BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,995
COMMITMENTS
0 0 0 3,028 3,865 3,028 3,865 967 130
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -344)
0 0 0 -284 -289 -284 -289 -60 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 75.8 96.7 75.8 96.7 24.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 9 14 9
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,294
COMMITMENTS
4,958 2,034 8,051 31,033 28,827 44,043 38,912 5,251 10,381
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 851)
-90 271 125 1,125 477 1,159 872 -309 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 4.1 16.3 63.0 58.5 89.3 78.9 10.7 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
13 16 20 26 29 50 54
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,917
COMMITMENTS
58,965 41,177 58,855 122,491 135,040 240,311 235,071 30,606 35,845
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 3,506)
10,366 -3,171 -4,035 -3,340 10,241 2,990 3,035 516 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 15.2 21.7 45.2 49.8 88.7 86.8 11.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
95 87 98 51 58 204 202
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,963
COMMITMENTS
752 605 83 300 679 1,135 1,367 828 596
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -146)
37 -57 42 -75 -122 4 -137 -150 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 30.8 4.2 15.3 34.6 57.8 69.6 42.2 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 8 2 7 3 18 11
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 361,826
COMMITMENTS
85,040 29,607 91,688 157,690 169,825 334,418 291,121 27,408 70,705
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -15,278)
-9,307 5,187 1,555 -6,780 -18,885 -14,532 -12,143 -745 -3,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 8.2 25.3 43.6 46.9 92.4 80.5 7.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
126 66 113 94 166 272 310
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,292
COMMITMENTS
3,919 5,307 2,429 6,004 4,658 12,352 12,393 1,940 1,899
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -630)
-122 3 -262 -149 -330 -532 -588 -98 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 37.1 17.0 42.0 32.6 86.4 86.7 13.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
32 29 13 19 28 56 69
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,956
COMMITMENTS
9,800 7,005 8,550 11,879 7,215 30,229 22,770 5,727 13,187
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 1,221)
210 359 475 -100 -469 585 364 636 857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 19.5 23.8 33.0 20.1 84.1 63.3 15.9 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
33 34 35 40 41 98 90
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 107,593
COMMITMENTS
41,983 25,697 6,454 26,991 52,980 75,429 85,131 32,164 22,461
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 6,672)
8,093 -10,436 1,393 -4,277 18,881 5,209 9,839 1,463 -3,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 23.9 6.0 25.1 49.2 70.1 79.1 29.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
27 16 8 20 21 51 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,645
COMMITMENTS
33,098 18,033 2,601 8,730 38,612 44,429 59,245 25,215 10,399
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 12,145)
14,700 -4,843 201 -5,090 18,950 9,811 14,308 2,333 -2,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 25.9 3.7 12.5 55.4 63.8 85.1 36.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
24 15 4 9 16 34 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 107,271
COMMITMENTS
87,130 14,896 322 12,424 89,986 99,876 105,204 7,395 2,067
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 6,800)
4,446 4,306 -84 3,025 8,331 7,387 12,553 -587 -5,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.2 13.9 0.3 11.6 83.9 93.1 98.1 6.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
60 16 1 8 15 68 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 118,030
COMMITMENTS
50,350 43,023 6,556 39,233 43,034 96,139 92,613 21,891 25,417
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 26,019)
19,083 4,287 925 4,971 22,307 24,979 27,519 1,040 -1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 36.5 5.6 33.2 36.5 81.5 78.5 18.5 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
22 32 9 12 18 40 53
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 258,956
COMMITMENTS
73,703 25,930 19,240 130,962 190,713 223,906 235,883 35,050 23,073
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 42,737)
38,732 -6,096 449 -3,204 50,563 35,978 44,917 6,760 -2,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 10.0 7.4 50.6 73.6 86.5 91.1 13.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
40 23 9 25 26 70 53
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 224,460
COMMITMENTS
85,387 60,003 31,287 54,713 86,910 171,387 178,201 53,073 46,259
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 15,338)
3,331 3,493 6,730 3,022 9,531 13,084 19,755 2,254 -4,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 26.7 13.9 24.4 38.7 76.4 79.4 23.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
52 56 43 33 38 117 105
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,068
COMMITMENTS
13,581 8,254 0 12,655 19,023 26,236 27,277 2,832 1,791
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -1,455)
1,369 -1,817 0 -1,437 418 -68 -1,399 -1,387 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 28.4 0.0 43.5 65.4 90.3 93.8 9.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 4 0 11 12 27 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 15,931,153
COMMITMENTS
1008726 368,380 5389271 8406800 9125241 14804797 14882892 1126356 1048261
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 135,834)
167,630 -183,955 3,947 -28,458 283,730 143,119 103,722 -7,285 32,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.3 33.8 52.8 57.3 92.9 93.4 7.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
82 47 110 133 129 267 244
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 799,911
COMMITMENTS
90,310 59,905 153,114 420,239 432,643 663,662 645,662 136,249 154,249
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 97,833)
6,745 4,870 46,276 30,494 31,786 83,515 82,933 14,318 14,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 7.5 19.1 52.5 54.1 83.0 80.7 17.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
69 44 74 84 64 182 153
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,897,781
COMMITMENTS
458,327 627,128 307,085 1596260 1743164 2361671 2677377 536,110 220,405
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 329,286)
94,708 -9,881 59,628 84,493 256,492 238,829 306,240 90,457 23,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 21.6 10.6 55.1 60.2 81.5 92.4 18.5 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
122 109 98 115 112 275 281
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 97,505
COMMITMENTS
13,126 29,365 117 71,722 64,104 84,964 93,586 12,541 3,919
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 4,701)
104 2,370 16 3,502 2,844 3,622 5,231 1,078 -530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 30.1 0.1 73.6 65.7 87.1 96.0 12.9 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
13 18 2 40 28 54 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,313
COMMITMENTS
3,818 7,358 43 19,467 17,278 23,328 24,679 6,985 5,634
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 3,809)
104 138 0 3,933 2,882 4,037 3,020 -228 789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 24.3 0.1 64.2 57.0 77.0 81.4 23.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 9 2 19 18 28 27
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 316,706
COMMITMENTS
103,781 115,083 14,256 178,030 162,600 296,067 291,939 20,639 24,767
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -497)
999 733 4,611 -5,383 -1,510 227 3,834 -724 -4,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 36.3 4.5 56.2 51.3 93.5 92.2 6.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
63 69 24 53 59 127 142
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 112,687
COMMITMENTS
69,926 14,709 3,730 7,687 83,820 81,343 102,259 31,344 10,428
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 9,101)
9,505 2,632 -59 -669 15,828 8,778 18,401 324 -9,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.1 13.1 3.3 6.8 74.4 72.2 90.7 27.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
31 12 3 16 18 49 31
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,042
COMMITMENTS
993 18,090 0 28,543 16,329 29,536 34,419 8,506 3,622
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 4,198)
133 2,817 0 2,517 2,086 2,650 4,903 1,548 -705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 47.6 0.0 75.0 42.9 77.6 90.5 22.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 18 0 17 19 19 37
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 678,789
COMMITMENTS
93,107 294,694 4,400 565,354 331,613 662,861 630,706 15,928 48,083
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 21,925)
9,801 14,734 833 9,455 578 20,089 16,145 1,836 5,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 43.4 0.6 83.3 48.9 97.7 92.9 2.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
36 116 25 61 70 113 195
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 73,762
COMMITMENTS
13,452 35,060 404 51,544 30,553 65,400 66,018 8,362 7,744
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 4,887)
2,324 4,025 397 2,649 741 5,370 5,163 -484 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 47.5 0.5 69.9 41.4 88.7 89.5 11.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
19 22 5 13 22 36 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,567
COMMITMENTS
8,118 7,021 421 22,137 38,897 30,676 46,339 22,891 7,228
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 6,166)
2,343 1,943 -53 1,752 4,523 4,042 6,413 2,124 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 13.1 0.8 41.3 72.6 57.3 86.5 42.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 12 2 17 22 32 34
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 18,698
COMMITMENTS
4,441 11,080 52 12,052 6,163 16,545 17,295 2,153 1,403
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 225)
4 -204 0 -18 265 -14 61 239 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 59.3 0.3 64.5 33.0 88.5 92.5 11.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 7 1 8 6 17 14
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,371
COMMITMENTS
6,511 693 44 7,889 14,188 14,444 14,925 1,927 1,446
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: 165)
168 119 -137 230 120 261 102 -96 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 4.2 0.3 48.2 86.7 88.2 91.2 11.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 4 2 7 6 19 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/15/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 11,524
COMMITMENTS
1,080 279 14 8,104 8,865 9,198 9,158 2,326 2,366
CHANGES FROM 07/08/08 (CHANGE IN OPEN INTEREST: -1,199)
-200 -906 0 263 315 63 -591 -1,262 -608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 2.4 0.1 70.3 76.9 79.8 79.5 20.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 2 12 11 17 14
Updated July 18, 2008