MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 54,227
COMMITMENTS
2,987 3,958 8,533 36,448 30,211 47,968 42,702 6,259 11,525
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -5,121)
-672 -439 -590 -4,204 -4,117 -5,465 -5,145 344 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 7.3 15.7 67.2 55.7 88.5 78.7 11.5 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
10 18 22 27 33 53 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 242,398
COMMITMENTS
40,308 27,820 68,611 109,597 109,801 218,517 206,233 23,882 36,165
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -4,264)
-2,029 958 1,675 -3,967 -9,635 -4,321 -7,002 57 2,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 11.5 28.3 45.2 45.3 90.1 85.1 9.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
75 81 101 46 59 182 197
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,026
COMMITMENTS
73,416 60,284 63,773 150,361 128,520 287,549 252,576 23,477 58,450
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -7,422)
-6 5,664 -5,010 -3,193 -8,827 -8,209 -8,173 787 751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 19.4 20.5 48.3 41.3 92.5 81.2 7.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
82 99 102 97 140 242 293
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 12,916
COMMITMENTS
3,996 4,773 2,161 4,715 3,878 10,871 10,812 2,045 2,103
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -317)
286 881 -224 -385 -1,406 -323 -750 7 433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 37.0 16.7 36.5 30.0 84.2 83.7 15.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
32 37 19 20 28 62 78
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,697
COMMITMENTS
9,448 8,512 6,576 8,044 4,209 24,069 19,297 5,628 10,400
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -2,012)
-823 717 -2,376 623 -858 -2,576 -2,517 564 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 28.7 22.1 27.1 14.2 81.0 65.0 19.0 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
33 36 40 33 22 87 84
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 150,923
COMMITMENTS
36,952 46,373 11,424 76,281 65,728 124,657 123,525 26,265 27,398
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 13,399)
-3,435 -8,430 510 18,819 24,694 15,893 16,773 -2,494 -3,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 30.7 7.6 50.5 43.6 82.6 81.8 17.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
19 28 12 31 22 58 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 77,216
COMMITMENTS
12,238 26,045 4,062 48,321 28,921 64,621 59,029 12,595 18,187
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 2,596)
-499 1,145 -2,383 5,145 2,541 2,263 1,303 334 1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 33.7 5.3 62.6 37.5 83.7 76.4 16.3 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 21 5 17 11 28 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 88,227
COMMITMENTS
32,756 7,275 1,496 43,466 72,493 77,718 81,264 10,509 6,963
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -16,620)
-18,248 -240 -67 3,707 -14,750 -14,609 -15,057 -2,012 -1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 8.2 1.7 49.3 82.2 88.1 92.1 11.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 22 7 14 18 48 46
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 142,617
COMMITMENTS
16,067 62,807 13,803 87,778 29,122 117,649 105,733 24,969 36,885
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -1,903)
3,152 3,418 -3,901 -3,060 -2,315 -3,809 -2,798 1,906 895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 44.0 9.7 61.5 20.4 82.5 74.1 17.5 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
18 39 14 19 20 41 70
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 241,493
COMMITMENTS
35,277 24,540 12,268 168,358 182,816 215,903 219,624 25,590 21,869
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -7,233)
3,362 -17,132 -8,513 -3,045 21,135 -8,196 -4,509 964 -2,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 10.2 5.1 69.7 75.7 89.4 90.9 10.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
28 27 13 28 26 63 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 226,974
COMMITMENTS
37,478 76,451 32,791 106,789 69,135 177,057 178,377 49,916 48,597
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,286)
-4,156 -1,852 -10,177 12,830 16,110 -1,504 4,082 2,790 -2,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 33.7 14.4 47.0 30.5 78.0 78.6 22.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
44 51 36 33 33 93 104
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,411
COMMITMENTS
8,773 11,723 0 18,656 13,985 27,429 25,708 982 2,703
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,468)
-592 544 0 1,800 678 1,208 1,222 260 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 41.3 0.0 65.7 49.2 96.5 90.5 3.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 11 0 18 11 24 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,882,069
COMMITMENTS
1060744 344,530 5873958 8851071 9648012 15785773 15866500 1096296 1015569
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 279,259)
27,792 -9,712 182,959 103,893 89,979 314,643 263,226 -35,385 16,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.0 34.8 52.4 57.1 93.5 94.0 6.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
93 39 111 130 127 264 244
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 735,293
COMMITMENTS
79,220 66,431 100,527 422,490 436,332 602,238 603,290 133,055 132,003
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 52,049)
3,084 11,106 28,145 6,147 8,857 37,375 48,108 14,674 3,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 9.0 13.7 57.5 59.3 81.9 82.0 18.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
56 44 63 80 67 164 146
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,807,088
COMMITMENTS
483,860 665,174 229,321 1639804 1687645 2352985 2582141 454,102 224,947
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 188,223)
47,966 24,804 57,684 87,374 105,886 193,025 188,374 -4,802 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 23.7 8.2 58.4 60.1 83.8 92.0 16.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
109 116 99 127 123 282 292
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 112,478
COMMITMENTS
18,333 30,018 949 78,155 77,558 97,438 108,525 15,039 3,952
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 2,392)
-713 -1,932 201 2,300 1,824 1,787 93 604 2,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 26.7 0.8 69.5 69.0 86.6 96.5 13.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
12 18 6 37 35 50 58
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 31,151
COMMITMENTS
4,745 4,463 109 19,719 20,497 24,574 25,069 6,577 6,082
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,506)
1,115 2,169 37 766 1,474 1,919 3,680 -413 -2,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 14.3 0.4 63.3 65.8 78.9 80.5 21.1 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 8 2 20 26 27 35
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 364,335
COMMITMENTS
114,401 151,705 10,493 219,771 189,312 344,665 351,509 19,669 12,825
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 36,388)
5,156 20,578 -229 50,944 23,099 55,871 43,448 -19,483 -7,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 41.6 2.9 60.3 52.0 94.6 96.5 5.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
66 84 32 60 64 142 165
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 99,724
COMMITMENTS
33,763 30,466 2,087 46,917 47,771 82,767 80,323 16,957 19,400
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 7,127)
-1,348 -1,684 -1,645 12,311 10,771 9,317 7,442 -2,190 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 30.6 2.1 47.0 47.9 83.0 80.5 17.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 20 5 16 19 28 41
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,175
COMMITMENTS
1,449 8,596 0 27,002 19,767 28,451 28,363 3,725 3,812
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -10)
0 -46 0 -1,051 127 -1,051 81 1,041 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 26.7 0.0 83.9 61.4 88.4 88.2 11.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 11 0 18 21 20 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 554,679
COMMITMENTS
85,469 175,120 16,462 443,646 346,225 545,578 537,807 9,101 16,872
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: -17,374)
-1,486 -8,121 2,891 -17,485 -13,236 -16,081 -18,466 -1,293 1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 31.6 3.0 80.0 62.4 98.4 97.0 1.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
48 103 32 56 81 120 200
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 104,549
COMMITMENTS
13,625 41,210 1,869 71,865 44,292 87,358 87,371 17,191 17,178
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 22,039)
1,804 -829 1,169 10,420 12,168 13,393 12,508 8,646 9,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 39.4 1.8 68.7 42.4 83.6 83.6 16.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
20 17 8 22 29 43 53
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 94,780
COMMITMENTS
10,311 19,138 2,307 35,207 62,833 47,825 84,278 46,955 10,502
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 21,253)
-5,624 4,230 1,872 5,827 10,152 2,075 16,254 19,178 4,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 20.2 2.4 37.1 66.3 50.5 88.9 49.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 13 7 24 22 43 36
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 23,024
COMMITMENTS
2,571 13,430 798 17,121 7,447 20,490 21,675 2,534 1,349
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 362)
-1,412 705 -580 1,717 79 -275 204 637 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 58.3 3.5 74.4 32.3 89.0 94.1 11.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 8 2 10 9 16 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,510
COMMITMENTS
5,335 1,213 5 7,926 12,447 13,266 13,665 2,244 1,845
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 1,223)
-84 -69 5 79 191 0 127 1,223 1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 7.8 0.0 51.1 80.3 85.5 88.1 14.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
10 5 1 6 5 16 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 13,882
COMMITMENTS
1,437 1,021 7 8,575 11,036 10,019 12,064 3,863 1,818
CHANGES FROM 09/02/08 (CHANGE IN OPEN INTEREST: 248)
71 -224 0 -597 244 -526 20 774 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 7.4 0.1 61.8 79.5 72.2 86.9 27.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 1 14 15 20 18
Updated September 12, 2008