MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,357
COMMITMENTS
2,380 1,229 6,586 24,393 21,760 33,359 29,575 5,999 9,783
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 1,605)
201 -278 672 916 953 1,789 1,347 -184 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 3.1 16.7 62.0 55.3 84.8 75.1 15.2 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
21 11 16 25 29 53 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 243,898
COMMITMENTS
54,824 50,666 43,786 120,760 113,377 219,371 207,829 24,527 36,068
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -2,492)
5,299 -5,315 -5,087 -1,357 7,179 -1,146 -3,223 -1,346 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 20.8 18.0 49.5 46.5 89.9 85.2 10.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
74 104 92 36 46 173 190
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 318,660
COMMITMENTS
81,877 54,388 66,985 145,379 135,626 294,241 256,999 24,420 61,662
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 1,163)
2,472 -1,592 -3,040 136 2,859 -431 -1,773 1,594 2,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 17.1 21.0 45.6 42.6 92.3 80.6 7.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
91 98 88 98 149 236 299
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 13,621
COMMITMENTS
5,460 4,595 1,717 4,419 4,789 11,596 11,101 2,025 2,520
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -506)
54 188 132 108 -354 294 -34 -801 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 33.7 12.6 32.4 35.2 85.1 81.5 14.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
27 34 11 20 33 55 72
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,984
COMMITMENTS
19,807 9,630 5,485 10,832 9,439 36,124 24,554 5,860 17,430
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -430)
41 1,266 -515 138 -728 -335 23 -95 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 22.9 13.1 25.8 22.5 86.0 58.5 14.0 41.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
39 44 37 45 51 104 119
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 130,292
COMMITMENTS
55,104 21,239 5,762 33,244 82,995 94,110 109,996 36,182 20,296
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -10,100)
-11,131 -1,383 -4,001 5,960 -3,773 -9,172 -9,157 -929 -944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 16.3 4.4 25.5 63.7 72.2 84.4 27.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
30 14 10 27 29 63 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 98,535
COMMITMENTS
25,050 30,297 4,624 42,567 52,018 72,241 86,939 26,294 11,596
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 6,171)
381 5,630 -81 8,986 1,859 9,286 7,407 -3,114 -1,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 30.7 4.7 43.2 52.8 73.3 88.2 26.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
21 15 4 11 17 35 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 126,573
COMMITMENTS
79,981 6,247 416 38,552 118,024 118,949 124,687 7,624 1,886
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -43,943)
-40,860 -1,706 -851 -3,227 -41,094 -44,938 -43,651 995 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.2 4.9 0.3 30.5 93.2 94.0 98.5 6.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
43 16 4 12 19 56 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 123,614
COMMITMENTS
46,378 21,613 9,000 50,267 68,469 105,645 99,082 17,969 24,531
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 4,192)
8,158 2,207 -3,234 4,038 7,216 8,962 6,189 -4,770 -1,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 17.5 7.3 40.7 55.4 85.5 80.2 14.5 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
20 21 10 23 22 47 49
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 284,417
COMMITMENTS
85,688 36,089 20,773 137,301 206,994 243,762 263,856 40,656 20,562
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -39,701)
-6,745 -3,181 -10,013 -16,301 -20,431 -33,059 -33,625 -6,642 -6,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 12.7 7.3 48.3 72.8 85.7 92.8 14.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
40 26 16 33 28 81 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 278,036
COMMITMENTS
82,698 50,866 22,241 126,558 159,935 231,496 233,041 46,540 44,995
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 352)
6,341 11,633 -11,332 14,786 7,991 9,795 8,292 -9,443 -7,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 18.3 8.0 45.5 57.5 83.3 83.8 16.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
44 49 30 35 40 98 100
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,732
COMMITMENTS
13,379 983 21 9,553 23,723 22,953 24,727 2,779 1,005
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 1,191)
-1,609 -374 -47 2,907 1,598 1,251 1,177 -60 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 3.8 0.1 37.1 92.2 89.2 96.1 10.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 4 2 10 17 27 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,651,627
COMMITMENTS
1416617 452,325 8192077 9627520 10825672 19236214 19470075 1415413 1181552
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -757,952)
50,711 60,208 -665,553 -214,432 -140,359 -829,274 -745,704 71,321 -12,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.2 39.7 46.6 52.4 93.1 94.3 6.9 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
75 54 114 141 139 274 261
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 756,330
COMMITMENTS
74,195 91,364 99,235 435,325 441,596 608,755 632,195 147,575 124,135
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 14,160)
-14,112 2,593 11,424 10,656 6,877 7,968 20,894 6,192 -6,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 12.1 13.1 57.6 58.4 80.5 83.6 19.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
52 59 75 87 69 184 160
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,723,514
COMMITMENTS
400,758 666,901 220,345 1762179 1589595 2383282 2476840 340,233 246,674
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 124,113)
-24,697 16,432 48,533 114,393 53,899 138,229 118,863 -14,116 5,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 24.5 8.1 64.7 58.4 87.5 90.9 12.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
86 147 90 115 111 253 296
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 115,859
COMMITMENTS
13,105 43,314 0 90,638 68,455 103,743 111,769 12,116 4,090
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 5,132)
1,055 3,218 0 4,510 2,168 5,565 5,386 -433 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 37.4 0.0 78.2 59.1 89.5 96.5 10.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
9 19 0 45 34 54 53
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,645
COMMITMENTS
14,413 15,467 0 37,512 38,858 51,925 54,325 9,720 7,319
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 1,504)
-367 127 0 697 -76 330 51 1,174 1,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 25.1 0.0 60.9 63.0 84.2 88.1 15.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 15 0 23 20 33 35
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 446,809
COMMITMENTS
121,501 176,380 13,708 278,147 209,349 413,356 399,437 33,452 47,371
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -9,178)
11,129 -22,247 -2,922 -26,984 5,093 -18,777 -20,076 9,599 10,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 39.5 3.1 62.3 46.9 92.5 89.4 7.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
61 83 28 53 55 130 150
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 94,752
COMMITMENTS
47,880 16,424 800 17,602 67,479 66,282 84,703 28,470 10,049
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 1,105)
-7,928 -2,290 -168 11,475 4,545 3,379 2,087 -2,274 -982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 17.3 0.8 18.6 71.2 70.0 89.4 30.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
26 11 4 13 19 42 31
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 50,489
COMMITMENTS
1,157 18,739 1,187 31,199 27,018 33,543 46,944 16,947 3,546
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 2,326)
159 1,794 -43 779 685 895 2,436 1,431 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 37.1 2.4 61.8 53.5 66.4 93.0 33.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
6 27 10 19 30 30 62
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 750,389
COMMITMENTS
71,625 309,337 17,051 645,502 336,317 734,177 662,705 16,212 87,684
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 38,241)
-14,700 3,366 692 50,494 29,054 36,485 33,112 1,756 5,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 41.2 2.3 86.0 44.8 97.8 88.3 2.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
51 141 53 66 83 145 250
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 102,406
COMMITMENTS
12,983 37,176 8,170 68,146 47,739 89,299 93,085 13,107 9,321
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 18,905)
315 2,254 6,696 8,919 7,724 15,930 16,674 2,975 2,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 36.3 8.0 66.5 46.6 87.2 90.9 12.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 22 13 20 30 51 59
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 93,078
COMMITMENTS
15,346 7,613 2,205 37,924 67,457 55,475 77,275 37,603 15,803
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 6,478)
-55 -500 1,375 3,180 2,019 4,500 2,894 1,978 3,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 8.2 2.4 40.7 72.5 59.6 83.0 40.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 5 4 24 22 40 31
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 15,543
COMMITMENTS
1,974 9,776 318 11,443 4,143 13,735 14,237 1,808 1,306
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: 188)
-176 893 181 1,250 155 1,255 1,229 -1,067 -1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 62.9 2.0 73.6 26.7 88.4 91.6 11.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 7 1 8 6 14 13
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,444
COMMITMENTS
6,348 139 0 10,671 18,202 17,019 18,341 2,425 1,103
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -321)
103 0 -33 -981 -802 -911 -835 590 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 0.7 0.0 54.9 93.6 87.5 94.3 12.5 5.7
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 03/11/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 32,334
COMMITMENTS
4,092 5,797 1,907 20,756 11,607 26,755 19,311 5,579 13,023
CHANGES FROM 03/04/08 (CHANGE IN OPEN INTEREST: -1,295)
-4,259 174 255 3,792 476 -212 905 -1,083 -2,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 17.9 5.9 64.2 35.9 82.7 59.7 17.3 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 7 4 18 18 26 28
Updated March 14, 2008