BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,120
COMMITMENTS
0 0 0 3,215 3,961 3,215 3,961 905 159
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 78.0 96.1 78.0 96.1 22.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 10 14 10
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 52,271
COMMITMENTS
5,077 1,359 8,927 32,582 30,724 46,586 41,010 5,685 11,261
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 2,331)
-649 462 584 2,669 1,299 2,604 2,345 -273 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 2.6 17.1 62.3 58.8 89.1 78.5 10.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
12 12 17 31 30 52 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,061
COMMITMENTS
48,033 41,754 65,720 123,335 124,448 237,088 231,922 28,973 34,138
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 7,859)
414 -2,479 2,197 4,596 6,627 7,206 6,345 654 1,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 15.7 24.7 46.4 46.8 89.1 87.2 10.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
80 78 96 39 53 182 177
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,269
COMMITMENTS
816 576 78 357 929 1,251 1,583 1,018 686
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 5)
74 57 -172 -40 -37 -138 -152 143 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 25.4 3.4 15.7 40.9 55.1 69.8 44.9 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 11 2 5 3 18 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 375,865
COMMITMENTS
97,877 20,556 81,413 170,124 198,192 349,413 300,160 26,451 75,705
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 9,392)
-907 -2,741 6,028 1,521 5,966 6,642 9,253 2,750 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 5.5 21.7 45.3 52.7 93.0 79.9 7.0 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
138 60 103 94 172 279 303
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,587
COMMITMENTS
4,489 4,844 2,048 5,686 5,354 12,224 12,246 2,363 2,341
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -6)
-50 -229 127 -38 51 39 -51 -46 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 33.2 14.0 39.0 36.7 83.8 84.0 16.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
31 29 16 23 33 59 74
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,833
COMMITMENTS
8,735 5,043 9,733 11,513 6,654 29,980 21,429 4,853 13,404
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -458)
-198 -112 251 -681 -294 -628 -155 169 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 14.5 27.9 33.1 19.1 86.1 61.5 13.9 38.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
34 35 35 41 43 101 91
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 96,384
COMMITMENTS
31,468 31,686 5,771 25,901 28,455 63,140 65,912 33,244 30,472
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -45,311)
-8,457 -5,483 406 -26,546 -29,108 -34,597 -34,186 -10,714 -11,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 32.9 6.0 26.9 29.5 65.5 68.4 34.5 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
23 18 8 24 14 51 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,159
COMMITMENTS
13,749 16,560 3,362 16,087 20,030 33,198 39,952 18,961 12,207
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 2,269)
3,249 -3,262 521 -1,508 6,215 2,261 3,473 8 -1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 31.7 6.4 30.8 38.4 63.6 76.6 36.4 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 12 3 7 9 21 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,518
COMMITMENTS
101,766 3,596 245 6,722 99,040 108,733 102,881 7,785 13,637
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 4,607)
1,818 -505 -10 2,233 9,462 4,041 8,947 566 -4,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.3 3.1 0.2 5.8 85.0 93.3 88.3 6.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
69 9 1 11 13 80 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 86,302
COMMITMENTS
24,485 35,913 7,453 39,644 17,521 71,581 60,887 14,721 25,414
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -12,136)
4,111 -14,140 368 -10,705 5,716 -6,225 -8,056 -5,911 -4,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 41.6 8.6 45.9 20.3 82.9 70.6 17.1 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 30 8 14 19 35 52
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 203,341
COMMITMENTS
32,064 46,987 13,700 131,053 114,122 176,818 174,809 26,523 28,532
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 3,104)
-4,462 14,248 -1,005 9,361 -6,534 3,894 6,710 -790 -3,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 23.1 6.7 64.5 56.1 87.0 86.0 13.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
27 23 10 25 20 55 50
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 182,408
COMMITMENTS
57,620 54,675 25,858 46,604 57,240 130,083 137,773 52,325 44,634
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 15,303)
7,740 -3,252 1,384 6,656 20,997 15,780 19,129 -476 -3,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 30.0 14.2 25.5 31.4 71.3 75.5 28.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
51 44 36 30 37 103 96
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,319
COMMITMENTS
11,543 8,893 0 11,244 14,484 22,787 23,377 2,532 1,942
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 224)
737 -347 0 2,301 385 3,038 38 -2,814 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.6 35.1 0.0 44.4 57.2 90.0 92.3 10.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 7 0 10 9 22 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 14,625,696
COMMITMENTS
703,846 596,286 4841378 7966847 8165685 13512071 13603350 1113626 1022346
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 392,374)
20,863 86,375 18,587 335,913 308,158 375,363 413,121 17,011 -20,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 4.1 33.1 54.5 55.8 92.4 93.0 7.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
78 41 95 130 124 246 227
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 623,335
COMMITMENTS
72,064 62,616 69,179 362,989 376,201 504,232 507,996 119,103 115,339
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -166,599)
10,546 -37,399 -24,746 -112,745 -67,342 -126,945 -129,487 -39,654 -37,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 10.0 11.1 58.2 60.4 80.9 81.5 19.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
57 34 51 77 65 152 133
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,103,431
COMMITMENTS
288,096 526,759 145,773 1310858 1190086 1744727 1862619 358,704 240,812
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -991,739)
-180,798 -113,928 -133,292 -508,434 -570,587 -822,524 -817,807 -169,214 -173,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 25.0 6.9 62.3 56.6 82.9 88.6 17.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
86 106 75 96 100 215 248
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,105
COMMITMENTS
15,562 25,817 284 66,710 63,181 82,556 89,282 9,549 2,823
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -27,970)
422 -9,115 -1,451 -22,726 -14,616 -23,755 -25,182 -4,215 -2,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 28.0 0.3 72.4 68.6 89.6 96.9 10.4 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
15 14 2 36 32 52 47
NEW YORK CDD - CHICAGO MERCANTILE EXCHANGE Code-16264C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CME CDD INDEX X $20) OPEN INTEREST: 15,122
COMMITMENTS
892 7,859 1,392 12,838 5,856 15,122 15,107 0 15
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,739)
-85 4,976 210 1,613 1,462 1,739 6,649 0 -4,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 52.0 9.2 84.9 38.7 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 2 8 11 15 16
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 25,705
COMMITMENTS
5,182 6,527 10 14,085 13,233 19,277 19,771 6,428 5,935
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -27,024)
384 -1,028 -264 -20,216 -15,332 -20,095 -16,623 -6,929 -10,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 25.4 0.0 54.8 51.5 75.0 76.9 25.0 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 9 1 21 17 34 26
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 277,081
COMMITMENTS
97,641 105,420 10,253 134,585 133,475 242,479 249,148 34,602 27,932
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -206,176)
-3,313 -51,992 -12,980 -145,987 -121,976 -162,279 -186,948 -43,896 -19,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 38.0 3.7 48.6 48.2 87.5 89.9 12.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
61 71 24 53 51 127 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 93,021
COMMITMENTS
58,477 9,459 1,719 3,861 65,342 64,058 76,520 28,963 16,501
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 16,711)
15,133 3,058 -484 762 24,038 15,411 26,613 1,299 -9,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.9 10.2 1.8 4.2 70.2 68.9 82.3 31.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
28 8 2 10 14 39 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,940
COMMITMENTS
406 11,757 0 22,109 13,828 22,515 25,585 6,425 3,355
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -25,279)
-7,623 -1,421 -3,145 -2,959 -18,016 -13,727 -22,581 -11,552 -2,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 40.6 0.0 76.4 47.8 77.8 88.4 22.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 11 0 16 18 17 29
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 601,745
COMMITMENTS
65,939 249,871 4,868 513,119 308,486 583,926 563,226 17,820 38,520
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -193,583)
-12,053 -52,697 -34,578 -134,291 -45,025 -180,922 -132,300 -12,661 -61,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 41.5 0.8 85.3 51.3 97.0 93.6 3.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
31 107 26 68 74 116 190
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 67,088
COMMITMENTS
12,201 31,620 7 47,328 31,771 59,536 63,398 7,552 3,690
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 3,443)
242 -880 -0 4,147 8,529 4,389 7,649 -946 -4,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 47.1 0.0 70.5 47.4 88.7 94.5 11.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
18 16 3 14 17 34 34
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 35,471
COMMITMENTS
7,203 5,744 419 15,998 23,767 23,620 29,930 11,851 5,541
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 4,175)
-1,080 1,105 27 5,355 5,513 4,302 6,645 -127 -2,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 16.2 1.2 45.1 67.0 66.6 84.4 33.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 9 1 16 14 27 23
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 18,030
COMMITMENTS
4,468 10,939 52 12,002 5,453 16,522 16,444 1,508 1,586
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,117)
-57 -248 -56 -217 -777 -330 -1,081 -787 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 60.7 0.3 66.6 30.2 91.6 91.2 8.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 6 1 9 6 18 13
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,451
COMMITMENTS
6,332 418 0 8,009 14,166 14,341 14,584 1,110 867
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 2.7 0.0 51.8 91.7 92.8 94.4 7.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 2 0 5 5 15 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 12,290
COMMITMENTS
1,772 966 14 7,983 8,771 9,769 9,751 2,521 2,539
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,399)
0 0 0 -21 1,378 -21 1,378 1,420 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 7.9 0.1 65.0 71.4 79.5 79.3 20.5 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 2 2 12 10 19 13
Updated June 27, 2008