MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 45,919
COMMITMENTS
4,170 1,220 8,524 26,918 25,510 39,612 35,255 6,306 10,664
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 1,706)
210 242 357 647 565 1,214 1,164 492 543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 2.7 18.6 58.6 55.6 86.3 76.8 13.7 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 6 20 28 26 57 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 280,872
COMMITMENTS
46,251 36,644 77,035 127,823 132,558 251,110 246,238 29,762 34,634
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -1,250)
-1,457 758 875 -1,627 -2,982 -2,209 -1,348 960 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 13.0 27.4 45.5 47.2 89.4 87.7 10.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
82 92 111 37 52 197 193
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,891
COMMITMENTS
574 352 16 544 979 1,134 1,347 757 544
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -40)
120 20 -52 -79 -21 -11 -53 -29 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 18.6 0.8 28.8 51.8 60.0 71.2 40.0 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 9 1 6 3 15 12
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 361,919
COMMITMENTS
106,863 38,362 71,634 157,777 178,144 336,274 288,141 25,645 73,779
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -3,631)
-6,437 1,182 -124 2,274 -3,349 -4,287 -2,292 656 -1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 10.6 19.8 43.6 49.2 92.9 79.6 7.1 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
113 76 101 103 180 259 322
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 15,120
COMMITMENTS
4,940 4,867 2,363 5,739 5,963 13,042 13,194 2,078 1,926
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -244)
277 241 -385 -196 -1 -304 -145 60 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 32.2 15.6 38.0 39.4 86.3 87.3 13.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
32 33 19 20 27 62 71
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,798
COMMITMENTS
11,735 5,656 9,072 10,481 7,442 31,288 22,170 4,511 13,629
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 167)
459 -1,630 1,132 -662 616 929 118 -762 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 15.8 25.3 29.3 20.8 87.4 61.9 12.6 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
40 38 41 40 52 106 111
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 130,291
COMMITMENTS
57,673 21,080 6,898 28,221 80,872 92,792 108,850 37,499 21,441
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 8,821)
6,771 4,949 488 -2,906 2,821 4,354 8,258 4,467 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 16.2 5.3 21.7 62.1 71.2 83.5 28.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
36 11 9 25 27 63 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 72,593
COMMITMENTS
18,795 22,517 5,453 27,603 31,408 51,852 59,378 20,741 13,215
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -5,254)
5,751 -7,178 212 -13,499 3,581 -7,536 -3,384 2,282 -1,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 31.0 7.5 38.0 43.3 71.4 81.8 28.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
17 16 3 9 13 28 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,535
COMMITMENTS
97,539 6,940 723 14,543 103,896 112,805 111,559 3,730 4,976
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -2,310)
-7,294 1,135 161 6,795 -6,470 -338 -5,174 -1,972 2,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.7 6.0 0.6 12.5 89.2 96.8 95.7 3.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
63 19 6 13 17 80 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 175,351
COMMITMENTS
23,152 46,482 9,111 125,984 92,772 158,248 148,365 17,103 26,986
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -9,383)
-3,773 -4,030 -2,439 -1,932 1,227 -8,144 -5,241 -1,239 -4,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 26.5 5.2 71.8 52.9 90.2 84.6 9.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
18 33 9 21 22 44 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 217,281
COMMITMENTS
61,861 25,087 22,659 101,864 150,228 186,384 197,973 30,897 19,308
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -7,704)
3,561 -3,627 603 -15,391 -4,325 -11,228 -7,349 3,524 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 11.5 10.4 46.9 69.1 85.8 91.1 14.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
41 25 18 25 25 73 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 254,150
COMMITMENTS
70,843 60,055 32,291 102,780 113,685 205,913 206,031 48,237 48,119
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 7,146)
14,719 -1,142 893 -10,919 5,766 4,693 5,517 2,453 1,629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 23.6 12.7 40.4 44.7 81.0 81.1 19.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
55 52 35 32 40 110 104
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,921
COMMITMENTS
12,274 7,733 0 16,327 21,836 28,601 29,569 2,320 1,352
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 544)
1,081 -16 -24 -50 497 1,007 457 -463 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 25.0 0.0 52.8 70.6 92.5 95.6 7.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 7 0 8 11 24 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,325,808
COMMITMENTS
929,331 473,458 6034900 8183635 8845717 15147866 15354075 1177942 971,733
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 290,069)
-3,788 -40,300 131,886 132,956 245,893 261,055 337,479 29,014 -47,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.9 37.0 50.1 54.2 92.8 94.0 7.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
81 43 101 142 138 266 245
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 665,576
COMMITMENTS
65,748 81,692 71,032 397,953 389,869 534,733 542,593 130,843 122,983
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 3,266)
2,726 817 -2,140 -2,261 -3,683 -1,675 -5,006 4,941 8,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 12.3 10.7 59.8 58.6 80.3 81.5 19.7 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
40 53 57 82 70 159 144
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,380,369
COMMITMENTS
387,042 610,492 156,094 1452241 1373740 1995377 2140326 384,993 240,044
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 59,079)
31,489 42,666 -25,283 9,690 4,494 15,896 21,876 43,183 37,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 25.6 6.6 61.0 57.7 83.8 89.9 16.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
85 116 76 107 100 234 250
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,459
COMMITMENTS
8,641 41,278 64 70,135 44,033 78,840 85,375 11,620 5,084
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 268)
1,309 399 -6 -1,130 423 173 816 95 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 45.6 0.1 77.5 48.7 87.2 94.4 12.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
12 17 1 41 25 54 42
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 37,386
COMMITMENTS
6,014 8,665 72 23,809 17,214 29,895 25,950 7,491 11,435
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -551)
32 668 -38 -489 -23 -495 608 -56 -1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 23.2 0.2 63.7 46.0 80.0 69.4 20.0 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 11 3 26 19 37 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 379,533
COMMITMENTS
83,011 147,481 14,503 224,477 196,095 321,991 358,078 57,541 21,454
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -14,458)
-25,918 -152 847 10,774 -13,607 -14,297 -12,912 -162 -1,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 38.9 3.8 59.1 51.7 84.8 94.3 15.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
59 72 30 49 54 124 140
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 114,565
COMMITMENTS
72,453 11,877 2,342 8,600 89,280 83,395 103,499 31,170 11,067
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 10,260)
3,070 -462 -191 1,639 9,928 4,517 9,274 5,743 986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.2 10.4 2.0 7.5 77.9 72.8 90.3 27.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
36 10 3 8 19 46 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,898
COMMITMENTS
6,670 13,864 1,501 18,512 21,942 26,683 37,307 15,215 4,591
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 916)
-17 -306 54 596 699 632 447 283 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 33.1 3.6 44.2 52.4 63.7 89.0 36.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 20 6 15 22 23 46
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 721,871
COMMITMENTS
66,061 301,214 13,966 628,399 324,277 708,426 639,457 13,445 82,414
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 10,193)
-7,311 9,312 1,308 15,649 -2,268 9,647 8,352 546 1,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 41.7 1.9 87.1 44.9 98.1 88.6 1.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
31 124 35 65 84 120 219
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 90,534
COMMITMENTS
11,502 51,297 726 68,312 30,534 80,540 82,556 9,994 7,978
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 84)
-1,525 -991 115 1,708 486 298 -390 -214 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 56.7 0.8 75.5 33.7 89.0 91.2 11.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
18 22 3 16 22 37 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 60,109
COMMITMENTS
23,277 5,383 635 18,606 36,710 42,518 42,728 17,591 17,381
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 647)
-1,136 -185 -170 -271 -910 -1,577 -1,265 2,224 1,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 9.0 1.1 31.0 61.1 70.7 71.1 29.3 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 9 2 16 14 30 25
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 17,499
COMMITMENTS
3,114 11,196 97 12,376 4,812 15,587 16,105 1,912 1,394
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: 429)
367 199 0 33 292 400 491 29 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 64.0 0.6 70.7 27.5 89.1 92.0 10.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 1 8 7 13 13
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,170
COMMITMENTS
6,378 344 0 8,598 15,256 14,976 15,600 1,194 570
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -1,786)
-431 128 0 -402 -1,057 -833 -929 -953 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 2.1 0.0 53.2 94.3 92.6 96.5 7.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 2 0 5 5 17 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/20/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 26,426
COMMITMENTS
4,081 2,455 39 20,600 13,902 24,720 16,396 1,706 10,030
CHANGES FROM 05/13/08 (CHANGE IN OPEN INTEREST: -126)
103 -970 0 1,866 202 1,969 -768 -2,095 642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 9.3 0.1 78.0 52.6 93.5 62.0 6.5 38.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 3 2 15 18 23 22
Updated May 23, 2008