MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,599
COMMITMENTS
3,042 1,450 5,397 25,204 21,784 33,643 28,631 5,956 10,968
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 2,336)
590 -73 -260 1,652 2,535 1,982 2,202 354 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 3.7 13.6 63.6 55.0 85.0 72.3 15.0 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
20 8 15 27 30 53 47
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 240,925
COMMITMENTS
41,891 53,413 52,608 121,310 92,972 215,808 198,992 25,117 41,932
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 6,581)
-2,832 3,906 -2,904 10,238 3,035 4,502 4,037 2,079 2,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 22.2 21.8 50.4 38.6 89.6 82.6 10.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
64 99 86 34 52 158 191
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,163
COMMITMENTS
64 561 383 1,055 711 1,502 1,655 661 508
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 29)
-2 48 -147 76 98 -73 -1 102 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 25.9 17.7 48.8 32.9 69.5 76.5 30.5 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 10 5 7 4 13 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 281,561
COMMITMENTS
59,631 50,017 63,284 134,513 112,959 257,427 226,260 24,133 55,301
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 16,977)
315 2,622 7,828 7,968 5,641 16,111 16,092 865 884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 17.8 22.5 47.8 40.1 91.4 80.4 8.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
74 105 91 96 135 220 290
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,814
COMMITMENTS
3,956 4,584 762 3,311 1,979 8,030 7,326 1,785 2,489
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 348)
-285 -140 259 231 -124 204 -6 144 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 46.7 7.8 33.7 20.2 81.8 74.6 18.2 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 27 10 18 26 48 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,980
COMMITMENTS
19,302 5,803 6,706 10,650 8,449 36,658 20,958 5,322 21,022
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 3,278)
-478 114 329 2,709 1,131 2,560 1,574 718 1,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 13.8 16.0 25.4 20.1 87.3 49.9 12.7 50.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
41 32 30 42 57 99 108
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 98,202
COMMITMENTS
25,629 15,187 9,478 31,105 53,098 66,213 77,764 31,990 20,439
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,104)
-8,533 -146 1,783 8,406 -1,155 1,657 482 -553 622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 15.5 9.7 31.7 54.1 67.4 79.2 32.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 16 11 24 20 47 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 74,383
COMMITMENTS
25,212 20,262 3,267 21,999 40,374 50,478 63,903 23,906 10,480
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 6,851)
4,186 -3,319 884 -378 7,276 4,692 4,841 2,159 2,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 27.2 4.4 29.6 54.3 67.9 85.9 32.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
23 11 4 12 14 36 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 82,208
COMMITMENTS
38,271 8,319 249 37,926 71,473 76,446 80,041 5,762 2,167
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: -11,334)
-23,849 2,065 1 13,121 -13,592 -10,727 -11,526 -607 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 10.1 0.3 46.1 86.9 93.0 97.4 7.0 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
41 20 2 10 17 53 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 100,796
COMMITMENTS
33,863 30,606 11,437 34,765 32,838 80,066 74,881 20,730 25,915
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 173)
2,460 -1,741 2,653 -6,615 -2,183 -1,502 -1,271 1,675 1,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 30.4 11.3 34.5 32.6 79.4 74.3 20.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
21 28 13 21 18 47 54
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 258,778
COMMITMENTS
65,378 32,849 21,895 132,800 179,319 220,073 234,063 38,705 24,715
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 19,031)
3,377 3,992 4,332 7,432 7,870 15,141 16,194 3,890 2,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 12.7 8.5 51.3 69.3 85.0 90.4 15.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
38 27 17 31 28 78 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 205,982
COMMITMENTS
80,663 33,420 20,315 49,051 109,343 150,029 163,079 55,953 42,903
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 2,044)
-3,271 2,885 2,023 1,956 -5,846 709 -938 1,336 2,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 16.2 9.9 23.8 53.1 72.8 79.2 27.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
56 34 25 36 35 104 82
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,467
COMMITMENTS
16,969 1,220 108 2,458 20,520 19,535 21,848 2,932 619
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,181)
2,121 -125 51 -1,013 1,507 1,159 1,433 22 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 5.4 0.5 10.9 91.3 86.9 97.2 13.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 5 1 6 15 24 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,635,094
COMMITMENTS
1266814 479,590 9168730 9748930 10468097 20184474 20116417 1450620 1518678
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,758,312)
26,802 83,046 805,339 799,944 692,973 1632085 1581359 126,227 176,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.2 42.4 45.1 48.4 93.3 93.0 6.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
69 54 117 140 139 270 262
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 708,071
COMMITMENTS
70,848 76,991 84,274 424,411 426,892 579,534 588,157 128,538 119,914
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 17,785)
7,287 3,769 3,725 14,529 7,918 25,540 15,413 -7,755 2,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 10.9 11.9 59.9 60.3 81.8 83.1 18.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
69 37 66 86 60 176 142
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,325,205
COMMITMENTS
426,343 502,186 180,047 1379145 1461697 1985535 2143930 339,670 181,275
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 180,858)
15,402 -16,337 42,314 89,874 167,832 147,589 193,808 33,269 -12,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 21.6 7.7 59.3 62.9 85.4 92.2 14.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
93 95 72 114 100 243 231
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,791
COMMITMENTS
15,046 36,148 286 78,102 64,884 93,434 101,318 12,357 4,473
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 3,832)
2,399 4,890 238 3,670 -2,249 6,307 2,879 -2,475 953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 34.2 0.3 73.8 61.3 88.3 95.8 11.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
12 18 2 41 27 54 46
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 41,700
COMMITMENTS
6,005 12,896 141 26,427 22,171 32,573 35,207 9,127 6,493
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 2,301)
1,068 2,532 -360 2,162 -62 2,870 2,110 -569 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 30.9 0.3 63.4 53.2 78.1 84.4 21.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 13 2 23 18 34 33
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 365,699
COMMITMENTS
88,475 175,310 17,800 226,925 149,625 333,201 342,735 32,499 22,964
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 25,263)
-28,560 11,090 5,499 54,986 5,753 31,925 22,342 -6,662 2,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 47.9 4.9 62.1 40.9 91.1 93.7 8.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
72 72 29 57 48 142 136
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 83,586
COMMITMENTS
40,523 15,254 712 13,604 58,140 54,839 74,106 28,747 9,480
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 3,540)
4,669 2,703 -299 629 3,461 4,999 5,865 -1,459 -2,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 18.2 0.9 16.3 69.6 65.6 88.7 34.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
23 10 2 8 13 32 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,691
COMMITMENTS
1,464 14,599 803 26,842 22,410 29,109 37,812 12,582 3,879
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 733)
52 -503 48 -97 1,239 3 784 730 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 35.0 1.9 64.4 53.8 69.8 90.7 30.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 22 3 20 25 25 48
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 674,665
COMMITMENTS
67,243 262,820 18,671 566,244 322,173 652,159 603,664 22,506 71,001
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 21,750)
-814 -13,147 2,967 19,469 22,538 21,622 12,357 127 9,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 39.0 2.8 83.9 47.8 96.7 89.5 3.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
63 128 65 67 77 150 250
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 68,685
COMMITMENTS
12,332 33,665 233 43,877 25,135 56,442 59,033 12,242 9,652
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,175)
-28 -1,504 -95 241 2,273 118 674 1,056 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 49.0 0.3 63.9 36.6 82.2 85.9 17.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
18 19 5 17 21 38 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,602
COMMITMENTS
13,766 8,241 104 23,170 43,838 37,040 52,183 27,562 12,419
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 6,332)
-1,942 4,277 31 2,007 4,228 96 8,536 6,236 -2,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 12.8 0.2 35.9 67.9 57.3 80.8 42.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 8 1 16 14 29 23
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,626
COMMITMENTS
5,682 825 0 14,050 20,201 19,732 21,026 2,894 1,600
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 1,046)
-582 -167 0 -83 -138 -665 -305 1,711 1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 3.6 0.0 62.1 89.3 87.2 92.9 12.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 3 0 7 5 15 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 27,468
COMMITMENTS
5,230 3,885 3,344 13,394 11,050 21,968 18,279 5,500 9,189
CHANGES FROM 01/08/08 (CHANGE IN OPEN INTEREST: 4,211)
-1,267 354 1,367 1,903 1,072 2,003 2,793 2,208 1,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 14.1 12.2 48.8 40.2 80.0 66.5 20.0 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 5 6 15 18 24 27
Updated January 18, 2008