BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,320
COMMITMENTS
0 0 0 3,312 4,146 3,312 4,146 1,008 174
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 220)
0 0 0 97 193 97 193 123 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.0 0.0 76.7 96.0 76.7 96.0 23.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 9 14 9
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,966
COMMITMENTS
7,113 1,717 619 24,136 25,592 31,868 27,928 4,098 8,038
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 411)
-9 434 27 514 136 532 597 -121 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 4.8 1.7 67.1 71.2 88.6 77.7 11.4 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 12 16 27 25 47 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 247,662
COMMITMENTS
41,662 45,322 54,790 116,990 109,962 213,442 210,074 34,220 37,588
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 9,107)
-2,156 -1,258 2,673 1,413 -32 1,930 1,383 7,177 7,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 18.3 22.1 47.2 44.4 86.2 84.8 13.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
84 88 91 35 52 179 184
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,153
COMMITMENTS
862 466 82 294 938 1,238 1,486 915 667
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -111)
46 -110 4 -63 9 -13 -97 -98 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 21.6 3.8 13.7 43.6 57.5 69.0 42.5 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 8 3 4 4 18 12
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 312,602
COMMITMENTS
91,334 33,090 51,027 145,808 164,360 288,169 248,477 24,433 64,125
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 10,230)
1,430 5,711 6,643 1,596 -1,095 9,669 11,259 561 -1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 10.6 16.3 46.6 52.6 92.2 79.5 7.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
119 72 96 54 160 235 281
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,813
COMMITMENTS
4,482 5,406 2,387 5,985 4,873 12,854 12,666 1,959 2,147
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 660)
8 473 544 436 -273 988 744 -328 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 36.5 16.1 40.4 32.9 86.8 85.5 13.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
28 33 12 16 30 52 69
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,631
COMMITMENTS
8,798 6,526 7,878 11,560 6,832 28,236 21,236 4,395 11,395
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 154)
226 607 -447 322 619 101 779 53 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 20.0 24.1 35.4 20.9 86.5 65.1 13.5 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
30 38 31 31 41 88 89
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 87,207
COMMITMENTS
24,732 34,522 2,216 29,255 26,447 56,203 63,185 31,004 24,022
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 2,882)
-2,665 2,636 -2 5,295 4,502 2,628 7,136 254 -4,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 39.6 2.5 33.5 30.3 64.4 72.5 35.6 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
23 21 4 22 18 47 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 56,638
COMMITMENTS
26,040 19,433 0 8,359 25,869 34,399 45,302 22,239 11,336
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 11,064)
11,959 2,951 0 -5,293 8,070 6,666 11,021 4,398 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 34.3 0.0 14.8 45.7 60.7 80.0 39.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 13 0 7 13 26 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 100,205
COMMITMENTS
80,362 6,427 282 10,618 86,391 91,262 93,100 8,943 7,105
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -16,313)
-21,404 2,831 37 3,896 -12,649 -17,471 -9,781 1,158 -6,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.2 6.4 0.3 10.6 86.2 91.1 92.9 8.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
62 14 1 10 14 72 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 89,850
COMMITMENTS
38,184 40,815 296 32,366 21,904 70,846 63,015 19,004 26,835
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 13,475)
13,449 3,237 39 -5,203 7,075 8,285 10,351 5,190 3,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 45.4 0.3 36.0 24.4 78.8 70.1 21.2 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
21 27 5 12 17 36 46
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 175,598
COMMITMENTS
45,189 29,184 546 103,980 122,231 149,715 151,961 25,883 23,637
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 11,583)
10,873 -17,879 96 -1,243 31,461 9,726 13,678 1,857 -2,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 16.6 0.3 59.2 69.6 85.3 86.5 14.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
30 23 3 21 21 53 45
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 179,885
COMMITMENTS
88,162 60,479 2,257 40,013 73,450 130,432 136,186 49,453 43,699
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 32,610)
30,258 4,007 -106 1,120 24,072 31,272 27,973 1,338 4,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.0 33.6 1.3 22.2 40.8 72.5 75.7 27.5 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
51 40 6 25 28 79 71
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,855
COMMITMENTS
11,988 8,822 0 12,034 16,627 24,022 25,449 2,833 1,406
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 1,536)
445 -71 0 790 2,143 1,235 2,072 301 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.6 32.9 0.0 44.8 61.9 89.5 94.8 10.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 9 0 11 10 22 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,263,214
COMMITMENTS
1502141 796,289 631,112 6114258 6899765 8247511 8327166 1015703 936,048
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 196,352)
3,321 -79,539 48,157 139,864 238,737 191,342 207,355 5,010 -11,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 8.6 6.8 66.0 74.5 89.0 89.9 11.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
74 28 78 116 118 222 202
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 516,589
COMMITMENTS
71,204 53,832 9,239 336,594 353,115 417,037 416,186 99,552 100,403
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 15,970)
5,986 -6,066 5,072 3,609 11,109 14,667 10,115 1,303 5,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 10.4 1.8 65.2 68.4 80.7 80.6 19.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
43 44 16 70 59 125 107
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,128,123
COMMITMENTS
324,205 596,685 67,225 1375772 1249343 1767202 1913253 360,921 214,870
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 182,483)
53,579 77,081 15,393 92,286 102,221 161,258 194,695 21,225 -12,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 28.0 3.2 64.6 58.7 83.0 89.9 17.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
80 126 42 96 105 196 253
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,532
COMMITMENTS
15,038 25,270 304 65,771 62,545 81,113 88,119 10,419 3,413
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -521)
-524 -547 20 -937 -634 -1,441 -1,161 920 640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 27.6 0.3 71.9 68.3 88.6 96.3 11.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
17 13 3 39 28 58 42
NEW YORK CDD - CHICAGO MERCANTILE EXCHANGE Code-16264C
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CME CDD INDEX X $20) OPEN INTEREST: 14,861
COMMITMENTS
650 8,895 1,025 13,176 4,916 14,851 14,836 10 25
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 1,530)
-10 975 -25 1,555 570 1,520 1,520 10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 59.9 6.9 88.7 33.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 1 7 7 13 12
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 25,294
COMMITMENTS
4,855 6,761 0 13,675 12,918 18,530 19,679 6,764 5,615
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -307)
-327 226 0 -396 -307 -723 -81 416 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 26.7 0.0 54.1 51.1 73.3 77.8 26.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 7 0 18 16 28 23
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 298,622
COMMITMENTS
107,447 108,610 5,740 156,623 157,948 269,810 272,298 28,812 26,324
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 29,119)
9,561 3,812 14 24,889 26,536 34,464 30,362 -5,345 -1,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 36.4 1.9 52.4 52.9 90.4 91.2 9.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
63 78 19 51 55 127 139
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 96,429
COMMITMENTS
60,912 9,503 676 6,570 68,702 68,158 78,881 28,271 17,548
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 7,511)
3,645 1,618 42 3,224 3,924 6,911 5,584 600 1,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.2 9.9 0.7 6.8 71.2 70.7 81.8 29.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
26 10 2 9 15 36 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,657
COMMITMENTS
880 12,975 0 24,200 15,221 25,080 28,196 6,577 3,461
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 2,718)
474 1,218 0 2,091 1,393 2,565 2,611 153 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 41.0 0.0 76.4 48.1 79.2 89.1 20.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
2 13 0 20 19 22 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 635,842
COMMITMENTS
84,093 267,914 4,108 530,064 324,517 618,265 596,539 17,577 39,303
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 36,599)
18,511 18,330 865 17,144 16,292 36,520 35,487 79 1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 42.1 0.6 83.4 51.0 97.2 93.8 2.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
39 114 14 66 72 115 190
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 71,438
COMMITMENTS
12,183 32,357 5 49,699 28,669 61,887 61,031 9,551 10,407
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 4,357)
-16 738 0 2,374 -3,098 2,358 -2,360 1,999 6,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 45.3 0.0 69.6 40.1 86.6 85.4 13.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 18 1 14 18 33 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,607
COMMITMENTS
7,344 6,222 366 17,316 27,886 25,026 34,474 16,581 7,133
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 6,136)
141 478 -53 1,318 4,119 1,406 4,544 4,730 1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 15.0 0.9 41.6 67.0 60.1 82.9 39.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 12 2 15 15 27 27
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 18,085
COMMITMENTS
4,210 11,584 52 12,000 5,338 16,262 16,974 1,823 1,111
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 55)
-258 645 0 -2 -115 -260 530 315 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 64.1 0.3 66.4 29.5 89.9 93.9 10.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 8 1 10 5 18 14
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,506
COMMITMENTS
6,431 572 0 7,697 13,999 14,128 14,571 1,378 935
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: 55)
99 154 0 -312 -167 -213 -13 268 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 3.7 0.0 49.6 90.3 91.1 94.0 8.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
12 3 0 5 5 17 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 07/01/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 12,021
COMMITMENTS
1,772 1,246 14 7,983 8,771 9,769 10,031 2,252 1,990
CHANGES FROM 06/24/08 (CHANGE IN OPEN INTEREST: -269)
0 280 0 0 0 0 280 -269 -549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 10.4 0.1 66.4 73.0 81.3 83.4 18.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 3 2 12 10 19 14
Updated July 7, 2008