MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 55,498
COMMITMENTS
4,038 3,670 8,055 37,787 31,523 49,880 43,249 5,618 12,248
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 4,552)
113 1,177 314 3,724 1,870 4,151 3,361 401 1,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 6.6 14.5 68.1 56.8 89.9 77.9 10.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 17 21 27 31 52 57
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 252,232
COMMITMENTS
48,103 28,900 67,996 111,822 123,969 227,921 220,864 24,311 31,368
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -9,344)
-1,285 -708 -1,284 -6,076 -5,622 -8,646 -7,614 -698 -1,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 11.5 27.0 44.3 49.1 90.4 87.6 9.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
89 53 88 46 58 188 163
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 318,658
COMMITMENTS
73,388 48,125 68,301 154,833 143,359 296,523 259,785 22,135 58,873
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -3,070)
-1,430 1,603 128 -1,304 -5,185 -2,605 -3,454 -465 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 15.1 21.4 48.6 45.0 93.1 81.5 6.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
96 76 94 94 148 235 288
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,876
COMMITMENTS
4,230 3,845 3,281 5,237 6,077 12,748 13,203 2,128 1,673
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -332)
-151 -630 -129 -71 619 -352 -140 20 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 25.8 22.1 35.2 40.8 85.7 88.8 14.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
34 27 21 19 31 69 66
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,483
COMMITMENTS
12,234 5,581 10,055 9,193 8,231 31,481 23,867 5,002 12,616
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -1,188)
-62 844 -144 -341 -506 -547 193 -641 -1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 15.3 27.6 25.2 22.6 86.3 65.4 13.7 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
35 32 39 35 40 95 92
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,004
COMMITMENTS
42,312 66,973 8,432 60,540 33,150 111,284 108,555 28,719 31,448
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 6,346)
5,051 7,990 -795 2,743 -2,591 6,999 4,604 -653 1,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 47.8 6.0 43.2 23.7 79.5 77.5 20.5 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 32 13 27 20 57 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 71,396
COMMITMENTS
10,549 22,947 5,567 40,801 24,422 56,917 52,935 14,479 18,460
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 4,542)
-3,670 1,271 671 5,598 709 2,599 2,651 1,943 1,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 32.1 7.8 57.1 34.2 79.7 74.1 20.3 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 20 5 14 13 28 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 106,328
COMMITMENTS
59,148 8,839 760 33,333 81,634 93,241 91,233 13,087 15,095
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 556)
-899 -680 31 642 -6,261 -226 -6,910 783 7,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.6 8.3 0.7 31.3 76.8 87.7 85.8 12.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
53 18 3 10 16 63 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 125,881
COMMITMENTS
14,945 57,566 11,336 79,447 22,255 105,727 91,156 20,153 34,725
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 14,113)
-4,111 6,488 3,522 12,784 344 12,194 10,353 1,918 3,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 45.7 9.0 63.1 17.7 84.0 72.4 16.0 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 40 13 20 16 41 62
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 256,492
COMMITMENTS
34,871 62,884 19,439 176,840 140,844 231,149 223,167 25,344 33,326
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 5,008)
-6,748 3,430 1,948 7,498 -3,480 2,698 1,898 2,311 3,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 24.5 7.6 68.9 54.9 90.1 87.0 9.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
31 31 10 32 23 66 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 206,154
COMMITMENTS
41,336 62,909 37,573 66,119 44,315 145,029 144,797 61,126 61,357
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 10,345)
-1,099 250 3,615 2,431 -1,011 4,947 2,854 5,398 7,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 30.5 18.2 32.1 21.5 70.3 70.2 29.7 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
53 47 44 28 33 100 105
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,137
COMMITMENTS
10,267 10,864 0 15,206 13,776 25,473 24,640 2,664 3,497
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -3,571)
-372 -1,226 0 -3,596 -3,495 -3,968 -4,721 397 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.5 38.6 0.0 54.0 49.0 90.5 87.6 9.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
9 8 0 12 11 21 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,211,516
COMMITMENTS
1019182 344,431 5389454 8605128 9357880 15013764 15091765 1197752 1119751
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 74,041)
7,638 1,749 4,729 -17,762 -55,521 -5,395 -49,044 79,436 123,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.1 33.2 53.1 57.7 92.6 93.1 7.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
88 48 110 139 130 273 246
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 682,627
COMMITMENTS
74,983 59,911 72,753 411,509 413,892 559,245 546,556 123,382 136,071
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -31,712)
-1,921 8,643 -21,433 -7,207 -7,760 -30,561 -20,550 -1,150 -11,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 8.8 10.7 60.3 60.6 81.9 80.1 18.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
51 43 53 81 68 155 141
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,619,719
COMMITMENTS
475,319 647,381 160,051 1512654 1595180 2148024 2402612 471,694 217,107
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -32,818)
14,312 46,981 -37,100 14,484 -25,197 -8,303 -15,315 -24,515 -17,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 24.7 6.1 57.7 60.9 82.0 91.7 18.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
89 132 84 108 108 245 276
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,360
COMMITMENTS
17,617 29,843 371 74,009 73,873 91,997 104,087 15,364 3,273
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 2,369)
1,365 170 42 260 1,324 1,666 1,536 703 833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 27.8 0.3 68.9 68.8 85.7 97.0 14.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 16 4 36 30 52 49
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 32,258
COMMITMENTS
4,971 2,988 72 18,249 18,848 23,293 21,908 8,965 10,350
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,946)
1,488 -1,689 3 -1,974 1,036 -484 -650 2,430 2,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 9.3 0.2 56.6 58.4 72.2 67.9 27.8 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 7 2 20 22 28 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 346,516
COMMITMENTS
129,205 126,364 6,590 160,101 182,564 295,895 315,518 50,621 30,998
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 2,365)
6,717 -11,569 -6,794 -9,860 16,009 -9,937 -2,355 12,302 4,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 36.5 1.9 46.2 52.7 85.4 91.1 14.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
63 77 26 52 58 132 145
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 83,443
COMMITMENTS
32,546 25,256 3,111 28,017 35,340 63,675 63,707 19,768 19,736
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 2,759)
3,484 6,648 602 4,281 -10,416 8,366 -3,166 -5,607 5,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 30.3 3.7 33.6 42.4 76.3 76.3 23.7 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 16 3 14 14 30 33
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,857
COMMITMENTS
1,049 8,516 0 25,988 18,528 27,037 27,044 3,820 3,813
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 769)
0 -148 0 454 200 454 52 315 717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 27.6 0.0 84.2 60.0 87.6 87.6 12.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 11 0 17 21 19 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 578,920
COMMITMENTS
81,041 184,505 10,955 470,525 363,615 562,521 559,075 16,400 19,846
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -4,115)
7,917 -23,981 3,541 15,312 31,326 26,769 10,885 -30,884 -15,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 31.9 1.9 81.3 62.8 97.2 96.6 2.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
42 106 32 62 76 126 192
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 78,113
COMMITMENTS
10,874 38,377 18 58,313 31,251 69,205 69,646 8,908 8,467
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,462)
-1,951 382 1 2,596 134 646 517 816 945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 49.1 0.0 74.7 40.0 88.6 89.2 11.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 17 5 18 21 37 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 67,231
COMMITMENTS
13,641 8,768 233 22,804 47,504 36,678 56,505 30,553 10,726
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 8,654)
4,570 -831 20 -191 5,189 4,399 4,378 4,255 4,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 13.0 0.3 33.9 70.7 54.6 84.0 45.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
12 9 4 19 17 34 27
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 21,254
COMMITMENTS
4,366 12,419 0 15,057 7,646 19,423 20,065 1,831 1,189
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,320)
-708 437 0 1,889 847 1,181 1,284 139 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 58.4 0.0 70.8 36.0 91.4 94.4 8.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 7 0 10 7 19 14
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 13,909
COMMITMENTS
5,144 1,310 2 7,831 11,785 12,977 13,097 932 812
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: -3,601)
-746 97 -387 -71 -719 -1,204 -1,009 -2,397 -2,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 9.4 0.0 56.3 84.7 93.3 94.2 6.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 5 1 5 5 17 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 14,686
COMMITMENTS
1,080 2,046 14 9,491 10,359 10,585 12,419 4,101 2,267
CHANGES FROM 08/12/08 (CHANGE IN OPEN INTEREST: 1,086)
0 523 0 581 -56 581 467 505 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 13.9 0.1 64.6 70.5 72.1 84.6 27.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 4 2 14 13 19 18
Updated August 22, 2008