MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,964
COMMITMENTS
1,990 1,589 6,583 26,539 22,793 35,112 30,965 6,852 10,999
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 1,811)
-758 63 560 1,846 1,080 1,648 1,702 164 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 3.8 15.7 63.2 54.3 83.7 73.8 16.3 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
21 11 18 25 28 55 48
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,909
COMMITMENTS
48,685 53,403 53,946 117,791 103,662 220,422 211,011 24,487 33,898
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 2,088)
-3,698 2,369 394 4,404 -1,155 1,099 1,608 988 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 21.8 22.0 48.1 42.3 90.0 86.2 10.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
70 89 94 34 49 168 193
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 310,381
COMMITMENTS
79,661 51,710 67,390 138,014 132,387 285,065 251,487 25,316 58,894
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 11,732)
6,030 -583 5,034 -2,300 5,728 8,764 10,180 2,968 1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 16.7 21.7 44.5 42.7 91.8 81.0 8.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
94 90 86 88 155 231 292
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 13,732
COMMITMENTS
5,150 4,298 1,854 4,260 4,794 11,264 10,946 2,468 2,786
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -384)
195 -87 -569 263 189 -111 -466 -273 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 31.3 13.5 31.0 34.9 82.0 79.7 18.0 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
32 31 17 21 30 64 69
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,982
COMMITMENTS
20,157 7,292 7,356 10,070 9,892 37,582 24,539 5,400 18,443
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -1,078)
-1,311 105 -323 73 -742 -1,561 -960 483 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 17.0 17.1 23.4 23.0 87.4 57.1 12.6 42.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
40 38 39 47 57 113 117
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 131,509
COMMITMENTS
56,854 23,714 9,262 30,816 78,718 96,932 111,694 34,577 19,814
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 17,346)
19,984 2,723 564 -2,063 17,098 18,484 20,385 -1,138 -3,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 18.0 7.0 23.4 59.9 73.7 84.9 26.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
32 18 10 26 29 64 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 87,023
COMMITMENTS
32,070 23,372 3,593 26,495 49,041 62,157 76,006 24,866 11,017
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 11,314)
8,103 725 219 664 9,921 8,986 10,864 2,328 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 26.9 4.1 30.4 56.4 71.4 87.3 28.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
25 15 3 11 17 38 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 177,325
COMMITMENTS
131,665 6,326 522 37,314 168,560 169,501 175,408 7,824 1,917
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 10,891)
8,066 -760 -188 1,940 11,854 9,818 10,906 1,073 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.3 3.6 0.3 21.0 95.1 95.6 98.9 4.4 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
68 17 3 12 21 81 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 114,081
COMMITMENTS
30,686 24,136 12,910 50,157 49,491 93,753 86,538 20,328 27,543
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 184)
4,750 -11,873 -130 -4,799 13,784 -180 1,781 364 -1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 21.2 11.3 44.0 43.4 82.2 75.9 17.8 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 22 12 24 20 51 47
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 290,014
COMMITMENTS
63,101 35,025 26,470 162,902 204,325 252,474 265,820 37,540 24,194
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -721)
-11,151 5,269 327 13,090 -7,080 2,266 -1,484 -2,987 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 12.1 9.1 56.2 70.5 87.1 91.7 12.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
42 30 19 32 31 83 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 253,686
COMMITMENTS
75,534 39,126 25,825 97,306 137,016 198,665 201,967 55,022 51,720
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 15,144)
15,480 -2,280 4,176 -10,472 9,428 9,184 11,324 5,960 3,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 15.4 10.2 38.4 54.0 78.3 79.6 21.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
50 49 30 34 38 103 98
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,565
COMMITMENTS
16,954 1,421 68 5,250 22,976 22,272 24,465 3,293 1,100
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 902)
219 -187 0 454 1,143 673 956 229 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.3 5.6 0.3 20.5 89.9 87.1 95.7 12.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 6 1 8 14 27 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,427,456
COMMITMENTS
1346722 417,503 8399967 9423384 10261949 19170074 19079419 1257382 1348036
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -459,531)
-54,600 13,983 -350,520 -60,940 -134,817 -466,060 -471,354 6,529 11,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.0 41.1 46.1 50.2 93.8 93.4 6.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
65 52 110 143 141 267 256
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 721,251
COMMITMENTS
84,113 90,344 72,297 432,946 423,487 589,356 586,129 131,895 135,122
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 424)
-3,239 944 3,152 -941 -1,062 -1,028 3,035 1,452 -2,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 12.5 10.0 60.0 58.7 81.7 81.3 18.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
57 55 68 86 66 182 150
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,517,813
COMMITMENTS
442,024 617,168 153,193 1557722 1572870 2152940 2343231 364,873 174,582
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 7,616)
-3,483 -21,263 24,238 2,778 24,070 23,533 27,045 -15,917 -19,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 24.5 6.1 61.9 62.5 85.5 93.1 14.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
86 135 84 114 110 257 272
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,998
COMMITMENTS
12,244 39,249 241 83,201 64,186 95,686 103,676 12,312 4,322
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 13)
2,884 -173 241 -2,593 293 532 361 -519 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 36.3 0.2 77.0 59.4 88.6 96.0 11.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
9 18 2 43 27 53 46
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,445
COMMITMENTS
13,949 12,350 2 33,318 37,482 47,269 49,834 8,176 5,611
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -480)
171 809 -66 972 -630 1,077 113 -1,557 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 22.3 0.0 60.1 67.6 85.3 89.9 14.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 12 1 24 18 37 30
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 417,724
COMMITMENTS
102,604 177,729 16,343 272,874 193,719 391,821 387,791 25,903 29,933
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -26,609)
-4,356 -23,178 980 -18,950 6,150 -22,325 -16,047 -4,284 -10,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 42.5 3.9 65.3 46.4 93.8 92.8 6.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
76 82 22 53 53 138 148
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 97,584
COMMITMENTS
57,209 20,619 931 9,311 65,651 67,451 87,201 30,133 10,383
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 836)
-1,283 2,253 194 1,289 -1,097 200 1,349 636 -513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 21.1 1.0 9.5 67.3 69.1 89.4 30.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
32 10 3 11 16 45 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 46,090
COMMITMENTS
997 15,348 956 29,522 25,097 31,475 41,401 14,615 4,689
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 860)
0 -538 10 1,102 483 1,112 -45 -253 904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 33.3 2.1 64.1 54.5 68.3 89.8 31.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
2 26 4 19 28 25 54
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 680,070
COMMITMENTS
91,381 289,253 16,267 560,566 299,925 668,214 605,444 11,856 74,626
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 11,432)
4,201 11,131 1,883 5,075 1,440 11,159 14,454 274 -3,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 42.5 2.4 82.4 44.1 98.3 89.0 1.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
40 140 46 62 83 136 235
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 80,472
COMMITMENTS
11,982 34,513 1,074 57,105 37,958 70,160 73,544 10,312 6,928
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 830)
519 1,530 353 958 840 1,830 2,723 -1,000 -1,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 42.9 1.3 71.0 47.2 87.2 91.4 12.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
23 21 6 17 27 42 52
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 85,300
COMMITMENTS
15,389 9,057 55 34,079 65,442 49,523 74,554 35,777 10,746
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 31)
294 1,437 -200 190 857 284 2,094 -253 -2,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 10.6 0.1 40.0 76.7 58.1 87.4 41.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 7 1 23 20 38 28
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 14,636
COMMITMENTS
2,272 8,224 169 9,493 4,249 11,934 12,642 2,702 1,994
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 295)
-351 345 0 462 66 111 411 184 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 56.2 1.2 64.9 29.0 81.5 86.4 18.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 6 1 6 5 12 11
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,656
COMMITMENTS
5,925 142 0 13,056 19,988 18,981 20,130 1,675 526
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: -436)
356 -268 0 -843 -304 -487 -572 51 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 0.7 0.0 63.2 96.8 91.9 97.5 8.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 1 0 6 5 18 6
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 32,201
COMMITMENTS
8,242 5,169 1,457 15,906 11,135 25,605 17,761 6,596 14,440
CHANGES FROM 02/19/08 (CHANGE IN OPEN INTEREST: 2,673)
1,355 900 -797 1,073 185 1,631 288 1,042 2,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 16.1 4.5 49.4 34.6 79.5 55.2 20.5 44.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 7 4 18 19 27 29
Updated February 29, 2008