BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,437
COMMITMENTS
0 0 0 2,611 3,140 2,611 3,140 825 297
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -599)
0 0 0 -476 -484 -476 -484 -122 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 76.0 91.4 76.0 91.4 24.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 9 15 9
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 56,354
COMMITMENTS
3,077 4,725 8,838 37,892 30,960 49,807 44,523 6,547 11,831
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 2,126)
90 767 305 1,444 748 1,839 1,820 288 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.4 15.7 67.2 54.9 88.4 79.0 11.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 18 22 26 33 52 58
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 231,033
COMMITMENTS
41,951 29,960 56,525 106,293 107,077 204,770 193,562 26,263 37,471
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -11,365)
1,643 2,140 -12,086 -3,304 -2,724 -13,747 -12,670 2,382 1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 13.0 24.5 46.0 46.3 88.6 83.8 11.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
86 73 98 49 58 183 196
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 317,184
COMMITMENTS
71,516 62,143 66,075 152,377 128,250 289,968 256,468 27,216 60,716
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 6,158)
-1,899 1,860 2,302 2,016 -270 2,419 3,892 3,739 2,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 19.6 20.8 48.0 40.4 91.4 80.9 8.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
80 98 100 99 147 239 301
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 12,505
COMMITMENTS
4,281 5,129 1,662 4,644 3,400 10,588 10,192 1,917 2,313
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -411)
286 356 -499 -70 -478 -283 -621 -127 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 41.0 13.3 37.1 27.2 84.7 81.5 15.3 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 37 17 17 23 53 73
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,177
COMMITMENTS
9,104 9,350 5,501 8,965 3,469 23,570 18,320 5,607 10,857
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -519)
-344 838 -1,075 921 -739 -498 -976 -21 457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 32.0 18.9 30.7 11.9 80.8 62.8 19.2 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
33 40 33 39 22 89 83
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 154,940
COMMITMENTS
34,300 43,303 9,738 82,924 73,636 126,963 126,677 27,977 28,263
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 4,017)
-2,651 -3,070 -1,686 6,643 7,908 2,305 3,152 1,712 865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 27.9 6.3 53.5 47.5 81.9 81.8 18.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
24 23 14 29 20 56 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 46,986
COMMITMENTS
8,605 20,972 4,691 23,169 4,801 36,465 30,465 10,521 16,521
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -30,230)
-3,633 -5,073 629 -25,152 -24,120 -28,155 -28,564 -2,074 -1,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 44.6 10.0 49.3 10.2 77.6 64.8 22.4 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 22 6 9 7 20 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 50,224
COMMITMENTS
24,814 7,506 3 21,117 40,100 45,934 47,609 4,290 2,615
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -38,002)
-7,942 231 -1,493 -22,349 -32,393 -31,784 -33,655 -6,219 -4,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 14.9 0.0 42.0 79.8 91.5 94.8 8.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
33 20 1 10 12 44 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 122,457
COMMITMENTS
18,234 66,590 11,471 77,479 16,384 107,184 94,445 15,273 28,012
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -20,160)
2,167 3,783 -2,333 -10,299 -12,738 -10,465 -11,288 -9,695 -8,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 54.4 9.4 63.3 13.4 87.5 77.1 12.5 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
13 40 11 18 17 34 65
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 170,222
COMMITMENTS
47,457 24,513 13,985 82,821 110,170 144,263 148,667 25,959 21,555
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -71,271)
12,179 -27 1,717 -85,536 -72,647 -71,640 -70,957 369 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 14.4 8.2 48.7 64.7 84.7 87.3 15.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
31 30 17 20 19 61 56
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 192,925
COMMITMENTS
31,754 74,988 42,727 77,852 31,483 152,334 149,198 40,591 43,727
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -34,049)
-5,724 -1,464 9,937 -28,937 -37,652 -24,724 -29,179 -9,325 -4,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 38.9 22.1 40.4 16.3 79.0 77.3 21.0 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
39 44 31 27 30 77 95
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,338
COMMITMENTS
7,744 11,644 0 10,869 4,698 18,613 16,342 725 2,996
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -9,073)
-1,029 -79 0 -7,787 -9,287 -8,816 -9,366 -257 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 60.2 0.0 56.2 24.3 96.3 84.5 3.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
5 12 0 11 7 16 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,346,695
COMMITMENTS
1071200 407,855 4476381 7685280 8503292 13232862 13387529 1113834 959,166
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -2,535,374)
10,456 63,325 -1397577 -1165791 -1144720 -2552911 -2478971 17,537 -56,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 2.8 31.2 53.6 59.3 92.2 93.3 7.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
71 46 103 118 117 239 224
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 873,906
COMMITMENTS
82,471 63,729 136,242 490,101 498,591 708,813 698,562 165,093 175,344
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 138,614)
3,250 -2,702 35,715 67,610 62,259 106,576 95,273 32,038 43,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 7.3 15.6 56.1 57.1 81.1 79.9 18.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
60 45 76 89 71 183 159
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,482,963
COMMITMENTS
547,876 653,317 347,292 2108279 2215634 3003447 3216244 479,515 266,719
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 675,875)
64,016 -11,857 117,971 468,475 527,989 650,462 634,103 25,413 41,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 18.8 10.0 60.5 63.6 86.2 92.3 13.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
123 128 136 138 133 327 331
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 129,127
COMMITMENTS
19,916 29,570 1,952 90,402 92,893 112,270 124,415 16,856 4,712
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 16,649)
1,583 -448 1,002 12,247 15,335 14,832 15,890 1,817 759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 22.9 1.5 70.0 71.9 86.9 96.4 13.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
12 17 9 44 41 60 63
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 40,060
COMMITMENTS
5,799 4,431 325 25,251 26,615 31,376 31,371 8,684 8,689
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 8,909)
1,054 -32 216 5,532 6,118 6,802 6,302 2,107 2,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 11.1 0.8 63.0 66.4 78.3 78.3 21.7 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 10 3 25 26 34 37
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 443,257
COMMITMENTS
115,649 120,198 28,295 252,192 255,657 396,135 404,149 47,122 39,108
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 78,923)
1,247 -31,507 17,802 32,421 66,345 51,470 52,640 27,453 26,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 27.1 6.4 56.9 57.7 89.4 91.2 10.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
61 78 39 66 72 146 170
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 60,797
COMMITMENTS
10,674 25,902 2,857 29,672 12,535 43,203 41,295 17,594 19,503
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -38,926)
-23,089 -4,563 770 -17,245 -35,235 -39,564 -39,029 637 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 42.6 4.7 48.8 20.6 71.1 67.9 28.9 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 20 6 9 15 19 38
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,634
COMMITMENTS
1,075 5,761 0 26,775 21,240 27,850 27,001 1,784 2,633
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -2,541)
-374 -2,835 0 -227 1,473 -601 -1,362 -1,940 -1,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 19.4 0.0 90.4 71.7 94.0 91.1 6.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 7 0 15 24 17 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 506,451
COMMITMENTS
66,391 128,840 15,099 421,684 352,723 503,175 496,663 3,276 9,788
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -48,228)
-19,078 -46,280 -1,363 -21,962 6,498 -42,402 -41,144 -5,825 -7,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 25.4 3.0 83.3 69.6 99.4 98.1 0.6 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
30 69 24 56 90 102 169
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,893
COMMITMENTS
11,507 25,242 3 33,842 22,017 45,352 47,262 9,541 7,631
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -49,656)
-2,117 -15,968 -1,866 -38,023 -22,275 -42,006 -40,109 -7,650 -9,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 46.0 0.0 61.7 40.1 82.6 86.1 17.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 14 1 14 17 33 31
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,680
COMMITMENTS
7,330 12,946 1,094 28,960 19,693 37,384 33,733 15,296 18,947
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: -42,100)
-2,981 -6,192 -1,213 -6,247 -43,140 -10,441 -50,545 -31,659 8,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 24.6 2.1 55.0 37.4 71.0 64.0 29.0 36.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 14 2 17 16 25 31
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 23,800
COMMITMENTS
3,135 12,964 844 17,874 8,395 21,853 22,203 1,947 1,597
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 776)
564 -466 46 753 948 1,363 528 -587 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 54.5 3.5 75.1 35.3 91.8 93.3 8.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 8 2 8 9 16 18
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/16/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,983
COMMITMENTS
6,353 1,583 151 8,069 12,899 14,573 14,633 1,410 1,350
CHANGES FROM 09/09/08 (CHANGE IN OPEN INTEREST: 473)
1,018 370 146 143 452 1,307 968 -834 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 9.9 0.9 50.5 80.7 91.2 91.6 8.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 7 1 6 5 17 13
Updated September 19, 2008