MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,313
COMMITMENTS
2,748 1,787 5,524 24,518 21,431 32,790 28,742 6,523 10,571
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 1,835)
-113 -34 640 1,439 840 1,966 1,445 -131 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 4.5 14.1 62.4 54.5 83.4 73.1 16.6 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 15 19 24 28 54 48
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 253,471
COMMITMENTS
56,051 51,860 58,819 114,708 105,964 229,578 216,643 23,894 36,828
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -228)
2,921 -1,433 -914 -3,074 3,848 -1,068 1,501 840 -1,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 20.5 23.2 45.3 41.8 90.6 85.5 9.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
80 86 97 40 50 189 183
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 297,156
COMMITMENTS
74,019 52,949 61,337 139,159 125,409 274,515 239,694 22,641 57,462
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 738)
2,367 -956 -703 424 1,966 2,089 307 -1,351 431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 17.8 20.6 46.8 42.2 92.4 80.7 7.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
76 94 82 94 143 223 281
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,169
COMMITMENTS
4,757 4,329 2,600 4,072 4,461 11,429 11,390 2,740 2,780
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 369)
188 -140 -444 174 1,088 -83 503 452 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 30.6 18.3 28.7 31.5 80.7 80.4 19.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
28 29 18 23 30 66 68
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,989
COMMITMENTS
21,026 6,870 8,142 9,832 10,186 39,000 25,198 4,989 18,791
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 51)
-235 63 137 236 622 138 822 -87 -772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 15.6 18.5 22.4 23.2 88.7 57.3 11.3 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
43 39 40 46 57 114 117
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 118,841
COMMITMENTS
47,310 22,452 8,609 26,394 68,706 82,313 99,767 36,528 19,074
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 4,467)
12,538 1,902 -1,525 -11,158 4,612 -144 4,989 4,611 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 18.9 7.2 22.2 57.8 69.3 84.0 30.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
23 17 9 24 26 54 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 64,584
COMMITMENTS
17,590 13,950 3,096 20,130 38,322 40,816 55,367 23,768 9,217
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -7,617)
-4,724 -5,518 -929 -1,735 -13 -7,388 -6,460 -228 -1,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 21.6 4.8 31.2 59.3 63.2 85.7 36.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 9 2 11 14 28 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 152,020
COMMITMENTS
111,054 5,026 659 34,044 144,244 145,757 149,929 6,263 2,091
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 30,895)
31,932 -2,034 -381 948 34,974 32,499 32,559 -1,603 -1,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.1 3.3 0.4 22.4 94.9 95.9 98.6 4.1 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
64 16 3 10 20 77 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 114,820
COMMITMENTS
27,061 39,197 11,641 56,481 35,421 95,183 86,259 19,637 28,561
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -1,260)
-4,536 1,945 -3,293 5,432 -1,862 -2,397 -3,211 1,137 1,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 34.1 10.1 49.2 30.8 82.9 75.1 17.1 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 30 10 24 18 46 53
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 284,970
COMMITMENTS
67,754 29,826 25,645 152,982 202,976 246,381 258,448 38,589 26,523
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 1,282)
-9,280 1,711 -3,151 13,562 -817 1,131 -2,257 151 3,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 10.5 9.0 53.7 71.2 86.5 90.7 13.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
42 27 17 32 29 81 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 236,751
COMMITMENTS
53,858 40,741 21,859 110,330 126,344 186,048 188,944 50,703 47,807
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -939)
-4,164 -1,468 -7,149 15,444 5,983 4,131 -2,635 -5,070 1,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 17.2 9.2 46.6 53.4 78.6 79.8 21.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
41 44 27 35 36 90 93
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,074
COMMITMENTS
17,294 1,315 87 3,637 21,639 21,018 23,041 3,056 1,033
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 1,013)
1,144 -46 0 -222 1,074 922 1,028 91 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.8 5.5 0.4 15.1 89.9 87.3 95.7 12.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 4 1 8 15 25 20
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 47,381
COMMITMENTS
4,974 0 3,996 32,521 38,271 41,491 42,267 5,890 5,114
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -169)
-396 0 -364 -39 1,200 -799 836 630 -1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.0 8.4 68.6 80.8 87.6 89.2 12.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 12 13 14 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,966,168
COMMITMENTS
1172616 449,005 9550694 9820812 10639027 20544122 20638726 1422046 1327441
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -428,157)
-155,152 3,320 -366,480 -70,171 -89,032 -591,803 -452,191 163,646 24,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 2.0 43.5 44.7 48.4 93.5 94.0 6.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
67 50 106 144 138 264 252
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 758,288
COMMITMENTS
85,307 91,607 97,085 444,033 434,548 626,424 623,241 131,864 135,047
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -7,010)
5,291 4,698 -6,606 -8,274 -9,934 -9,589 -11,842 2,579 4,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 12.1 12.8 58.6 57.3 82.6 82.2 17.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
64 59 78 84 63 189 160
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,680,094
COMMITMENTS
462,568 590,818 183,282 1556453 1616731 2202303 2390831 477,791 289,263
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: -15,818)
-36,044 7,237 2,091 -45,585 -22,808 -79,538 -13,479 63,720 -2,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 22.0 6.8 58.1 60.3 82.2 89.2 17.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
90 131 87 119 106 261 272
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,588
COMMITMENTS
10,982 39,657 0 84,945 63,519 95,927 103,176 11,661 4,412
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 48)
232 -19 0 -664 195 -432 176 480 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 36.9 0.0 79.0 59.0 89.2 95.9 10.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
9 19 0 41 28 50 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,415
COMMITMENTS
11,589 10,646 112 30,726 34,021 42,428 44,779 7,987 5,636
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 3,879)
95 1,055 -4 2,611 3,652 2,702 4,703 1,177 -824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 21.1 0.2 60.9 67.5 84.2 88.8 15.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 9 2 22 19 35 30
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 414,493
COMMITMENTS
94,394 176,511 16,127 263,810 178,519 374,330 371,156 40,162 43,336
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 22,686)
2,929 8,272 1,370 15,258 4,018 19,557 13,659 3,129 9,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 42.6 3.9 63.6 43.1 90.3 89.5 9.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
58 93 25 52 53 121 160
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 89,056
COMMITMENTS
53,448 17,839 718 6,134 61,060 60,300 79,616 28,756 9,439
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 13,139)
8,184 5,235 -56 904 9,826 9,032 15,006 4,107 -1,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.0 20.0 0.8 6.9 68.6 67.7 89.4 32.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
29 9 3 7 15 39 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 45,235
COMMITMENTS
1,273 15,716 906 28,448 24,112 30,628 40,734 14,608 4,502
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 737)
-47 111 45 1,055 522 1,053 678 -315 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 34.7 2.0 62.9 53.3 67.7 90.0 32.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 22 4 19 25 25 49
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 665,163
COMMITMENTS
75,702 269,515 18,690 546,657 298,109 641,049 586,313 24,114 78,850
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 17,282)
13,268 15,337 -1,802 1,459 3,345 12,925 16,879 4,357 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 40.5 2.8 82.2 44.8 96.4 88.1 3.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
45 139 59 62 85 142 248
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 83,872
COMMITMENTS
12,277 33,773 723 57,035 38,805 70,035 73,301 13,837 10,571
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 3,698)
333 28 -51 1,694 2,431 1,976 2,408 1,722 1,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 40.3 0.9 68.0 46.3 83.5 87.4 16.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 23 6 20 24 44 50
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 84,263
COMMITMENTS
17,200 7,379 55 34,979 64,868 52,234 72,302 32,029 11,961
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 2,996)
1,570 565 -116 1,922 2,447 3,376 2,896 -380 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 8.8 0.1 41.5 77.0 62.0 85.8 38.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 6 1 18 20 35 27
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 14,341
COMMITMENTS
2,623 7,879 169 9,031 4,183 11,823 12,231 2,518 2,110
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 54.9 1.2 63.0 29.2 82.4 85.3 17.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 5 1 7 4 14 9
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,185
COMMITMENTS
6,023 282 5 14,143 20,830 20,171 21,117 2,014 1,068
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 1,071)
282 -61 4 -6 406 280 349 791 722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 1.3 0.0 63.8 93.9 90.9 95.2 9.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 2 1 6 6 16 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 29,567
COMMITMENTS
6,881 4,215 2,254 14,604 10,994 23,739 17,463 5,828 12,104
CHANGES FROM 02/05/08 (CHANGE IN OPEN INTEREST: 429)
11 300 0 88 304 99 604 330 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 14.3 7.6 49.4 37.2 80.3 59.1 19.7 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 5 5 17 19 26 28
Updated February 15, 2008