BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,455
COMMITMENTS
0 0 0 2,412 2,938 2,412 2,938 1,043 517
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 18)
0 0 0 -200 -202 -200 -202 218 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 69.8 85.0 69.8 85.0 30.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 15 9 15 9
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,615
COMMITMENTS
2,760 5,374 8,922 36,307 29,790 47,989 44,087 7,625 11,528
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -739)
-317 649 84 -1,585 -1,169 -1,817 -436 1,078 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 9.7 16.0 65.3 53.6 86.3 79.3 13.7 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
8 22 23 26 33 53 59
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,474
COMMITMENTS
39,522 28,947 54,510 102,550 104,926 196,582 188,383 22,892 31,092
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -11,559)
-2,429 -1,013 -2,015 -3,743 -2,151 -8,188 -5,180 -3,371 -6,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 13.2 24.8 46.7 47.8 89.6 85.8 10.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
88 70 90 52 62 177 198
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 297,516
COMMITMENTS
67,787 59,912 57,873 147,596 123,137 273,256 240,922 24,260 56,594
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -19,668)
-3,730 -2,231 -8,201 -4,781 -5,114 -16,712 -15,546 -2,956 -4,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 20.1 19.5 49.6 41.4 91.8 81.0 8.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
71 102 99 103 143 239 297
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 12,496
COMMITMENTS
4,428 5,294 1,759 4,498 3,117 10,685 10,171 1,812 2,325
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -9)
147 165 97 -147 -283 97 -21 -106 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 42.4 14.1 36.0 24.9 85.5 81.4 14.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
30 34 18 19 24 57 71
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,643
COMMITMENTS
8,356 9,889 6,381 9,820 3,828 24,557 20,098 5,086 9,545
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 465)
-748 539 880 855 359 987 1,778 -521 -1,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 33.4 21.5 33.1 12.9 82.8 67.8 17.2 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
33 46 35 44 27 95 94
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 103,558
COMMITMENTS
17,498 33,696 11,324 49,306 34,800 78,128 79,820 25,430 23,738
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -51,382)
-16,803 -9,606 1,586 -33,618 -38,837 -48,835 -46,858 -2,547 -4,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 32.5 10.9 47.6 33.6 75.4 77.1 24.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
19 28 16 18 17 44 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 51,576
COMMITMENTS
9,485 16,660 5,815 21,993 16,625 37,293 39,101 14,282 12,474
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 4,589)
879 -4,312 1,124 -1,176 11,824 828 8,636 3,762 -4,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 32.3 11.3 42.6 32.2 72.3 75.8 27.7 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 20 8 8 8 23 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 48,562
COMMITMENTS
14,498 8,069 0 30,288 37,558 44,786 45,627 3,776 2,935
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -1,662)
-10,316 563 -3 9,171 -2,542 -1,148 -1,982 -514 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 16.6 0.0 62.4 77.3 92.2 94.0 7.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 20 0 8 11 25 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 115,805
COMMITMENTS
11,650 57,813 12,456 79,071 17,629 103,178 87,897 12,627 27,908
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -6,652)
-6,583 -8,777 986 1,592 1,244 -4,006 -6,547 -2,646 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 49.9 10.8 68.3 15.2 89.1 75.9 10.9 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 39 11 17 16 31 61
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 182,026
COMMITMENTS
47,240 19,394 16,017 93,352 130,699 156,610 166,111 25,416 15,915
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 11,804)
-216 -5,118 2,032 10,531 20,529 12,347 17,443 -543 -5,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 10.7 8.8 51.3 71.8 86.0 91.3 14.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
33 28 17 19 20 60 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 202,651
COMMITMENTS
30,837 66,125 37,494 91,446 54,994 159,776 158,613 42,874 44,038
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 9,726)
-918 -8,863 -5,233 13,594 23,511 7,442 9,415 2,283 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 32.6 18.5 45.1 27.1 78.8 78.3 21.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
36 54 36 29 35 88 102
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,337
COMMITMENTS
4,418 9,004 0 16,676 9,725 21,094 18,729 1,243 3,608
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 2,999)
-3,326 -2,640 0 5,807 5,027 2,481 2,387 518 612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 40.3 0.0 74.7 43.5 94.4 83.8 5.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 8 0 8 6 13 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 13,402,817
COMMITMENTS
742,814 388,207 4321771 7347928 7792172 12412512 12502150 990,305 900,667
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -943,878)
-328,387 -19,648 -154,611 -337,352 -711,120 -820,349 -885,378 -123,528 -58,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 2.9 32.2 54.8 58.1 92.6 93.3 7.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
71 39 92 118 117 229 213
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 698,695
COMMITMENTS
85,939 53,740 82,274 409,540 436,413 577,753 572,426 120,942 126,269
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -175,212)
3,469 -9,990 -53,969 -80,561 -62,178 -131,061 -126,136 -44,151 -49,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 7.7 11.8 58.6 62.5 82.7 81.9 17.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
52 37 57 83 68 162 135
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,471,965
COMMITMENTS
340,206 490,885 193,118 1481202 1466559 2014526 2150562 457,440 321,404
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -1,010,997)
-207,670 -162,433 -154,174 -627,077 -749,075 -988,922 -1065682 -22,076 54,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 19.9 7.8 59.9 59.3 81.5 87.0 18.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
111 100 76 120 119 264 262
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 86,638
COMMITMENTS
9,672 21,494 368 66,613 61,597 76,654 83,459 9,984 3,178
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -42,489)
-10,244 -8,076 -1,584 -23,789 -31,296 -35,616 -40,956 -6,873 -1,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 24.8 0.4 76.9 71.1 88.5 96.3 11.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
9 16 2 34 36 44 53
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 21,031
COMMITMENTS
1,851 3,507 89 14,010 12,171 15,951 15,767 5,081 5,264
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -19,029)
-3,948 -923 -237 -11,241 -14,444 -15,425 -15,604 -3,603 -3,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 16.7 0.4 66.6 57.9 75.8 75.0 24.2 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 9 2 18 15 23 26
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 290,103
COMMITMENTS
86,207 104,633 6,053 173,826 167,911 266,085 278,596 24,018 11,507
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -153,154)
-29,442 -15,565 -22,242 -78,366 -87,746 -130,050 -125,553 -23,104 -27,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 36.1 2.1 59.9 57.9 91.7 96.0 8.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
56 66 21 55 54 121 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 62,183
COMMITMENTS
8,648 27,210 3,294 33,324 16,062 45,266 46,565 16,917 15,617
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 1,385)
-2,026 1,307 437 3,651 3,526 2,063 5,271 -678 -3,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 43.8 5.3 53.6 25.8 72.8 74.9 27.2 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 21 5 10 15 20 39
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 58,575
COMMITMENTS
14,636 21,231 8 36,650 30,858 51,294 52,097 7,281 6,478
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 3,682)
3,129 -4,011 5 2,808 8,841 5,942 4,835 -2,260 -1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 36.2 0.0 62.6 52.7 87.6 88.9 12.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
19 17 2 15 22 36 39
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,277
COMMITMENTS
8,877 15,069 131 28,318 29,216 37,326 44,416 15,951 8,861
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: 597)
1,547 2,123 -963 -642 9,523 -58 10,683 655 -10,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 28.3 0.2 53.2 54.8 70.1 83.4 29.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 13 2 15 22 26 35
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 18,473
COMMITMENTS
3,858 8,643 37 12,957 8,401 16,852 17,081 1,621 1,392
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -5,327)
723 -4,321 -807 -4,917 6 -5,001 -5,122 -326 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 46.8 0.2 70.1 45.5 91.2 92.5 8.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 8 1 8 10 16 18
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/23/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,624
COMMITMENTS
6,332 1,809 0 8,602 12,973 14,934 14,782 690 842
CHANGES FROM 09/16/08 (CHANGE IN OPEN INTEREST: -359)
-21 226 -151 533 74 361 149 -720 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 11.6 0.0 55.1 83.0 95.6 94.6 4.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 8 0 6 5 16 13
Updated September 26, 2008