80.1 71.2 19.9 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
27 27 10 12 17 41 52
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 219,136
COMMITMENTS
40,584 26,406 20,123 130,225 146,695 190,932 193,224 28,204 25,912
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 15,795)
8,520 -20,581 6,423 -828 32,573 14,114 18,415 1,681 -2,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 12.1 9.2 59.4 66.9 87.1 88.2 12.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
29 26 14 24 23 60 56
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 224,111
COMMITMENTS
89,117 57,957 33,489 50,038 82,535 172,643 173,981 51,468 50,131
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 41,704)
31,496 3,282 7,630 3,434 25,295 42,560 36,207 -857 5,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 25.9 14.9 22.3 36.8 77.0 77.6 23.0 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
51 58 44 31 33 115 102
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,855
COMMITMENTS
11,988 8,822 0 12,034 16,627 24,022 25,449 2,833 1,406
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 1,536)
445 -71 0 790 2,143 1,235 2,072 301 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 32.9 0.0 44.8 61.9 89.5 94.8 10.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 9 0 11 10 22 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 15,294,230
COMMITMENTS
728,443 529,826 5211043 8253322 8552480 14192808 14293350 1101422 1000880
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 668,533)
24,597 -66,461 369,665 286,475 386,795 680,737 689,999 -12,204 -21,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 3.5 34.1 54.0 55.9 92.8 93.5 7.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
88 42 111 130 125 262 243
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 671,808
COMMITMENTS
80,275 56,896 96,779 374,564 396,884 551,618 550,560 120,189 121,248
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 48,473)
8,210 -5,719 27,600 11,576 20,683 47,386 42,564 1,086 5,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 8.5 14.4 55.8 59.1 82.1 82.0 17.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
60 40 60 77 64 162 140
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,357,118
COMMITMENTS
335,082 591,577 225,974 1414961 1310433 1976017 2127984 381,101 229,134
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 253,687)
46,986 64,818 80,201 104,103 120,347 231,290 265,366 22,397 -11,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 25.1 9.6 60.0 55.6 83.8 90.3 16.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
95 122 84 102 107 236 274
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,642
COMMITMENTS
15,029 25,270 341 65,771 62,545 81,142 88,156 10,500 3,485
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -463)
-533 -547 57 -939 -636 -1,415 -1,126 952 662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 27.6 0.4 71.8 68.2 88.5 96.2 11.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
17 13 4 39 28 58 43
NEW YORK CDD - CHICAGO MERCANTILE EXCHANGE Code-16264C
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CME CDD INDEX X $20) OPEN INTEREST: 16,565
COMMITMENTS
750 8,684 1,525 14,280 6,330 16,555 16,540 10 25
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 1,443)
-142 825 133 1,442 474 1,433 1,433 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 52.4 9.2 86.2 38.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 3 8 11 15 17
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 25,465
COMMITMENTS
4,855 6,762 8 13,701 12,936 18,564 19,705 6,901 5,760
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -240)
-327 235 -2 -383 -298 -713 -65 473 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 26.6 0.0 53.8 50.8 72.9 77.4 27.1 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 7 1 18 17 29 24
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 308,018
COMMITMENTS
107,770 109,962 10,646 160,262 160,635 278,678 281,243 29,340 26,775
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 30,937)
10,129 4,542 393 25,677 27,160 36,199 32,095 -5,262 -1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 35.7 3.5 52.0 52.2 90.5 91.3 9.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
63 80 27 51 57 132 146
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 103,019
COMMITMENTS
61,403 11,337 3,784 8,160 69,377 73,347 84,497 29,672 18,522
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 9,999)
2,926 1,878 2,065 4,298 4,035 9,289 7,977 709 2,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 11.0 3.7 7.9 67.3 71.2 82.0 28.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
27 9 2 13 15 40 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,658
COMMITMENTS
880 12,975 0 24,201 15,221 25,081 28,196 6,577 3,462
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 2,718)
474 1,218 0 2,092 1,393 2,566 2,611 152 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 41.0 0.0 76.4 48.1 79.2 89.1 20.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 14 0 20 19 22 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 638,865
COMMITMENTS
84,714 268,379 5,940 530,290 324,955 620,944 599,274 17,921 39,591
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 37,120)
18,775 18,508 1,072 17,171 16,469 37,018 36,048 101 1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 42.0 0.9 83.0 50.9 97.2 93.8 2.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
40 115 29 67 73 124 200
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 71,445
COMMITMENTS
12,185 32,358 7 49,702 28,673 61,894 61,038 9,551 10,407
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 4,357)
-16 738 0 2,374 -3,098 2,358 -2,360 1,999 6,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 45.3 0.0 69.6 40.1 86.6 85.4 13.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 18 3 14 19 36 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,607
COMMITMENTS
7,344 6,222 366 17,316 27,886 25,026 34,474 16,581 7,133
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 6,136)
141 478 -53 1,318 4,119 1,406 4,544 4,730 1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 15.0 0.9 41.6 67.0 60.1 82.9 39.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 12 2 15 15 27 27
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 18,085
COMMITMENTS
4,210 11,584 52 12,000 5,338 16,262 16,974 1,823 1,111
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 55)
-258 645 0 -2 -115 -260 530 315 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 64.1 0.3 66.4 29.5 89.9 93.9 10.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 8 1 10 5 18 14
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,506
COMMITMENTS
6,431 572 0 7,697 13,999 14,128 14,571 1,378 935
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 55)
99 154 0 -312 -167 -213 -13 268 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 3.7 0.0 49.6 90.3 91.1 94.0 8.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 3 0 5 5 17 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
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(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 12,021
COMMITMENTS
1,772 1,246 14 7,983 8,771 9,769 10,031 2,252 1,990
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -269)
0 280 0 0 0 0 280 -269 -549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 10.4 0.1 66.4 73.0 81.3 83.4 18.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 2 12 10 19 14
Updated July 7, 2008