BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,238
COMMITMENTS
0 0 0 3,204 4,064 3,204 4,064 1,034 175
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 103)
0 0 0 71 73 71 73 31 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 75.6 95.9 75.6 95.9 24.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 8 14 8
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,457
COMMITMENTS
5,105 1,926 7,985 32,060 30,535 45,151 40,446 5,306 10,011
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,170)
154 -138 82 1,079 1,477 1,315 1,422 -146 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 3.8 15.8 63.5 60.5 89.5 80.2 10.5 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
11 17 22 26 30 53 53
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 256,020
COMMITMENTS
46,933 33,666 63,768 116,450 123,073 227,151 220,508 28,869 35,512
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -7,855)
-5,935 2,633 -451 -1,512 -9,169 -7,897 -6,987 42 -868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 13.1 24.9 45.5 48.1 88.7 86.1 11.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
90 71 98 46 55 196 183
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 356,559
COMMITMENTS
74,451 43,226 94,797 161,244 153,425 330,493 291,449 26,067 65,111
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -5,348)
-4,315 6,440 -3,454 3,624 -4,432 -4,145 -1,446 -1,203 -3,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 12.1 26.6 45.2 43.0 92.7 81.7 7.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
93 90 117 102 154 268 307
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,909
COMMITMENTS
3,835 5,108 2,928 6,054 4,870 12,817 12,906 2,092 2,002
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 328)
-37 -446 190 -23 386 130 131 198 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 34.3 19.6 40.6 32.7 86.0 86.6 14.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
40 32 21 22 29 72 77
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,952
COMMITMENTS
11,917 6,148 8,780 8,906 7,277 29,602 22,204 5,350 12,748
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -1,959)
835 -197 -306 -1,512 71 -982 -432 -977 -1,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 17.6 25.1 25.5 20.8 84.7 63.5 15.3 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
37 32 37 44 36 108 85
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 109,004
COMMITMENTS
32,932 32,116 7,112 37,558 46,296 77,603 85,524 31,401 23,480
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -1,368)
-12,470 11,985 -844 13,239 -11,813 -74 -672 -1,294 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 29.5 6.5 34.5 42.5 71.2 78.5 28.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 20 10 25 23 51 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 63,505
COMMITMENTS
17,779 22,092 3,554 24,295 20,741 45,628 46,387 17,877 17,119
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 5,170)
-315 2,440 493 9,686 -436 9,864 2,497 -4,693 2,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 34.8 5.6 38.3 32.7 71.8 73.0 28.2 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 16 5 15 12 30 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 104,643
COMMITMENTS
90,545 11,789 305 5,705 91,016 96,555 103,110 8,088 1,533
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -7,046)
-7,430 3,926 -1,144 105 -9,300 -8,469 -6,518 1,423 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.5 11.3 0.3 5.5 87.0 92.3 98.5 7.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
67 13 1 9 16 76 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 111,838
COMMITMENTS
43,270 40,778 6,842 41,524 38,158 91,636 85,778 20,201 26,059
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -4,483)
-5,248 -3,497 448 1,997 -645 -2,802 -3,694 -1,681 -789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 36.5 6.1 37.1 34.1 81.9 76.7 18.1 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 32 11 14 19 40 56
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 223,505
COMMITMENTS
34,188 44,712 20,026 145,664 133,184 199,878 197,922 23,627 25,583
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -8,398)
-8,096 9,750 -846 3,896 -21,076 -5,046 -12,172 -3,351 3,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 20.0 9.0 65.2 59.6 89.4 88.6 10.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 30 17 27 23 65 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 193,533
COMMITMENTS
53,919 68,768 31,109 62,046 43,672 147,074 143,550 46,459 49,983
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -17,671)
-16,948 3,861 512 1,525 -22,561 -14,911 -18,188 -2,760 517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 35.5 16.1 32.1 22.6 76.0 74.2 24.0 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
50 49 41 32 37 102 107
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,995
COMMITMENTS
11,649 10,065 0 14,667 17,116 26,316 27,181 2,679 1,814
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,063)
-1,735 1,665 0 2,773 -980 1,038 685 25 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 34.7 0.0 50.6 59.0 90.8 93.7 9.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 9 0 13 10 25 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 15,688,209
COMMITMENTS
851,711 354,837 5300365 8477371 9045787 14629447 14700989 1058762 987,219
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 197,409)
-29,759 16,415 169,757 88,076 81,488 228,074 267,660 -30,665 -70,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.3 33.8 54.0 57.7 93.3 93.7 6.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
82 50 119 132 127 271 250
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 705,042
COMMITMENTS
77,845 52,207 84,682 418,776 413,579 581,302 550,468 123,739 154,573
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 7,708)
-7,217 2,800 1,726 9,051 1,815 3,560 6,341 4,149 1,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 7.4 12.0 59.4 58.7 82.4 78.1 17.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
51 51 65 83 65 169 147
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,665,854
COMMITMENTS
469,338 629,459 188,983 1507511 1638545 2165833 2456987 500,021 208,867
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 74,374)
27,116 -20,679 11,391 32,200 79,896 70,706 70,609 3,668 3,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 23.6 7.1 56.5 61.5 81.2 92.2 18.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
117 114 98 112 109 285 266
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 105,331
COMMITMENTS
16,076 30,525 641 74,179 70,983 90,896 102,149 14,434 3,182
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 9,319)
3,713 422 280 4,796 9,002 8,789 9,704 530 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 29.0 0.6 70.4 67.4 86.3 97.0 13.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
11 18 4 39 28 53 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,219
COMMITMENTS
3,128 6,195 5 20,970 17,623 24,103 23,823 6,116 6,396
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,680)
177 -1,840 -0 1,272 1,763 1,449 -77 231 1,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 20.5 0.0 69.4 58.3 79.8 78.8 20.2 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 11 1 20 20 26 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 331,670
COMMITMENTS
104,569 139,875 8,615 187,035 156,850 300,219 305,341 31,451 26,329
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 2,565)
10,108 -3,741 -2,996 -7,506 10,888 -394 4,151 2,958 -1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 42.2 2.6 56.4 47.3 90.5 92.1 9.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
71 71 24 55 57 143 136
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 101,014
COMMITMENTS
45,321 19,160 5,508 20,964 66,465 71,793 91,133 29,222 9,881
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -17,551)
-21,200 4,395 -2,380 8,353 -16,166 -15,228 -14,152 -2,324 -3,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 19.0 5.5 20.8 65.8 71.1 90.2 28.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
23 12 3 19 15 43 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,464
COMMITMENTS
1,320 11,474 0 26,154 16,219 27,474 27,693 3,990 3,770
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -4,380)
296 -4,155 0 -1,305 33 -1,009 -4,122 -3,371 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 36.5 0.0 83.1 51.5 87.3 88.0 12.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 15 0 19 19 22 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 601,485
COMMITMENTS
83,635 261,354 5,332 500,248 310,630 589,214 577,316 12,271 24,169
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: -33,713)
103 -19,059 -287 -34,034 9,431 -34,219 -9,915 505 -23,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 43.5 0.9 83.2 51.6 98.0 96.0 2.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
40 105 27 60 75 120 187
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 76,994
COMMITMENTS
14,141 37,871 7 54,130 31,204 68,278 69,082 8,716 7,912
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,720)
32 1,422 0 1,574 -369 1,606 1,053 114 667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 49.2 0.0 70.3 40.5 88.7 89.7 11.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
21 20 3 16 23 39 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,910
COMMITMENTS
7,952 8,666 388 20,342 41,594 28,682 50,648 31,228 9,262
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 7,857)
297 2,113 49 881 3,327 1,227 5,489 6,630 2,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 14.5 0.6 34.0 69.4 47.9 84.5 52.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 9 2 19 19 34 28
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 19,741
COMMITMENTS
5,222 11,371 52 12,835 6,615 18,109 18,038 1,632 1,703
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 834)
316 618 0 291 12 607 630 227 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 57.6 0.3 65.0 33.5 91.7 91.4 8.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 6 1 8 7 19 14
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,849
COMMITMENTS
6,288 1,490 0 7,718 12,626 14,006 14,116 843 733
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 142)
254 706 0 -17 -523 237 183 -95 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 10.0 0.0 52.0 85.0 94.3 95.1 5.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 6 0 6 6 18 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/29/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 13,685
COMMITMENTS
1,080 1,127 14 8,910 10,409 10,004 11,550 3,681 2,135
CHANGES FROM 07/22/08 (CHANGE IN OPEN INTEREST: 1,197)
0 400 0 680 1,216 680 1,616 517 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 8.2 0.1 65.1 76.1 73.1 84.4 26.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 4 2 14 13 19 18
Updated August 1, 2008