MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,443
COMMITMENTS
5,048 1,763 7,927 29,909 28,350 42,884 38,040 5,559 10,403
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -4,723)
-132 35 -1,329 -3,253 -2,719 -4,714 -4,013 -10 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 3.6 16.4 61.7 58.5 88.5 78.5 11.5 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
12 15 17 26 29 47 52
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 267,410
COMMITMENTS
48,599 44,348 62,890 125,831 124,799 237,321 232,036 30,090 35,374
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -6,841)
3,602 1,877 -4,504 380 2,181 -522 -447 -6,319 -6,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 16.6 23.5 47.1 46.7 88.7 86.8 11.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
90 86 104 50 58 202 202
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,109
COMMITMENTS
715 662 41 375 801 1,131 1,504 978 605
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -50)
-147 195 -42 81 -137 -108 16 58 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 31.4 1.9 17.8 38.0 53.6 71.3 46.4 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 7 1 7 4 17 12
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 377,103
COMMITMENTS
94,347 24,420 90,134 164,470 188,710 348,951 303,264 28,153 73,840
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -9,037)
-3,099 242 400 -7,416 -9,067 -10,115 -8,425 1,078 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 6.5 23.9 43.6 50.0 92.5 80.4 7.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
130 68 114 88 169 275 310
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,922
COMMITMENTS
4,041 5,303 2,691 6,153 4,988 12,884 12,981 2,038 1,941
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -121)
-445 -9 168 136 -18 -141 141 20 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 35.5 18.0 41.2 33.4 86.3 87.0 13.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
32 29 15 21 31 60 71
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,735
COMMITMENTS
9,589 6,646 8,075 11,979 7,684 29,644 22,406 5,091 12,329
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -176)
767 1,108 -1,309 152 416 -389 216 213 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 19.1 23.2 34.5 22.1 85.3 64.5 14.7 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
36 36 33 44 45 105 91
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 100,920
COMMITMENTS
33,890 36,133 5,061 31,269 34,098 70,220 75,292 30,701 25,628
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,241)
4,770 1,932 -1,475 137 798 3,432 1,255 -2,190 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 35.8 5.0 31.0 33.8 69.6 74.6 30.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
26 20 10 24 16 54 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,500
COMMITMENTS
18,398 22,876 2,399 13,820 19,662 34,618 44,937 22,882 12,563
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -6,779)
-7,520 3,259 -1,158 2,940 -8,806 -5,737 -6,705 -1,041 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 39.8 4.2 24.0 34.2 60.2 78.2 39.8 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 16 3 11 8 27 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 100,471
COMMITMENTS
82,684 10,590 406 9,399 81,655 92,489 92,651 7,982 7,820
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 195)
2,369 4,163 77 -1,266 -4,736 1,180 -496 -985 691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.3 10.5 0.4 9.4 81.3 92.1 92.2 7.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
60 16 2 8 16 68 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 92,011
COMMITMENTS
31,267 38,736 5,631 34,262 20,727 71,159 65,094 20,851 26,917
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -8,660)
-6,846 -799 -1,956 -676 -3,843 -9,478 -6,598 818 -2,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 42.1 6.1 37.2 22.5 77.3 70.7 22.7 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
16 30 6 13 14 33 46
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 216,218
COMMITMENTS
34,971 32,026 18,791 134,166 140,149 187,928 190,966 28,290 25,252
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -2,918)
-5,613 5,620 -1,332 3,942 -6,545 -3,004 -2,257 86 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 14.8 8.7 62.1 64.8 86.9 88.3 13.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
27 24 12 28 20 59 52
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 209,122
COMMITMENTS
82,056 56,511 24,557 51,691 77,379 158,303 158,446 50,819 50,676
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -14,989)
-7,061 -1,446 -8,932 1,653 -5,156 -14,340 -15,534 -649 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 27.0 11.7 24.7 37.0 75.7 75.8 24.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
54 44 39 32 32 108 93
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,523
COMMITMENTS
12,212 10,071 0 14,092 18,605 26,304 28,676 4,219 1,847
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 3,668)
224 1,249 0 2,058 1,978 2,282 3,227 1,386 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 33.0 0.0 46.2 61.0 86.2 93.9 13.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 9 0 12 8 24 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 15,795,319
COMMITMENTS
841,096 552,334 5385325 8435258 8841511 14661679 14779170 1133641 1016149
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 501,089)
112,653 22,508 174,282 181,936 289,031 468,871 485,821 32,219 15,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 3.5 34.1 53.4 56.0 92.8 93.6 7.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
90 45 118 133 129 270 253
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 702,078
COMMITMENTS
83,565 55,034 106,838 389,745 400,857 580,147 562,729 121,931 139,349
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 30,270)
3,290 -1,862 10,058 15,181 3,972 28,529 12,169 1,741 18,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 7.8 15.2 55.5 57.1 82.6 80.2 17.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
56 47 64 80 62 168 142
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,568,495
COMMITMENTS
363,619 637,009 247,457 1511767 1486671 2122842 2371137 445,653 197,358
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 211,377)
28,536 45,432 21,483 96,806 176,238 146,825 243,153 64,552 -31,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 24.8 9.6 58.9 57.9 82.6 92.3 17.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
100 129 96 110 106 264 277
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,804
COMMITMENTS
13,022 26,995 100 68,219 61,260 81,342 88,356 11,462 4,449
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,163)
-2,007 1,725 -241 2,448 -1,285 200 199 962 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 29.1 0.1 73.5 66.0 87.6 95.2 12.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 15 2 36 28 53 44
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 26,503
COMMITMENTS
3,714 7,220 43 15,534 14,396 19,291 21,659 7,213 4,845
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 1,038)
-1,141 458 35 1,833 1,460 727 1,953 311 -915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 27.2 0.2 58.6 54.3 72.8 81.7 27.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 9 2 19 20 27 29
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 317,203
COMMITMENTS
102,782 114,350 9,645 183,414 164,111 295,840 288,105 21,363 29,098
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 9,186)
-4,988 4,388 -1,001 23,152 3,476 17,163 6,862 -7,977 2,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 36.0 3.0 57.8 51.7 93.3 90.8 6.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
60 75 24 53 51 129 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 103,586
COMMITMENTS
60,421 12,077 3,789 8,355 67,992 72,565 83,858 31,020 19,728
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 566)
-983 740 5 196 -1,385 -782 -639 1,348 1,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 11.7 3.7 8.1 65.6 70.1 81.0 29.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
28 11 3 13 14 42 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,844
COMMITMENTS
860 15,273 0 26,026 14,243 26,886 29,516 6,958 4,327
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 2,186)
-20 2,298 0 1,825 -978 1,805 1,320 381 866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 45.1 0.0 76.9 42.1 79.4 87.2 20.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 14 0 18 19 20 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 656,864
COMMITMENTS
83,306 279,960 3,567 555,899 331,035 642,771 614,561 14,093 42,303
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 17,999)
-1,408 11,581 -2,373 25,609 6,080 21,827 15,287 -3,829 2,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 42.6 0.5 84.6 50.4 97.9 93.6 2.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
30 114 25 65 70 111 193
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 68,876
COMMITMENTS
11,127 31,036 7 48,895 29,813 60,029 60,856 8,846 8,020
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: -2,570)
-1,058 -1,322 0 -807 1,139 -1,865 -183 -705 -2,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 45.1 0.0 71.0 43.3 87.2 88.4 12.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
15 23 3 13 20 30 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,401
COMMITMENTS
5,775 5,078 474 20,385 34,374 26,634 39,926 20,767 7,475
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 5,794)
-1,569 -1,144 108 3,069 6,488 1,608 5,452 4,186 342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 10.7 1.0 43.0 72.5 56.2 84.2 43.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 9 3 17 19 31 28
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 18,473
COMMITMENTS
4,437 11,284 52 12,070 5,898 16,559 17,234 1,914 1,239
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 388)
227 -300 0 70 560 297 260 91 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 61.1 0.3 65.3 31.9 89.6 93.3 10.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 8 1 9 6 18 15
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,206
COMMITMENTS
6,343 574 181 7,659 14,068 14,183 14,823 2,023 1,383
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 700)
-88 2 181 -38 69 55 252 645 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.1 3.5 1.1 47.3 86.8 87.5 91.5 12.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 3 2 5 5 17 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 12,723
COMMITMENTS
1,280 1,185 14 7,841 8,550 9,135 9,749 3,588 2,974
CHANGES FROM 07/01/08 (CHANGE IN OPEN INTEREST: 702)
-492 -61 0 -142 -221 -634 -282 1,336 984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 9.3 0.1 61.6 67.2 71.8 76.6 28.2 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 3 2 12 11 18 15
Updated July 11, 2008