MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,752
COMMITMENTS
2,180 1,507 5,913 23,477 20,808 31,570 28,228 6,182 9,524
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -4,212)
190 -82 -670 -3,062 -1,985 -3,542 -2,737 -670 -1,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 4.0 15.7 62.2 55.1 83.6 74.8 16.4 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 14 14 24 28 51 47
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 246,390
COMMITMENTS
49,526 55,981 48,873 122,118 106,198 220,517 211,052 25,873 35,338
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 1,481)
841 2,577 -5,072 4,327 2,536 95 41 1,386 1,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 22.7 19.8 49.6 43.1 89.5 85.7 10.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
74 93 90 38 49 172 190
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 317,498
COMMITMENTS
79,404 55,979 70,025 145,242 132,767 294,672 258,772 22,826 58,726
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 7,117)
-256 4,269 2,635 7,228 380 9,607 7,285 -2,490 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 17.6 22.1 45.7 41.8 92.8 81.5 7.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
87 101 91 89 147 229 297
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,127
COMMITMENTS
5,406 4,407 1,584 4,311 5,144 11,302 11,135 2,826 2,992
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 395)
257 109 -270 50 349 37 189 358 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 31.2 11.2 30.5 36.4 80.0 78.8 20.0 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
30 32 13 16 29 54 66
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,414
COMMITMENTS
19,766 8,364 5,999 10,694 10,167 36,460 24,530 5,955 17,884
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -568)
-391 1,072 -1,356 624 276 -1,123 -9 555 -559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 19.7 14.1 25.2 24.0 86.0 57.8 14.0 42.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
41 37 34 44 56 103 116
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,393
COMMITMENTS
66,236 22,622 9,763 27,284 86,768 103,282 119,153 37,111 21,240
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 8,884)
9,381 -1,092 501 -3,532 8,050 6,350 7,458 2,534 1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 16.1 7.0 19.4 61.8 73.6 84.9 26.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
32 17 10 26 30 64 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 92,363
COMMITMENTS
24,668 24,667 4,706 33,581 50,159 62,955 79,532 29,408 12,832
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 5,341)
-7,401 1,295 1,113 7,086 1,118 798 3,526 4,542 1,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 26.7 5.1 36.4 54.3 68.2 86.1 31.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
21 15 4 10 15 33 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 170,516
COMMITMENTS
120,841 7,953 1,267 41,779 159,118 163,887 168,338 6,629 2,178
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -6,810)
-10,824 1,628 744 4,465 -9,442 -5,615 -7,070 -1,195 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.9 4.7 0.7 24.5 93.3 96.1 98.7 3.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
66 19 6 12 18 81 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 119,422
COMMITMENTS
38,220 19,407 12,234 46,229 61,253 96,683 92,893 22,739 26,528
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 5,340)
7,534 -4,730 -676 -3,928 11,762 2,930 6,355 2,410 -1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 16.3 10.2 38.7 51.3 81.0 77.8 19.0 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
22 19 10 21 20 48 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 324,118
COMMITMENTS
92,433 39,269 30,786 153,602 227,425 276,821 297,480 47,297 26,638
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 34,104)
29,332 4,245 4,315 -9,300 23,100 24,347 31,660 9,757 2,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 12.1 9.5 47.4 70.2 85.4 91.8 14.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
50 26 18 31 29 88 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 277,684
COMMITMENTS
76,356 39,233 33,573 111,772 151,943 221,701 224,749 55,983 52,935
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 23,998)
823 107 7,748 14,466 14,927 23,037 22,783 961 1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 14.1 12.1 40.3 54.7 79.8 80.9 20.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
47 51 35 35 39 100 107
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,541
COMMITMENTS
14,988 1,357 68 6,646 22,125 21,702 23,550 2,839 991
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -1,024)
-1,966 -64 0 1,396 -851 -570 -915 -454 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.1 5.5 0.3 27.1 90.2 88.4 96.0 11.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 6 1 9 15 27 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,409,579
COMMITMENTS
1365906 392,118 8857630 9841952 10966032 20065487 20215779 1344092 1193800
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 982,124)
19,184 -25,385 457,663 418,567 704,082 895,414 1136360 86,710 -154,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.8 41.4 46.0 51.2 93.7 94.4 6.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
69 51 115 146 139 274 260
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 742,170
COMMITMENTS
88,308 88,771 87,810 424,669 434,720 600,787 611,301 141,382 130,869
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 20,919)
4,194 -1,574 15,513 -8,277 11,232 11,431 25,172 9,488 -4,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 12.0 11.8 57.2 58.6 81.0 82.4 19.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
62 47 68 85 64 182 146
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,599,401
COMMITMENTS
425,455 650,469 171,812 1647785 1535696 2245053 2357977 354,348 241,424
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 81,588)
-16,569 33,301 18,619 90,063 -37,174 92,113 14,745 -10,525 66,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 25.0 6.6 63.4 59.1 86.4 90.7 13.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
86 134 80 117 103 246 274
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,727
COMMITMENTS
12,050 40,096 0 86,128 66,287 98,178 106,383 12,549 4,344
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 2,729)
-194 847 -241 2,927 2,101 2,492 2,707 237 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 36.2 0.0 77.8 59.9 88.7 96.1 11.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
7 19 0 44 28 51 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,141
COMMITMENTS
14,780 15,340 0 36,815 38,934 51,595 54,274 8,546 5,866
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 4,696)
831 2,990 -2 3,496 1,453 4,325 4,441 370 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 25.5 0.0 61.2 64.7 85.8 90.2 14.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
10 13 0 26 22 36 35
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 455,987
COMMITMENTS
110,372 198,627 16,631 305,131 204,256 432,134 419,513 23,853 36,474
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 38,263)
7,768 20,898 288 32,257 10,537 40,313 31,723 -2,050 6,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 43.6 3.6 66.9 44.8 94.8 92.0 5.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
65 88 29 53 55 133 158
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 93,647
COMMITMENTS
55,808 18,714 968 6,127 62,934 62,903 82,616 30,744 11,031
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -3,937)
-1,401 -1,905 37 -3,184 -2,717 -4,548 -4,585 611 648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 20.0 1.0 6.5 67.2 67.2 88.2 32.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
28 12 3 11 17 42 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 48,163
COMMITMENTS
998 16,945 1,230 30,420 26,333 32,648 44,508 15,515 3,655
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 2,073)
1 1,597 274 898 1,236 1,173 3,107 900 -1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 35.2 2.6 63.2 54.7 67.8 92.4 32.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
3 24 5 18 30 24 56
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 712,148
COMMITMENTS
86,325 305,972 16,359 595,008 307,263 697,692 629,593 14,456 82,555
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 32,079)
-5,056 16,719 92 34,443 7,339 29,478 24,150 2,600 7,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 43.0 2.3 83.6 43.1 98.0 88.4 2.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
51 133 48 61 86 132 247
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 83,501
COMMITMENTS
12,668 34,922 1,474 59,227 40,015 73,369 76,411 10,132 7,090
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 3,029)
686 409 401 2,123 2,058 3,209 2,867 -180 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 41.8 1.8 70.9 47.9 87.9 91.5 12.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
21 25 7 20 27 45 55
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 86,600
COMMITMENTS
15,401 8,113 830 34,744 65,438 50,975 74,381 35,625 12,219
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 1,300)
12 -944 775 665 -4 1,452 -173 -152 1,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 9.4 1.0 40.1 75.6 58.9 85.9 41.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 5 3 20 22 38 30
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 15,355
COMMITMENTS
2,150 8,883 137 10,193 3,988 12,480 13,008 2,875 2,347
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 719)
-122 659 -32 700 -261 546 366 173 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 57.9 0.9 66.4 26.0 81.3 84.7 18.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 7 1 7 5 13 12
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,765
COMMITMENTS
6,245 139 33 11,652 19,004 17,930 19,176 1,835 589
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: -891)
320 -3 33 -1,404 -984 -1,051 -954 160 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 0.7 0.2 59.0 96.1 90.7 97.0 9.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 1 1 6 6 19 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/04/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 33,629
COMMITMENTS
8,351 5,623 1,652 16,964 11,131 26,967 18,406 6,662 15,223
CHANGES FROM 02/26/08 (CHANGE IN OPEN INTEREST: 1,428)
109 454 195 1,058 -4 1,362 645 66 783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 16.7 4.9 50.4 33.1 80.2 54.7 19.8 45.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 7 5 18 19 28 30
Updated March 7, 2008