BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,100
COMMITMENTS
0 0 0 3,215 3,953 3,215 3,953 885 147
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 78.4 96.4 78.4 96.4 21.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 10 14 10
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,555
COMMITMENTS
7,122 1,283 592 23,622 25,456 31,336 27,331 4,219 8,224
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,383)
-670 183 206 1,941 463 1,477 852 -94 531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 3.6 1.7 66.4 71.6 88.1 76.9 11.9 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 9 14 27 25 46 43
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 238,555
COMMITMENTS
43,818 46,580 52,117 115,577 109,994 211,512 208,691 27,043 29,864
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 6,338)
594 -2,025 961 3,907 6,077 5,462 5,013 876 1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 19.5 21.8 48.4 46.1 88.7 87.5 11.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
74 76 89 34 53 169 173
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,264
COMMITMENTS
816 576 78 357 929 1,251 1,583 1,013 681
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 4)
74 58 -172 -40 -37 -138 -151 142 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 25.4 3.4 15.8 41.0 55.3 69.9 44.7 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 11 2 5 3 18 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 302,372
COMMITMENTS
89,904 27,379 44,384 144,212 165,455 278,500 237,218 23,872 65,154
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 5,963)
119 -563 2,423 949 4,175 3,491 6,035 2,472 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 9.1 14.7 47.7 54.7 92.1 78.5 7.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
125 63 91 59 160 234 280
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,153
COMMITMENTS
4,474 4,933 1,843 5,549 5,146 11,866 11,922 2,287 2,231
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -13)
-53 -215 131 -32 51 46 -33 -59 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 34.9 13.0 39.2 36.4 83.8 84.2 16.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 28 13 19 31 53 69
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,477
COMMITMENTS
8,572 5,919 8,325 11,238 6,213 28,135 20,457 4,342 12,020
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -546)
-273 -132 238 -657 -339 -692 -233 146 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 18.2 25.6 34.6 19.1 86.6 63.0 13.4 37.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
29 38 29 26 37 80 83
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 84,325
COMMITMENTS
27,397 31,886 2,218 23,960 21,945 53,575 56,049 30,750 28,276
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -46,309)
-8,989 -5,451 -70 -26,645 -29,488 -35,704 -35,009 -10,605 -11,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 37.8 2.6 28.4 26.0 63.5 66.5 36.5 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
23 18 4 21 14 46 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 45,574
COMMITMENTS
14,081 16,482 0 13,652 17,799 27,733 34,281 17,841 11,293
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,483)
3,257 -3,256 0 -1,637 6,064 1,620 2,808 -137 -1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 36.2 0.0 30.0 39.1 60.9 75.2 39.1 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 12 0 6 9 19 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 116,518
COMMITMENTS
101,766 3,596 245 6,722 99,040 108,733 102,881 7,785 13,637
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 4,607)
1,818 -505 -10 2,233 9,462 4,041 8,947 566 -4,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.3 3.1 0.2 5.8 85.0 93.3 88.3 6.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
69 9 1 11 13 80 23
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 76,375
COMMITMENTS
24,735 37,578 257 37,569 14,829 62,561 52,664 13,814 23,711
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -12,121)
4,201 -14,204 229 -10,897 5,743 -6,467 -8,232 -5,654 -3,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 49.2 0.3 49.2 19.4 81.9 69.0 18.1 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
13 27 2 13 19 28 46
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 164,015
COMMITMENTS
34,316 47,063 450 105,223 90,770 139,989 138,283 24,026 25,732
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 2,471)
-5,673 12,931 -210 9,212 -6,466 3,329 6,255 -858 -3,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 28.7 0.3 64.2 55.3 85.4 84.3 14.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
26 23 2 22 17 49 41
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 147,275
COMMITMENTS
57,904 56,472 2,363 38,893 49,378 99,160 108,213 48,115 39,062
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 15,219)
8,390 -2,332 -260 6,765 21,437 14,895 18,845 324 -3,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 38.3 1.6 26.4 33.5 67.3 73.5 32.7 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
45 36 4 25 32 71 71
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,319
COMMITMENTS
11,543 8,893 0 11,244 14,484 22,787 23,377 2,532 1,942
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 224)
737 -347 0 2,301 385 3,038 38 -2,814 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 35.1 0.0 44.4 57.2 90.0 92.3 10.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 7 0 10 9 22 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,066,862
COMMITMENTS
1498820 875,828 582,955 5974394 6661028 8056169 8119811 1010693 947,051
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 151,747)
3,374 32,211 -68,741 207,576 214,918 142,209 178,388 9,538 -26,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 9.7 6.4 65.9 73.5 88.9 89.6 11.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
71 25 70 116 118 210 196
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 500,619
COMMITMENTS
65,218 59,898 4,167 332,985 342,006 402,370 406,071 98,249 94,548
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -153,788)
1,150 -43,415 -4,455 -109,490 -68,693 -112,795 -116,563 -40,993 -37,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 12.0 0.8 66.5 68.3 80.4 81.1 19.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
35 43 16 68 61 115 108
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,945,640
COMMITMENTS
270,626 519,604 51,832 1283486 1147122 1605944 1718558 339,696 227,082
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -917,296)
-212,792 -114,842 -67,116 -469,198 -566,374 -749,106 -748,332 -168,190 -168,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 26.7 2.7 66.0 59.0 82.5 88.3 17.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
73 108 41 91 99 184 228
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 92,053
COMMITMENTS
15,562 25,817 284 66,708 63,179 82,554 89,280 9,499 2,773
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -27,982)
422 -9,115 -1,451 -22,719 -14,617 -23,748 -25,183 -4,234 -2,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 28.0 0.3 72.5 68.6 89.7 97.0 10.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
15 14 2 35 32 51 47
NEW YORK CDD - CHICAGO MERCANTILE EXCHANGE Code-16264C
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CME CDD INDEX X $20) OPEN INTEREST: 13,331
COMMITMENTS
660 7,920 1,050 11,621 4,346 13,331 13,316 0 15
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 925)
-50 5,235 0 975 600 925 5,835 0 -4,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 59.4 7.9 87.2 32.6 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 1 7 8 13 12
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 25,601
COMMITMENTS
5,182 6,535 0 14,071 13,225 19,253 19,760 6,348 5,841
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -26,946)
384 -1,029 -241 -20,188 -15,321 -20,045 -16,591 -6,901 -10,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 25.5 0.0 55.0 51.7 75.2 77.2 24.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 9 0 20 17 32 26
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 269,503
COMMITMENTS
97,886 104,798 5,726 131,734 131,412 235,346 241,936 34,157 27,567
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -203,689)
-4,073 -54,136 -10,459 -145,585 -120,278 -160,117 -184,873 -43,572 -18,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 38.9 2.1 48.9 48.8 87.3 89.8 12.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
59 70 17 53 49 121 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 88,918
COMMITMENTS
57,267 7,885 634 3,346 64,778 61,247 73,297 27,671 15,621
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 16,404)
14,731 2,336 -93 577 24,069 15,215 26,312 1,189 -9,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.4 8.9 0.7 3.8 72.9 68.9 82.4 31.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
28 8 1 9 14 37 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,939
COMMITMENTS
406 11,757 0 22,109 13,828 22,515 25,585 6,424 3,354
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -23,306)
-7,602 -1,396 -1,294 -2,958 -18,016 -11,854 -20,706 -11,452 -2,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 40.6 0.0 76.4 47.8 77.8 88.4 22.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 11 0 16 18 17 29
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 599,243
COMMITMENTS
65,582 249,584 3,243 512,920 308,225 581,745 561,052 17,498 38,191
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -183,679)
-12,831 -54,264 -25,489 -132,831 -43,307 -171,151 -123,060 -12,528 -60,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 41.6 0.5 85.6 51.4 97.1 93.6 2.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
30 106 13 67 73 107 182
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 67,081
COMMITMENTS
12,199 31,619 5 47,325 31,767 59,529 63,391 7,552 3,690
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 3,445)
241 -878 0 4,150 8,529 4,391 7,651 -946 -4,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 47.1 0.0 70.5 47.4 88.7 94.5 11.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 16 1 14 16 31 32
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 35,471
COMMITMENTS
7,203 5,744 419 15,998 23,767 23,620 29,930 11,851 5,541
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 4,175)
-1,080 1,105 27 5,355 5,513 4,302 6,645 -127 -2,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 16.2 1.2 45.1 67.0 66.6 84.4 33.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 9 1 16 14 27 23
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 18,030
COMMITMENTS
4,468 10,939 52 12,002 5,453 16,522 16,444 1,508 1,586
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: -1,117)
-57 -248 -56 -217 -777 -330 -1,081 -787 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 60.7 0.3 66.6 30.2 91.6 91.2 8.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
9 6 1 9 6 18 13
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,451
COMMITMENTS
6,332 418 0 8,009 14,166 14,341 14,584 1,110 867
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 2.7 0.0 51.8 91.7 92.8 94.4 7.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 2 0 5 5 15 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 06/24/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 12,290
COMMITMENTS
1,772 966 14 7,983 8,771 9,769 9,751 2,521 2,539
CHANGES FROM 06/17/08 (CHANGE IN OPEN INTEREST: 1,399)
0 0 0 -21 1,378 -21 1,378 1,420 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 7.9 0.1 65.0 71.4 79.5 79.3 20.5 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 2 2 12 10 19 13
Updated June 27, 2008