MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,194
COMMITMENTS
7,126 1,545 463 18,500 21,132 26,089 23,140 4,105 7,054
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -1,482)
136 25 -137 -704 -658 -705 -770 -777 -712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 5.1 1.5 61.3 70.0 86.4 76.6 13.6 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 10 11 28 23 49 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,073
COMMITMENTS
43,175 46,541 62,329 126,800 120,752 232,304 229,622 27,769 30,451
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 1,435)
484 3,970 -3,525 4,861 18 1,820 463 -385 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 17.9 24.0 48.8 46.4 89.3 88.3 10.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
73 91 94 33 53 178 177
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,122
COMMITMENTS
691 483 151 490 940 1,332 1,574 790 548
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 111)
117 38 66 -31 -5 152 99 -41 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 22.8 7.1 23.1 44.3 62.8 74.2 37.2 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 9 2 6 3 18 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 297,547
COMMITMENTS
90,811 34,357 44,799 138,279 150,139 273,889 229,295 23,658 68,252
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 752)
-3,630 -2,003 1,299 2,612 -480 281 -1,184 471 1,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 11.5 15.1 46.5 50.5 92.0 77.1 8.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
103 87 93 65 172 223 305
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,828
COMMITMENTS
4,558 4,655 2,473 5,261 5,390 12,292 12,518 2,536 2,310
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -606)
-53 176 -231 -728 -1,041 -1,012 -1,096 406 490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 31.4 16.7 35.5 36.4 82.9 84.4 17.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
35 29 20 20 27 62 73
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,023
COMMITMENTS
9,433 4,963 7,261 10,995 7,571 27,689 19,795 4,334 12,228
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 946)
-1,030 -305 248 1,316 761 534 704 412 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 15.5 22.7 34.3 23.6 86.5 61.8 13.5 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
31 30 24 28 45 80 85
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,819
COMMITMENTS
63,825 18,087 2,737 23,136 75,731 89,698 96,555 33,121 26,264
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -4,801)
-5,811 -1,424 886 1,199 -11,983 -3,726 -12,521 -1,075 7,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.0 14.7 2.2 18.8 61.7 73.0 78.6 27.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
33 14 4 21 24 58 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 65,317
COMMITMENTS
14,128 21,399 700 33,094 26,301 47,922 48,400 17,395 16,917
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -4,254)
-4,779 -7,357 698 1,671 -3,090 -2,410 -9,749 -1,844 5,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 32.8 1.1 50.7 40.3 73.4 74.1 26.6 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 15 1 12 13 27 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,702
COMMITMENTS
104,836 6,001 2,235 30,891 131,923 137,962 140,159 12,740 10,543
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 30,364)
4,408 329 1,753 18,773 19,545 24,934 21,627 5,430 8,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.6 4.0 1.5 20.5 87.5 91.5 93.0 8.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
68 14 6 10 18 82 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 162,647
COMMITMENTS
18,580 47,608 353 123,891 90,687 142,824 138,648 19,823 23,999
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -1,411)
-3,891 249 314 -2,762 -1,760 -6,339 -1,197 4,928 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 29.3 0.2 76.2 55.8 87.8 85.2 12.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 32 4 19 19 37 54
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 164,454
COMMITMENTS
55,009 31,644 543 82,305 100,291 137,857 132,478 26,597 31,976
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -7,234)
-7,898 2,041 -604 3,281 -22,776 -5,221 -21,339 -2,013 14,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 19.2 0.3 50.0 61.0 83.8 80.6 16.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
33 29 4 20 19 54 51
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 230,633
COMMITMENTS
55,845 70,299 3,469 128,849 105,376 188,163 179,144 42,470 51,489
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 8,392)
-8,658 2,406 -37 20,284 -5,109 11,589 -2,740 -3,197 11,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 30.5 1.5 55.9 45.7 81.6 77.7 18.4 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
43 50 12 31 34 80 90
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,954
COMMITMENTS
13,965 7,637 33 16,523 18,750 30,521 26,420 2,433 6,534
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 830)
1,062 -302 14 -338 -4,107 738 -4,395 92 5,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 23.2 0.1 50.1 56.9 92.6 80.2 7.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 7 1 7 14 24 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,491,123
COMMITMENTS
1805151 821,987 717,168 5908881 6991043 8431200 8530198 1059923 960,925
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 129,062)
52,967 19,896 -60,179 110,541 147,764 103,329 107,481 25,733 21,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 8.7 7.6 62.3 73.7 88.8 89.9 11.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
76 33 86 123 126 235 219
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 559,063
COMMITMENTS
62,870 94,619 9,899 369,098 353,760 441,867 458,278 117,196 100,785
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -2,259)
-2,188 5,525 -173 -1,825 -3,226 -4,186 2,126 1,927 -4,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 16.9 1.8 66.0 63.3 79.0 82.0 21.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
35 44 17 76 65 121 116
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,348,861
COMMITMENTS
451,378 621,535 68,648 1507896 1453490 2027922 2143673 320,939 205,188
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 58,593)
25,758 -17,947 15,711 57,843 48,726 99,312 46,490 -40,719 12,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 26.5 2.9 64.2 61.9 86.3 91.3 13.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
83 114 51 98 104 211 239
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 96,464
COMMITMENTS
13,037 42,222 353 71,586 49,805 84,976 92,380 11,488 4,084
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 2,346)
1,725 118 289 809 1,965 2,823 2,372 -477 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 43.8 0.4 74.2 51.6 88.1 95.8 11.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
13 20 3 41 30 56 51
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 37,281
COMMITMENTS
5,188 7,624 0 24,851 19,402 30,039 27,026 7,242 10,255
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -372)
346 -1,921 0 -668 -205 -322 -2,126 -50 1,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 20.5 0.0 66.7 52.0 80.6 72.5 19.4 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 9 0 23 17 31 26
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 372,626
COMMITMENTS
89,953 148,030 10,157 222,447 189,705 322,557 347,892 50,069 24,734
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -9,774)
-28,699 14,339 3,328 7,980 -31,246 -17,391 -13,579 7,617 3,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 39.7 2.7 59.7 50.9 86.6 93.4 13.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
61 75 18 51 55 121 139
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 109,056
COMMITMENTS
63,673 10,366 726 11,754 76,659 76,153 87,751 32,903 21,305
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 1,172)
-3,527 458 -348 2,825 -10,643 -1,050 -10,533 2,222 11,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.4 9.5 0.7 10.8 70.3 69.8 80.5 30.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
35 8 2 9 15 45 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,165
COMMITMENTS
6,744 13,591 12 17,551 23,289 24,307 36,892 16,858 4,273
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 815)
-504 236 0 -508 783 -1,012 1,019 1,827 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 33.0 0.0 42.6 56.6 59.0 89.6 41.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 16 1 15 24 19 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 737,327
COMMITMENTS
75,587 307,821 5,785 643,956 340,934 725,328 654,540 11,999 82,787
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 11,730)
366 10,677 -1,370 13,676 1,714 12,672 11,021 -942 709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 41.7 0.8 87.3 46.2 98.4 88.8 1.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
36 117 19 70 82 120 204
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 93,482
COMMITMENTS
10,625 51,298 727 71,723 32,760 83,075 84,785 10,407 8,697
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 2,727)
-921 -63 333 2,179 1,979 1,591 2,249 1,136 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 54.9 0.8 76.7 35.0 88.9 90.7 11.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
15 26 5 17 22 36 49
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,728
COMMITMENTS
22,244 6,028 1,038 22,159 41,405 45,441 48,471 20,287 17,257
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 2,939)
-58 247 282 2,573 3,093 2,797 3,622 142 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 9.2 1.6 33.7 63.0 69.1 73.7 30.9 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 8 5 20 17 38 30
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 16,298
COMMITMENTS
3,542 10,637 62 10,747 4,067 14,351 14,766 1,947 1,532
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -525)
63 -470 -35 -512 -55 -484 -560 -41 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 65.3 0.4 65.9 25.0 88.1 90.6 11.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 2 8 5 14 11
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,160
COMMITMENTS
6,490 328 0 8,332 15,109 14,822 15,437 1,338 723
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 67)
210 124 0 -199 -22 11 102 56 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 2.0 0.0 51.6 93.5 91.7 95.5 8.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 2 0 5 5 16 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 29,407
COMMITMENTS
4,037 3,841 450 23,825 13,961 28,312 18,252 1,095 11,155
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 2,309)
-822 1,120 411 3,558 131 3,147 1,662 -838 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 13.1 1.5 81.0 47.5 96.3 62.1 3.7 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 4 4 16 16 27 21
Updated June 6, 2008