MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,401
COMMITMENTS
3,646 1,306 738 20,153 19,790 24,537 21,834 4,864 7,567
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -97)
-128 -131 -305 346 226 -87 -210 -10 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 4.4 2.5 68.5 67.3 83.5 74.3 16.5 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 6 8 24 24 44 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 218,572
COMMITMENTS
51,373 50,878 32,980 110,994 100,309 195,347 184,167 23,225 34,405
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 1,133)
-2,074 -1,042 1,884 -186 -2,577 -376 -1,735 1,509 2,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 23.3 15.1 50.8 45.9 89.4 84.3 10.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
76 95 86 34 49 163 187
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 272,674
COMMITMENTS
83,053 56,586 40,032 128,812 118,721 251,897 215,339 20,777 57,335
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -4,237)
5,359 -424 -6,671 -1,883 1,763 -3,195 -5,332 -1,042 1,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 20.8 14.7 47.2 43.5 92.4 79.0 7.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
86 92 75 70 139 198 277
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 13,225
COMMITMENTS
5,591 3,738 1,643 4,318 4,509 11,552 9,890 1,673 3,335
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 131)
119 -989 293 -42 -131 370 -827 -239 958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 28.3 12.4 32.7 34.1 87.3 74.8 12.7 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
32 27 12 15 34 52 69
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,740
COMMITMENTS
20,583 11,296 3,289 10,079 8,729 33,951 23,314 4,789 15,426
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 325)
745 541 108 -243 -400 610 249 -285 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.1 29.2 8.5 26.0 22.5 87.6 60.2 12.4 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
34 48 28 33 47 84 110
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 127,275
COMMITMENTS
43,416 22,517 6,663 47,073 78,320 97,152 107,500 30,123 19,775
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 9,669)
-6,937 1,095 4,236 15,723 2,107 13,022 7,438 -3,353 2,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 17.7 5.2 37.0 61.5 76.3 84.5 23.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
32 12 9 25 29 62 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 54,366
COMMITMENTS
24,560 13,336 95 6,985 32,207 31,640 45,638 22,726 8,728
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -36,018)
-1,086 -16,558 -805 -32,084 -17,545 -33,975 -34,908 -2,043 -1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 24.5 0.2 12.8 59.2 58.2 83.9 41.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
22 8 2 6 8 28 18
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 104,067
COMMITMENTS
93,397 4,093 0 5,391 97,623 98,788 101,716 5,279 2,351
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -22,500)
13,416 -2,154 -416 -33,161 -20,401 -20,161 -22,971 -2,339 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.7 3.9 0.0 5.2 93.8 94.9 97.7 5.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
50 11 0 6 18 56 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 83,249
COMMITMENTS
49,963 20,823 0 16,072 44,020 66,035 64,843 17,214 18,406
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -25,782)
4,814 -3,097 -262 -30,613 -17,914 -26,061 -21,273 279 -4,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.0 25.0 0.0 19.3 52.9 79.3 77.9 20.7 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
24 19 0 14 22 38 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 193,580
COMMITMENTS
82,300 26,541 1,126 76,317 150,981 159,743 178,648 33,837 14,932
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -40,489)
-4,083 -9,689 -954 -31,742 -27,320 -36,779 -37,963 -3,710 -2,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 13.7 0.6 39.4 78.0 82.5 92.3 17.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
38 21 6 23 19 64 43
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 162,474
COMMITMENTS
78,310 51,789 2,071 34,582 65,588 114,963 119,448 47,511 43,026
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -82,698)
-3,336 -758 -174 -84,020 -86,028 -87,530 -86,960 4,832 4,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.2 31.9 1.3 21.3 40.4 70.8 73.5 29.2 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
48 40 8 30 27 82 71
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 17,754
COMMITMENTS
12,921 2,543 0 2,196 14,288 15,117 16,831 2,637 923
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -7,978)
-458 1,560 -21 -7,357 -9,435 -7,836 -7,896 -142 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.8 14.3 0.0 12.4 80.5 85.1 94.8 14.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 2 0 5 11 19 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,885,641
COMMITMENTS
2201431 534,781 1048197 5483765 7227675 8733393 8810653 1152248 1074988
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -1,247,396)
-277,064 -269,676 -102,875 -700,387 -847,309 -1080326 -1219860 -167,070 -27,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 5.4 10.6 55.5 73.1 88.3 89.1 11.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
70 29 91 126 122 237 220
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 725,127
COMMITMENTS
71,730 87,990 32,682 444,392 460,849 548,804 581,521 176,323 143,606
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 121,551)
3,644 842 18,435 53,435 62,109 75,514 81,386 46,037 40,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 12.1 4.5 61.3 63.6 75.7 80.2 24.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
49 49 44 85 65 156 136
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,089,662
COMMITMENTS
469,012 686,798 150,822 1958096 1783639 2577930 2621259 511,732 468,403
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 595,587)
61,077 -16 90,373 257,181 267,366 408,631 357,723 186,956 237,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 22.2 4.9 63.4 57.7 83.4 84.8 16.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
92 138 86 113 119 256 292
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,556
COMMITMENTS
252 1,657 236 7,885 6,513 8,373 8,406 2,183 2,150
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 15.7 2.2 74.7 61.7 79.3 79.6 20.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 11 10 13 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 140,990
COMMITMENTS
15,350 43,414 1,265 105,728 80,499 122,343 125,178 18,647 15,812
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 25,161)
2,245 100 1,265 15,090 12,044 18,600 13,409 6,561 11,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 30.8 0.9 75.0 57.1 86.8 88.8 13.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
10 18 3 51 34 62 54
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 70,753
COMMITMENTS
13,831 15,479 354 36,628 42,804 50,813 58,637 19,940 12,116
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 9,248)
-582 12 354 -842 3,950 -1,070 4,316 10,318 4,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 21.9 0.5 51.8 60.5 71.8 82.9 28.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 10 3 22 27 33 37
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 579,724
COMMITMENTS
114,849 197,684 22,136 381,165 273,421 518,150 493,241 61,574 86,483
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 138,426)
-6,066 21,439 11,279 104,133 65,762 109,346 98,480 29,080 39,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 34.1 3.8 65.7 47.2 89.4 85.1 10.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
56 76 32 65 65 140 154
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 72,466
COMMITMENTS
40,625 5,060 0 6,003 56,149 46,628 61,209 25,838 11,257
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -20,578)
-7,255 -11,128 -123 -11,599 -11,330 -18,977 -22,581 -1,601 2,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.1 7.0 0.0 8.3 77.5 64.3 84.5 35.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
25 7 0 7 15 32 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 59,389
COMMITMENTS
999 16,468 1,980 38,278 34,278 41,257 52,726 18,132 6,663
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 9,981)
2 -2,110 1,682 7,080 7,260 8,764 6,832 1,217 3,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 27.7 3.3 64.5 57.7 69.5 88.8 30.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
3 25 9 25 35 35 62
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 881,468
COMMITMENTS
69,860 292,426 22,782 766,658 462,299 859,300 777,507 22,168 103,961
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 147,889)
-1,859 -16,522 18,663 123,522 128,396 140,326 130,537 7,563 17,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 33.2 2.6 87.0 52.4 97.5 88.2 2.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
37 130 35 77 88 134 233
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 74,855
COMMITMENTS
12,995 43,522 927 50,543 22,006 64,465 66,455 10,390 8,400
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -27,540)
14 6,347 -7,239 -17,598 -25,727 -24,823 -26,619 -2,717 -921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 58.1 1.2 67.5 29.4 86.1 88.8 13.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 22 2 15 23 31 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,171
COMMITMENTS
18,038 627 0 16,248 24,922 34,286 25,549 10,885 19,622
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -47,907)
2,692 -6,986 -2,205 -21,676 -42,535 -21,189 -51,726 -26,718 3,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 1.4 0.0 36.0 55.2 75.9 56.6 24.1 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 2 0 18 14 33 16
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 16,993
COMMITMENTS
1,618 9,754 486 11,496 4,105 13,600 14,345 3,393 2,648
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 1,450)
-356 -22 168 53 -38 -135 108 1,585 1,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 57.4 2.9 67.7 24.2 80.0 84.4 20.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 6 1 8 7 12 14
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,115
COMMITMENTS
6,677 139 22 10,034 18,103 16,733 18,264 2,382 851
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -329)
329 0 22 -637 -99 -286 -77 -43 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 0.7 0.1 52.5 94.7 87.5 95.5 12.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 1 1 5 5 16 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 21,859
COMMITMENTS
1,607 4,094 139 14,794 11,191 16,540 15,424 5,319 6,435
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -10,475)
-2,485 -1,703 -1,768 -5,962 -416 -10,215 -3,887 -260 -6,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 18.7 0.6 67.7 51.2 75.7 70.6 24.3 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 7 3 14 17 21 25
Updated March 21, 2008