MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,320
COMMITMENTS
2,969 2,670 737 19,750 16,406 23,456 19,813 4,864 8,507
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -3,248)
166 263 -610 -2,538 -3,632 -2,982 -3,979 -266 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 9.4 2.6 69.7 57.9 82.8 70.0 17.2 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 12 7 24 22 41 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 209,386
COMMITMENTS
42,610 51,896 43,895 101,360 78,097 187,865 173,888 21,521 35,498
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 1,148)
82 798 -6,301 2,807 4,038 -3,412 -1,465 4,560 2,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 24.8 21.0 48.4 37.3 89.7 83.0 10.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
59 92 78 37 53 155 178
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,090
COMMITMENTS
66 511 490 979 613 1,535 1,614 555 476
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 24.4 23.4 46.8 29.3 73.4 77.2 26.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 9 4 6 4 11 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 243,690
COMMITMENTS
57,012 54,191 42,584 122,174 96,589 221,770 193,364 21,920 50,326
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 2,278)
-3,125 1,157 1,871 361 -1,090 -893 1,938 3,171 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 22.2 17.5 50.1 39.6 91.0 79.3 9.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
58 106 80 56 119 164 265
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,131
COMMITMENTS
4,166 4,711 387 3,000 2,063 7,553 7,161 1,578 1,970
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -242)
132 14 -221 57 86 -32 -121 -210 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 51.6 4.2 32.9 22.6 82.7 78.4 17.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
23 23 7 15 22 42 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,757
COMMITMENTS
19,708 7,106 3,551 7,627 6,803 30,886 17,460 3,871 17,297
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 1,943)
1,996 907 85 -461 -944 1,620 48 323 1,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.7 20.4 10.2 21.9 19.6 88.9 50.2 11.1 49.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
33 34 28 25 46 78 95
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 82,454
COMMITMENTS
31,648 15,224 2,300 19,093 48,776 53,041 66,300 29,413 16,154
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -570)
-4,007 2,567 895 489 -3,712 -2,623 -250 2,053 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 18.5 2.8 23.2 59.2 64.3 80.4 35.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
19 10 7 16 17 40 31
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,749
COMMITMENTS
21,345 23,516 0 20,724 31,809 42,069 55,325 20,680 7,424
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 1,391)
2,843 395 0 -5,358 1,974 -2,515 2,369 3,906 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 37.5 0.0 33.0 50.7 67.0 88.2 33.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 11 0 11 11 31 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 93,542
COMMITMENTS
62,120 6,254 248 24,805 85,065 87,173 91,567 6,369 1,975
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 7,777)
-73 351 0 8,413 7,962 8,340 8,313 -563 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.4 6.7 0.3 26.5 90.9 93.2 97.9 6.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
49 15 2 10 17 60 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 86,731
COMMITMENTS
30,569 33,831 603 37,955 29,709 69,127 64,143 17,604 22,588
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 8,093)
1,437 1,890 -6 3,824 4,367 5,255 6,251 2,838 1,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 39.0 0.7 43.8 34.3 79.7 74.0 20.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
14 30 2 20 15 35 46
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 193,786
COMMITMENTS
62,356 24,883 2,034 97,448 147,328 161,838 174,245 31,948 19,541
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 12,374)
17,249 -19,304 1,374 -10,358 30,073 8,265 12,143 4,109 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 12.8 1.0 50.3 76.0 83.5 89.9 16.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
35 23 8 29 25 68 52
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 179,512
COMMITMENTS
85,915 34,013 1,484 41,398 108,936 128,797 144,433 50,715 35,079
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 13,091)
14,218 -1,029 236 -7,127 15,900 7,327 15,107 5,764 -2,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.9 18.9 0.8 23.1 60.7 71.7 80.5 28.3 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
52 31 10 33 31 91 66
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,286
COMMITMENTS
14,848 1,345 57 3,471 19,013 18,376 20,415 2,910 871
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -58)
-1,389 -927 0 652 558 -737 -369 679 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.8 6.3 0.3 16.3 89.3 86.3 95.9 13.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 4 1 8 12 23 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,308,232
COMMITMENTS
1776646 540,702 1032585 6259994 7426794 9069225 9000081 1239007 1308151
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 511,571)
427,435 49,610 7,681 83,126 345,768 518,242 403,059 -6,671 108,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 5.2 10.0 60.7 72.0 88.0 87.3 12.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
56 33 85 121 123 224 214
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 544,792
COMMITMENTS
53,500 65,630 5,969 370,844 375,771 430,313 447,370 114,479 97,422
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 21,797)
5,024 3,858 630 13,941 5,788 19,595 10,276 2,202 11,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 12.0 1.1 68.1 69.0 79.0 82.1 21.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
36 41 17 73 60 120 107
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,993,208
COMMITMENTS
415,437 533,566 34,793 1254672 1240588 1704902 1808947 288,306 184,261
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 267,625)
60,606 102,030 15,506 106,599 102,510 182,711 220,046 84,914 47,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 26.8 1.7 62.9 62.2 85.5 90.8 14.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
83 102 26 107 98 206 210
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,911
COMMITMENTS
12,647 31,306 0 74,432 67,085 87,079 98,391 14,832 3,520
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 552)
1,635 4,174 0 -96 -3,924 1,539 250 -987 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 30.7 0.0 73.0 65.8 85.4 96.5 14.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
11 18 0 39 29 50 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 39,240
COMMITMENTS
4,970 10,364 428 24,260 22,186 29,658 32,978 9,582 6,262
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 1,118)
-76 489 360 -35 -528 249 321 869 797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 26.4 1.1 61.8 56.5 75.6 84.0 24.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 12 2 22 18 33 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 334,132
COMMITMENTS
116,810 162,852 9,184 170,025 142,628 296,019 314,664 38,113 19,468
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 50,834)
29,347 24,238 2,069 9,285 17,066 40,701 43,373 10,133 7,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 48.7 2.7 50.9 42.7 88.6 94.2 11.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
93 61 18 55 49 155 121
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 78,398
COMMITMENTS
35,947 12,551 407 12,975 54,657 49,329 67,615 29,069 10,783
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 17,975)
9,046 3,674 407 35 10,663 9,488 14,744 8,487 3,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 16.0 0.5 16.6 69.7 62.9 86.2 37.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 10 1 8 14 32 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,134
COMMITMENTS
1,333 15,022 12 26,938 21,171 28,283 36,205 11,851 3,929
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 3,218)
43 2,045 0 1,792 1,675 1,835 3,720 1,383 -502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 37.4 0.0 67.1 52.8 70.5 90.2 29.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 19 1 20 25 24 44
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 627,378
COMMITMENTS
61,045 267,553 4,113 544,476 295,897 609,634 567,563 17,744 59,815
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 39,732)
3,870 14,580 999 32,619 19,047 37,488 34,626 2,244 5,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 42.6 0.7 86.8 47.2 97.2 90.5 2.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
26 123 15 60 78 96 206
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 67,502
COMMITMENTS
12,358 35,169 325 43,633 22,857 56,316 58,351 11,186 9,151
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 3,559)
-945 -1,848 245 1,948 2,540 1,248 937 2,311 2,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 52.1 0.5 64.6 33.9 83.4 86.4 16.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 16 2 15 18 30 35
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,270
COMMITMENTS
15,708 3,964 73 21,163 39,610 36,944 43,647 21,326 14,623
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 6,953)
-1,930 -71 -117 5,030 2,063 2,983 1,875 3,970 5,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 6.8 0.1 36.3 68.0 63.4 74.9 36.6 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 3 2 15 14 27 19
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 11,777
COMMITMENTS
3,549 7,129 221 5,453 3,640 9,223 10,990 2,554 787
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 60.5 1.9 46.3 30.9 78.3 93.3 21.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 6 2 4 5 11 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 23,257
COMMITMENTS
6,497 3,531 1,977 11,491 9,978 19,965 15,486 3,292 7,771
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -204)
-80 50 0 -431 -522 -511 -472 307 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 15.2 8.5 49.4 42.9 85.8 66.6 14.2 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 3 6 15 19 24 27
Updated January 11, 2008