MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,206
COMMITMENTS
4,786 1,267 8,882 27,019 26,028 40,686 36,178 6,519 11,028
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,287)
615 47 358 101 518 1,074 923 213 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 2.7 18.8 57.2 55.1 86.2 76.6 13.8 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
23 7 19 30 26 59 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 286,963
COMMITMENTS
46,824 36,674 80,606 129,533 136,358 256,963 253,638 30,000 33,325
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 6,091)
572 30 3,571 1,710 3,800 5,854 7,400 238 -1,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 12.8 28.1 45.1 47.5 89.5 88.4 10.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
85 87 113 37 54 197 196
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,015
COMMITMENTS
574 445 85 521 945 1,180 1,475 835 540
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 124)
0 93 69 -23 -34 46 128 78 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 22.1 4.2 25.9 46.9 58.6 73.2 41.4 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 11 2 6 3 16 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 373,650
COMMITMENTS
104,391 32,905 79,814 163,203 184,292 347,408 297,011 26,241 76,638
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 11,730)
-2,472 -5,458 8,180 5,425 6,148 11,134 8,871 596 2,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 8.8 21.4 43.7 49.3 93.0 79.5 7.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
120 77 106 101 177 270 319
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 15,898
COMMITMENTS
4,610 4,427 2,918 6,096 6,638 13,623 13,983 2,274 1,914
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 777)
-330 -440 554 357 675 581 789 196 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 27.8 18.4 38.3 41.8 85.7 88.0 14.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
27 33 19 22 28 62 71
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,865
COMMITMENTS
10,498 4,291 8,352 9,733 6,991 28,583 19,634 4,282 13,231
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -2,933)
-1,237 -1,364 -720 -748 -451 -2,704 -2,535 -229 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 13.1 25.4 29.6 21.3 87.0 59.7 13.0 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
39 31 32 30 48 91 96
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 142,472
COMMITMENTS
73,961 18,635 6,935 24,032 95,645 104,928 121,215 37,544 21,257
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 12,182)
16,288 -2,446 38 -4,189 14,773 12,136 12,365 45 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.9 13.1 4.9 16.9 67.1 73.6 85.1 26.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
41 12 9 24 27 70 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 79,280
COMMITMENTS
18,642 27,359 5,510 34,445 33,163 58,597 66,032 20,683 13,248
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 6,687)
-154 4,842 56 6,842 1,755 6,745 6,654 -57 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 34.5 6.9 43.4 41.8 73.9 83.3 26.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
16 16 4 8 16 27 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 120,338
COMMITMENTS
100,428 5,672 482 12,118 112,378 113,028 118,532 7,310 1,806
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 3,803)
2,889 -1,268 -241 -2,425 8,482 223 6,973 3,580 -3,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.5 4.7 0.4 10.1 93.4 93.9 98.5 6.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
67 13 3 11 20 81 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 178,404
COMMITMENTS
23,073 46,081 8,902 129,846 96,875 161,821 151,858 16,583 26,546
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 3,053)
-79 -401 -209 3,862 4,103 3,573 3,493 -520 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 25.8 5.0 72.8 54.3 90.7 85.1 9.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 30 10 22 23 44 57
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 223,881
COMMITMENTS
59,307 29,572 22,564 110,759 151,956 192,630 204,091 31,251 19,789
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 6,600)
-2,554 4,485 -95 8,895 1,728 6,246 6,118 353 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 13.2 10.1 49.5 67.9 86.0 91.2 14.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
37 28 18 28 26 72 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 264,672
COMMITMENTS
64,998 64,935 32,668 117,240 119,320 214,907 216,923 49,765 47,748
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 10,521)
-5,844 4,880 377 14,461 5,635 8,993 10,892 1,528 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 24.5 12.3 44.3 45.1 81.2 82.0 18.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
56 56 41 33 38 116 108
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,124
COMMITMENTS
12,903 7,939 19 16,861 22,857 29,783 30,815 2,341 1,309
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 1,203)
629 206 19 534 1,021 1,182 1,246 21 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 24.7 0.1 52.5 71.2 92.7 95.9 7.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 7 1 8 16 24 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,234,215
COMMITMENTS
885,043 496,443 5933184 8287227 8799439 15105455 15229067 1128761 1005148
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -91,593)
-44,288 22,985 -101,716 103,592 -46,277 -42,411 -125,008 -49,181 33,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 3.1 36.5 51.0 54.2 93.0 93.8 7.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
86 40 103 140 137 263 247
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 677,166
COMMITMENTS
62,694 84,986 79,159 402,678 388,334 544,530 552,479 132,636 124,687
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 11,590)
-3,055 3,294 8,127 4,725 -1,535 9,798 9,887 1,792 1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 12.6 11.7 59.5 57.3 80.4 81.6 19.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
43 50 57 80 68 157 142
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,451,693
COMMITMENTS
419,062 637,627 163,808 1491520 1442084 2074391 2243520 377,303 208,174
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 71,324)
32,021 27,135 7,714 39,280 68,345 79,014 103,194 -7,690 -31,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 26.0 6.7 60.8 58.8 84.6 91.5 15.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
93 123 81 104 99 239 261
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 94,131
COMMITMENTS
11,312 42,104 64 70,779 47,843 82,155 90,011 11,976 4,121
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 3,672)
2,671 826 0 644 3,809 3,315 4,635 357 -963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 44.7 0.1 75.2 50.8 87.3 95.6 12.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 17 1 39 28 55 45
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 37,860
COMMITMENTS
4,842 9,536 46 25,555 19,619 30,443 29,201 7,417 8,659
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 474)
-1,172 872 -26 1,746 2,405 548 3,251 -74 -2,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 25.2 0.1 67.5 51.8 80.4 77.1 19.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
7 13 2 24 18 33 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 389,072
COMMITMENTS
118,392 132,505 10,866 216,494 224,024 345,752 367,395 43,319 21,677
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 9,539)
35,381 -14,976 -3,637 -7,983 27,929 23,761 9,317 -14,222 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 34.1 2.8 55.6 57.6 88.9 94.4 11.1 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
75 63 29 48 51 137 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 111,450
COMMITMENTS
67,919 11,362 1,828 8,929 87,302 78,676 100,492 32,774 10,959
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -3,115)
-4,534 -515 -514 329 -1,978 -4,719 -3,007 1,604 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.9 10.2 1.6 8.0 78.3 70.6 90.2 29.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
35 9 3 8 18 45 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 42,081
COMMITMENTS
7,400 13,525 1,493 18,060 22,506 26,953 37,524 15,128 4,557
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 182)
730 -339 -8 -452 564 270 217 -87 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 32.1 3.5 42.9 53.5 64.1 89.2 35.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 19 6 14 23 23 46
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 735,503
COMMITMENTS
75,206 296,216 15,559 631,233 340,430 721,997 652,204 13,505 83,298
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 13,632)
9,145 -4,998 1,593 2,834 16,153 13,572 12,747 60 885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 40.3 2.1 85.8 46.3 98.2 88.7 1.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
38 120 36 65 88 130 217
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 90,761
COMMITMENTS
11,546 51,365 395 69,549 30,783 81,490 82,542 9,271 8,219
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 227)
44 68 -331 1,237 249 950 -14 -723 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 56.6 0.4 76.6 33.9 89.8 90.9 10.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 24 4 17 21 38 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,789
COMMITMENTS
22,302 5,781 756 19,586 38,312 42,644 44,849 20,145 17,940
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 2,680)
-975 398 121 980 1,602 126 2,121 2,554 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 9.2 1.2 31.2 61.0 67.9 71.4 32.1 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 9 3 18 14 34 25
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 16,823
COMMITMENTS
3,479 11,107 97 11,259 4,122 14,835 15,326 1,988 1,497
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -676)
365 -89 0 -1,117 -690 -752 -779 76 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 66.0 0.6 66.9 24.5 88.2 91.1 11.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 1 8 5 14 10
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,093
COMMITMENTS
6,280 204 0 8,531 15,131 14,811 15,335 1,282 758
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: -77)
-98 -140 0 -67 -125 -165 -265 88 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 1.3 0.0 53.0 94.0 92.0 95.3 8.0 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 1 0 5 5 17 6
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/27/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 27,098
COMMITMENTS
4,859 2,721 39 20,267 13,830 25,165 16,590 1,933 10,508
CHANGES FROM 05/20/08 (CHANGE IN OPEN INTEREST: 672)
778 266 0 -333 -72 445 194 227 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 10.0 0.1 74.8 51.0 92.9 61.2 7.1 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 3 2 15 17 25 21
Updated May 30,2008