MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,557
COMMITMENTS
4,864 2,745 412 25,434 23,340 30,710 26,497 3,847 8,060
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 2,083)
-351 974 -11 2,045 502 1,683 1,465 400 618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 7.9 1.2 73.6 67.5 88.9 76.7 11.1 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 12 10 21 22 36 42
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 235,108
COMMITMENTS
46,789 35,994 54,858 110,262 115,422 211,909 206,274 23,199 28,834
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -3,200)
-100 -3,071 -718 527 1,974 -291 -1,815 -2,909 -1,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 15.3 23.3 46.9 49.1 90.1 87.7 9.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
81 68 82 41 59 179 168
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,299
COMMITMENTS
75,276 55,302 40,716 139,388 127,775 255,380 223,793 20,919 52,506
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -20,693)
-360 -1,406 -14,483 -1,886 -587 -16,729 -16,476 -3,964 -4,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 20.0 14.7 50.4 46.2 92.4 81.0 7.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
85 74 88 70 142 205 271
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,795
COMMITMENTS
4,365 4,644 3,143 5,270 5,256 12,778 13,043 2,017 1,752
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 759)
408 -72 378 -204 317 582 623 177 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 31.4 21.2 35.6 35.5 86.4 88.2 13.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
38 31 19 17 25 69 64
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,630
COMMITMENTS
12,370 5,944 7,794 9,232 8,184 29,396 21,922 5,234 12,708
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -699)
-335 -521 898 -1,070 25 -507 402 -192 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 17.2 22.5 26.7 23.6 84.9 63.3 15.1 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
35 26 27 27 33 79 75
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 121,154
COMMITMENTS
33,650 58,979 5,604 55,920 29,761 95,174 94,344 25,980 26,810
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 4,494)
-1,792 4,765 1,334 5,664 -2,697 5,206 3,402 -712 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 48.7 4.6 46.2 24.6 78.6 77.9 21.4 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
19 24 7 23 19 46 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,312
COMMITMENTS
13,555 21,938 156 33,080 20,621 46,791 42,715 11,521 15,597
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -816)
-1,431 -2,031 156 2,901 1,170 1,626 -705 -2,442 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 37.6 0.3 56.7 35.4 80.2 73.3 19.8 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 20 2 16 12 29 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 105,696
COMMITMENTS
60,047 9,523 702 32,681 87,895 93,430 98,120 12,266 7,576
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -7,543)
-22,170 -401 -227 12,906 -10,066 -9,491 -10,694 1,948 3,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.8 9.0 0.7 30.9 83.2 88.4 92.8 11.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
50 14 4 11 18 64 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 99,819
COMMITMENTS
18,886 51,832 558 65,051 18,559 84,495 70,949 15,324 28,870
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 6,797)
-2,821 4,250 -238 9,941 -1,110 6,882 2,902 -85 3,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 51.9 0.6 65.2 18.6 84.6 71.1 15.4 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
10 39 4 21 19 34 59
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 208,622
COMMITMENTS
46,164 59,413 547 141,077 121,647 187,788 181,607 20,834 27,015
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 7,804)
266 1,434 -86 10,202 2,627 10,382 3,975 -2,578 3,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 28.5 0.3 67.6 58.3 90.0 87.1 10.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 29 4 29 22 59 52
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 146,235
COMMITMENTS
39,822 59,249 4,152 54,139 35,030 98,113 98,431 48,122 47,804
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -14,076)
-15,716 -5,736 1,374 -5,030 -9,996 -19,372 -14,358 5,296 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 40.5 2.8 37.0 24.0 67.1 67.3 32.9 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
37 43 13 24 32 71 78
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,708
COMMITMENTS
10,639 12,090 0 18,802 17,271 29,441 29,361 2,267 2,347
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -454)
-944 -874 0 819 378 -125 -496 -329 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 38.1 0.0 59.3 54.5 92.9 92.6 7.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 11 0 14 10 23 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,850,611
COMMITMENTS
1738548 599,611 697,456 6387845 7624577 8823849 8921644 1026762 928,967
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 130,872)
70,334 -41,365 -29,125 23,334 198,824 64,543 128,334 66,329 2,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 6.1 7.1 64.8 77.4 89.6 90.6 10.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
81 32 85 122 124 238 216
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 572,857
COMMITMENTS
73,014 49,092 13,253 380,329 385,333 466,596 447,678 106,261 125,179
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 10,353)
33 1,047 1,055 6,147 8,501 7,235 10,603 3,118 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 8.6 2.3 66.4 67.3 81.5 78.1 18.5 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
48 36 22 76 64 136 110
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,464,192
COMMITMENTS
467,345 619,438 63,117 1454010 1569270 1984472 2251825 479,720 212,367
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -28,699)
-13,849 -22,190 2,515 -31,376 -20,328 -42,710 -40,003 14,011 11,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 25.1 2.6 59.0 63.7 80.5 91.4 19.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
104 116 49 102 106 232 245
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 104,970
COMMITMENTS
16,252 29,673 329 73,737 72,547 90,318 102,549 14,652 2,421
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 295)
476 -434 -16 416 1,994 876 1,544 -581 -1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 28.3 0.3 70.2 69.1 86.0 97.7 14.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 15 2 34 30 48 46
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,059
COMMITMENTS
3,472 4,687 0 20,178 17,790 23,650 22,477 6,409 7,582
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -576)
596 -1,120 0 -1,513 -26 -917 -1,146 341 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 15.6 0.0 67.1 59.2 78.7 74.8 21.3 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 9 0 18 19 23 28
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 334,779
COMMITMENTS
122,999 140,476 6,688 167,262 162,248 296,949 309,412 37,830 25,367
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 26,202)
11,581 2,375 2,318 3,686 21,492 17,585 26,185 8,617 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 42.0 2.0 50.0 48.5 88.7 92.4 11.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
63 87 18 54 57 132 148
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 74,805
COMMITMENTS
27,714 18,661 369 22,932 43,248 51,015 62,278 23,790 12,527
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -6,175)
-5,574 120 -1 -317 -5,962 -5,892 -5,843 -283 -332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 24.9 0.5 30.7 57.8 68.2 83.3 31.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 14 2 17 14 37 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,086
COMMITMENTS
1,049 8,664 0 25,533 18,328 26,582 26,992 3,504 3,094
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -737)
-250 -2,699 0 256 2,359 6 -340 -743 -397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 28.8 0.0 84.9 60.9 88.4 89.7 11.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
2 11 0 17 20 19 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 575,664
COMMITMENTS
72,935 208,557 1,661 454,029 331,606 528,625 541,824 47,039 33,840
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -5,816)
-1,044 -34,679 569 -40,725 21,149 -41,200 -12,961 35,384 7,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 36.2 0.3 78.9 57.6 91.8 94.1 8.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
39 111 10 60 73 107 186
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 76,644
COMMITMENTS
12,823 37,994 15 55,714 31,113 68,552 69,122 8,092 7,522
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -1,463)
-1,376 -137 10 460 -1,494 -906 -1,621 -557 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 49.6 0.0 72.7 40.6 89.4 90.2 10.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 19 2 16 18 35 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,577
COMMITMENTS
9,071 9,599 213 22,995 42,315 32,279 52,127 26,298 6,450
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -7,217)
810 -2,879 -260 246 -1,983 796 -5,122 -8,013 -2,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 16.4 0.4 39.3 72.2 55.1 89.0 44.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
13 10 3 22 18 37 29
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 19,934
COMMITMENTS
5,074 11,982 0 13,168 6,799 18,242 18,781 1,692 1,153
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 404)
-368 235 0 917 34 549 269 -145 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 60.1 0.0 66.1 34.1 91.5 94.2 8.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 7 0 8 7 18 14
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,510
COMMITMENTS
5,890 1,213 389 7,902 12,504 14,181 14,106 3,329 3,404
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 2,428)
-359 -537 387 63 -60 91 -210 2,337 2,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 6.9 2.2 45.1 71.4 81.0 80.6 19.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 5 3 6 6 19 13
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 13,600
COMMITMENTS
1,080 1,523 14 8,910 10,415 10,004 11,952 3,596 1,648
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 185)
0 182 0 0 6 0 188 185 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 11.2 0.1 65.5 76.6 73.6 87.9 26.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 4 2 14 13 19 18
Updated August 15, 2008