MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,423
COMMITMENTS
3,250 1,771 5,583 25,719 22,806 34,551 30,160 6,872 11,263
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 971)
88 13 201 -80 537 209 751 762 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 4.3 13.5 62.1 55.1 83.4 72.8 16.6 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
20 9 18 26 28 55 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 238,443
COMMITMENTS
46,421 51,174 54,680 114,200 96,061 215,301 201,915 23,141 36,528
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 1,306)
4,980 898 1,482 -4,189 1,655 2,273 4,036 -967 -2,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 21.5 22.9 47.9 40.3 90.3 84.7 9.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
69 84 84 36 54 164 183
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,846
COMMITMENTS
97 534 206 940 734 1,243 1,475 603 371
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -314)
25 -45 -126 -148 25 -249 -145 -65 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 28.9 11.2 50.9 39.8 67.4 79.9 32.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 12 5 6 4 13 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 293,121
COMMITMENTS
65,191 50,313 67,415 137,605 119,105 270,212 236,833 22,910 56,288
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 10,362)
2,737 1,368 6,092 2,620 3,224 11,450 10,684 -1,087 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 17.2 23.0 46.9 40.6 92.2 80.8 7.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
82 99 95 92 135 232 289
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 11,289
COMMITMENTS
4,235 4,498 1,686 3,407 2,426 9,328 8,610 1,961 2,679
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 764)
62 -85 609 -18 327 652 850 111 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 39.8 14.9 30.2 21.5 82.6 76.3 17.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
30 28 17 20 25 60 64
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 45,045
COMMITMENTS
20,909 6,702 8,377 10,482 9,167 39,769 24,246 5,276 20,799
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 2,030)
921 688 1,066 -329 611 1,658 2,365 372 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 14.9 18.6 23.3 20.4 88.3 53.8 11.7 46.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
41 39 35 51 58 113 116
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 110,391
COMMITMENTS
29,712 21,976 9,815 39,241 56,457 78,769 88,249 31,623 22,143
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 5,573)
2,218 4,968 -415 3,463 1,872 5,266 6,426 307 -852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 19.9 8.9 35.5 51.1 71.4 79.9 28.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
19 18 12 25 23 51 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 78,538
COMMITMENTS
28,282 19,227 3,840 22,316 45,293 54,438 68,360 24,100 10,178
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -519)
-381 5,761 160 1,301 -8,351 1,080 -2,429 -1,600 1,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 24.5 4.9 28.4 57.7 69.3 87.0 30.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 10 4 11 13 34 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 84,369
COMMITMENTS
51,191 9,405 152 26,728 72,682 78,071 82,239 6,298 2,130
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 2,664)
16,576 -1,247 -36 -13,417 5,561 3,123 4,278 -459 -1,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.7 11.1 0.2 31.7 86.1 92.5 97.5 7.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
42 12 1 9 19 52 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 112,662
COMMITMENTS
39,861 32,097 12,772 42,919 43,455 95,552 88,324 17,109 24,337
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 735)
6,070 972 -533 -2,334 4,434 3,203 4,873 -2,468 -4,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 28.5 11.3 38.1 38.6 84.8 78.4 15.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 31 13 18 18 47 55
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 262,906
COMMITMENTS
73,478 25,155 26,702 125,594 189,146 225,774 241,002 37,132 21,903
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 11,267)
9,705 -2,611 -725 4,352 14,805 13,331 11,469 -2,064 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 9.6 10.2 47.8 71.9 85.9 91.7 14.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
43 24 15 31 28 80 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 222,601
COMMITMENTS
60,854 34,381 26,828 84,975 120,749 172,656 181,958 49,945 40,642
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 4,694)
-3,072 -3,626 2,836 13,933 12,578 13,697 11,788 -9,003 -7,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 15.4 12.1 38.2 54.2 77.6 81.7 22.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
45 46 27 36 35 98 92
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,854
COMMITMENTS
13,429 2,707 87 4,779 16,948 18,295 19,742 2,559 1,112
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -964)
-977 -244 -21 87 -565 -911 -830 -53 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.4 13.0 0.4 22.9 81.3 87.7 94.7 12.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 4 1 9 13 24 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,310,795
COMMITMENTS
1224563 456,702 9834963 9764304 10624914 20823830 20916579 1486965 1394216
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -1,143,735)
-149,695 -33,956 -530,896 -441,255 -290,982 -1121845 -855,834 -21,889 -287,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.0 44.1 43.8 47.6 93.3 93.8 6.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
53 59 107 138 134 259 247
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 748,442
COMMITMENTS
72,435 83,731 97,563 448,543 447,064 618,541 628,358 129,901 120,084
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -27,904)
-3,091 1,177 -7,614 884 -2,925 -9,821 -9,363 -18,083 -18,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 11.2 13.0 59.9 59.7 82.6 84.0 17.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
58 48 65 88 64 177 146
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,578,595
COMMITMENTS
459,255 542,751 165,657 1578416 1596940 2203328 2305349 375,267 273,246
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -111,115)
-66,441 69,061 -7,221 64,889 -121,969 -8,773 -60,128 -102,342 -50,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 21.0 6.4 61.2 61.9 85.4 89.4 14.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
76 126 73 119 102 245 251
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,034
COMMITMENTS
12,048 37,358 1 81,807 62,925 93,856 100,284 11,178 4,750
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -965)
-2,772 981 -56 1,531 -2,276 -1,297 -1,351 332 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 35.6 0.0 77.9 59.9 89.4 95.5 10.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
9 19 1 42 27 52 46
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,602
COMMITMENTS
10,446 11,626 581 28,349 28,987 39,376 41,194 7,227 5,409
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 1,995)
469 -665 513 2,098 2,815 3,080 2,663 -1,085 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 24.9 1.2 60.8 62.2 84.5 88.4 15.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 12 3 25 16 40 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 368,502
COMMITMENTS
98,327 154,633 10,208 222,966 173,267 331,501 338,108 37,000 30,393
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -11,826)
-12,123 13,723 -3,365 33,841 4,257 18,352 14,614 -30,178 -26,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 42.0 2.8 60.5 47.0 90.0 91.8 10.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
69 72 25 46 55 124 143
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 67,678
COMMITMENTS
28,805 12,728 822 12,657 42,633 42,284 56,183 25,394 11,495
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -2,307)
5,090 -5,507 172 -7,168 5,375 -1,906 40 -400 -2,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 18.8 1.2 18.7 63.0 62.5 83.0 37.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
19 9 2 8 14 27 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 43,477
COMMITMENTS
902 13,798 869 27,626 23,373 29,397 38,041 14,080 5,436
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 223)
-391 -1,125 -86 751 345 274 -866 -52 1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 31.7 2.0 63.5 53.8 67.6 87.5 32.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 21 4 19 26 25 49
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 635,444
COMMITMENTS
64,585 232,045 20,115 529,972 309,528 614,673 561,689 20,771 73,755
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -32,091)
-4,091 -19,681 -1,766 -23,075 -33,393 -28,932 -54,840 -3,158 22,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 36.5 3.2 83.4 48.7 96.7 88.4 3.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
43 124 44 61 84 127 229
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 80,044
COMMITMENTS
11,676 36,726 759 53,997 32,400 66,432 69,885 13,612 10,159
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 3,732)
-178 605 -301 4,309 1,629 3,829 1,933 -97 1,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 45.9 0.9 67.5 40.5 83.0 87.3 17.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 28 5 16 24 36 54
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 78,976
COMMITMENTS
17,147 7,123 71 31,558 59,608 48,776 66,802 30,200 12,174
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 4,887)
-1,527 4,635 -11 3,326 4,249 1,788 8,873 3,099 -3,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 9.0 0.1 40.0 75.5 61.8 84.6 38.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 10 2 18 17 37 29
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,376
COMMITMENTS
5,766 638 1 14,283 20,396 20,050 21,035 1,326 341
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: 283)
406 283 1 111 120 518 404 -235 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 3.0 0.0 66.8 95.4 93.8 98.4 6.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 4 1 7 5 16 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 30,734
COMMITMENTS
6,349 3,915 2,754 14,389 11,184 23,492 17,853 7,242 12,881
CHANGES FROM 01/22/08 (CHANGE IN OPEN INTEREST: -1,119)
-2,548 200 807 1,303 -323 -438 684 -681 -1,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 12.7 9.0 46.8 36.4 76.4 58.1 23.6 41.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 4 5 15 19 24 27
Updated February 1, 2008