MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,232
COMMITMENTS
5,847 1,022 7,704 26,526 26,722 40,078 35,448 6,154 10,784
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,390)
462 -453 -332 623 1,506 753 722 638 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 2.2 16.7 57.4 57.8 86.7 76.7 13.3 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
18 8 16 30 28 54 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,698
COMMITMENTS
44,475 38,317 73,202 124,311 126,037 241,988 237,556 28,710 33,142
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -17,497)
-1,242 -1,453 -4,786 -9,848 -9,530 -15,877 -15,769 -1,621 -1,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 14.2 27.0 45.9 46.6 89.4 87.8 10.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
92 78 99 38 47 185 178
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,225
COMMITMENTS
760 536 182 419 958 1,361 1,676 864 549
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 98)
70 53 30 -71 18 29 101 69 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 24.1 8.2 18.8 43.1 61.2 75.3 38.8 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 12 3 5 3 19 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 353,359
COMMITMENTS
97,669 26,678 66,682 163,272 181,808 327,622 275,168 25,737 78,191
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -14,578)
-2,151 -3,964 -11,340 -398 112 -13,889 -15,192 -690 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 7.5 18.9 46.2 51.5 92.7 77.9 7.3 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
121 74 98 99 173 268 307
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 15,178
COMMITMENTS
4,856 5,120 2,444 5,703 5,500 13,003 13,065 2,174 2,113
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -102)
312 512 -248 298 -87 362 177 -464 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 33.7 16.1 37.6 36.2 85.7 86.1 14.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
39 33 20 21 28 64 78
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,244
COMMITMENTS
9,674 4,288 9,040 11,067 7,503 29,782 20,832 4,462 13,412
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 360)
191 307 491 -77 -392 605 406 -245 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 12.5 26.4 32.3 21.9 87.0 60.8 13.0 39.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
38 31 34 37 49 101 95
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 134,697
COMMITMENTS
46,870 25,517 7,614 34,182 68,830 88,667 101,961 46,030 32,736
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -2,905)
-19,965 9,276 -957 9,043 -14,830 -11,879 -6,511 8,973 3,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 18.9 5.7 25.4 51.1 65.8 75.7 34.2 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
26 14 9 25 23 54 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 74,218
COMMITMENTS
16,173 20,105 4,338 33,935 33,329 54,445 57,772 19,772 16,446
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -1,813)
2,512 -714 -2,039 -3,140 3,259 -2,666 507 853 -2,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 27.1 5.8 45.7 44.9 73.4 77.8 26.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 14 6 12 13 31 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 148,568
COMMITMENTS
90,984 6,822 1,436 43,767 131,369 136,187 139,627 12,381 8,941
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -2,134)
-13,852 821 -799 12,876 -554 -1,775 -532 -359 -1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.2 4.6 1.0 29.5 88.4 91.7 94.0 8.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
62 13 7 11 17 76 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 186,287
COMMITMENTS
28,052 47,908 8,070 131,854 104,572 167,977 160,550 18,310 25,737
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 8,464)
8,670 1,475 -1,680 4,619 8,928 11,610 8,723 -3,146 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 25.7 4.3 70.8 56.1 90.2 86.2 9.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 33 12 19 18 44 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 240,515
COMMITMENTS
41,145 35,074 13,336 158,337 156,740 212,818 205,151 27,697 35,364
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 23,328)
-9,264 3,512 -9,715 43,970 27,989 24,991 21,786 -1,663 1,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 14.6 5.5 65.8 65.2 88.5 85.3 11.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 27 9 26 23 56 55
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 284,814
COMMITMENTS
58,212 65,308 28,222 156,620 143,298 243,053 236,828 41,761 47,986
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 7,661)
1,129 -2,249 -5,378 17,850 25,734 13,600 18,107 -5,939 -10,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 22.9 9.9 55.0 50.3 85.3 83.2 14.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
51 46 35 34 37 103 100
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 36,876
COMMITMENTS
11,677 8,477 81 22,045 21,652 33,803 30,210 3,073 6,666
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 3,922)
-2,288 840 48 5,522 2,902 3,282 3,790 640 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 23.0 0.2 59.8 58.7 91.7 81.9 8.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 9 2 12 14 25 24
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,760,259
COMMITMENTS
729,987 394,610 6085597 8748015 9163968 15563598 15644174 1196661 1116085
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 74,096)
-140,539 -102,054 -8,566 189,001 93,510 39,896 -17,110 34,200 91,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.4 36.3 52.2 54.7 92.9 93.3 7.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
75 49 105 143 139 266 250
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 707,002
COMMITMENTS
63,699 103,598 93,083 416,947 387,894 573,729 584,575 133,273 122,427
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 36,049)
2,380 13,628 17,120 17,537 2,677 37,038 33,425 -989 2,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 14.7 13.2 59.0 54.9 81.1 82.7 18.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
48 51 59 85 73 166 151
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,653,503
COMMITMENTS
469,905 662,240 210,164 1663734 1547466 2343803 2419869 309,700 233,634
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 139,545)
26,344 43,169 29,551 109,912 54,342 165,807 127,062 -26,262 12,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 25.0 7.9 62.7 58.3 88.3 91.2 11.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
89 124 86 109 109 243 275
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,541
COMMITMENTS
13,868 41,925 324 73,732 53,264 87,924 95,513 12,617 5,028
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 4,053)
831 -297 -29 2,141 3,457 2,943 3,131 1,109 921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 41.7 0.3 73.3 53.0 87.5 95.0 12.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
14 18 3 41 30 56 50
NEW YORK CDD - CHICAGO MERCANTILE EXCHANGE Code-16264C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CME CDD INDEX X $20) OPEN INTEREST: 11,359
COMMITMENTS
715 3,659 650 9,994 2,175 11,359 6,484 0 4,875
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 32.2 5.7 88.0 19.2 100.0 57.1 0.0 42.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 1 7 6 12 11
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 37,961
COMMITMENTS
3,876 8,041 40 26,992 18,744 30,909 26,825 7,052 11,136
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 475)
-1,312 426 -0 2,105 -669 793 -243 -317 719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 21.2 0.1 71.1 49.4 81.4 70.7 18.6 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
9 12 2 28 20 39 32
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 400,547
COMMITMENTS
89,905 144,567 20,034 223,186 200,569 333,125 365,170 67,422 35,377
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 21,249)
-18 -2,459 5,670 -1,263 7,990 4,389 11,201 16,861 10,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 36.1 5.0 55.7 50.1 83.2 91.2 16.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
65 78 34 52 58 138 151
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 109,273
COMMITMENTS
57,254 9,761 3,420 16,958 71,583 77,632 84,764 31,641 24,509
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -3,461)
-5,868 -542 381 5,204 -5,219 -283 -5,381 -3,177 1,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 8.9 3.1 15.5 65.5 71.0 77.6 29.0 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
30 8 4 10 17 41 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 43,424
COMMITMENTS
7,185 13,946 1,564 17,433 24,094 26,181 39,604 17,243 3,820
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 439)
326 227 -54 -119 805 154 979 285 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 32.1 3.6 40.1 55.5 60.3 91.2 39.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 19 6 16 25 24 48
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 749,616
COMMITMENTS
81,867 309,390 15,370 638,097 338,935 735,334 663,695 14,282 85,921
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 725)
6,008 2,621 -307 -6,785 -3,704 -1,084 -1,389 1,809 2,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 41.3 2.1 85.1 45.2 98.1 88.5 1.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
44 115 37 69 83 136 212
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 105,974
COMMITMENTS
10,285 50,906 1,730 80,686 41,590 92,701 94,226 13,273 11,748
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 12,485)
-340 -395 1,001 8,958 8,828 9,619 9,435 2,866 3,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 48.0 1.6 76.1 39.2 87.5 88.9 12.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
14 30 11 21 30 45 62
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 80,398
COMMITMENTS
22,014 6,030 1,052 25,175 49,296 48,241 56,378 32,157 24,020
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 14,670)
-230 2 14 3,016 7,891 2,800 7,907 11,870 6,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 7.5 1.3 31.3 61.3 60.0 70.1 40.0 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 7 6 21 23 41 35
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 17,419
COMMITMENTS
4,626 10,563 161 10,570 5,016 15,357 15,740 2,062 1,679
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: 1,121)
1,084 -74 99 -177 949 1,006 974 115 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 60.6 0.9 60.7 28.8 88.2 90.4 11.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 4 2 7 6 17 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 29,124
COMMITMENTS
4,037 4,327 450 22,891 12,601 27,378 17,378 1,746 11,746
CHANGES FROM 06/03/08 (CHANGE IN OPEN INTEREST: -283)
0 486 0 -934 -1,360 -934 -874 651 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 14.9 1.5 78.6 43.3 94.0 59.7 6.0 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 5 4 18 17 29 23
Updated June 13, 2008