MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,263
COMMITMENTS
2,452 1,523 5,657 23,552 19,249 31,661 26,429 5,602 10,834
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -3,253)
110 -290 -398 -2,407 -3,498 -2,694 -4,186 -559 933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 4.1 15.2 63.2 51.7 85.0 70.9 15.0 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 7 11 26 28 47 42
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 234,344
COMMITMENTS
44,723 49,506 55,512 111,072 89,937 211,306 194,955 23,038 39,389
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 4,405)
756 403 -5,084 4,127 6,517 -202 1,835 4,606 2,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 21.1 23.7 47.4 38.4 90.2 83.2 9.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
60 94 81 40 56 159 185
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,134
COMMITMENTS
66 513 530 979 613 1,575 1,656 558 478
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 24.0 24.8 45.9 28.7 73.8 77.6 26.2 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 8 5 6 4 12 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,584
COMMITMENTS
59,316 47,395 55,455 126,545 107,318 241,316 210,167 23,268 54,416
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 4,110)
-3,001 484 3,162 576 -217 737 3,429 3,372 681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 17.9 21.0 47.8 40.6 91.2 79.4 8.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
75 103 93 87 128 211 284
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,466
COMMITMENTS
4,241 4,724 504 3,080 2,104 7,825 7,331 1,641 2,134
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -176)
123 21 -200 95 80 18 -99 -194 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 49.9 5.3 32.5 22.2 82.7 77.5 17.3 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 27 9 16 22 44 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,702
COMMITMENTS
19,780 5,690 6,377 7,941 7,318 34,098 19,385 4,604 19,317
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 2,622)
2,032 892 512 -432 -1,017 2,113 387 509 2,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 14.7 16.5 20.5 18.9 88.1 50.1 11.9 49.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
37 33 31 34 48 92 98
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 97,099
COMMITMENTS
34,162 15,334 7,695 22,699 54,253 64,556 77,282 32,543 19,817
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -6,287)
-5,106 3,648 -3,926 -252 -7,241 -9,284 -7,519 2,997 1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 15.8 7.9 23.4 55.9 66.5 79.6 33.5 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
18 12 10 21 21 45 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 67,533
COMMITMENTS
21,026 23,581 2,383 22,377 33,099 45,786 59,062 21,747 8,470
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 110)
2,194 451 -363 -5,671 886 -3,840 975 3,949 -865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 34.9 3.5 33.1 49.0 67.8 87.5 32.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 13 3 11 11 31 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 93,542
COMMITMENTS
62,120 6,254 248 24,805 85,065 87,173 91,567 6,369 1,975
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 7,777)
-73 351 0 8,413 7,962 8,340 8,313 -563 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.4 6.7 0.3 26.5 90.9 93.2 97.9 6.8 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
49 15 2 10 17 60 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 100,622
COMMITMENTS
31,403 32,346 8,784 41,380 35,021 81,567 76,151 19,055 24,471
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 7,267)
1,882 2,559 -1,468 4,114 4,229 4,528 5,320 2,740 1,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 32.1 8.7 41.1 34.8 81.1 75.7 18.9 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
17 29 10 21 17 43 51
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 239,747
COMMITMENTS
62,001 28,857 17,563 125,368 171,448 204,932 217,869 34,814 21,878
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 14,494)
20,251 -15,976 -578 -9,148 30,597 10,525 14,042 3,969 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 12.0 7.3 52.3 71.5 85.5 90.9 14.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
34 27 14 33 30 76 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 203,937
COMMITMENTS
83,933 30,535 18,292 47,095 115,189 149,321 164,016 54,617 39,921
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 4,668)
12,485 -2,667 -3,447 -9,302 14,186 -264 8,072 4,932 -3,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 15.0 9.0 23.1 56.5 73.2 80.4 26.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
53 34 24 36 36 101 82
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,286
COMMITMENTS
14,848 1,345 57 3,471 19,013 18,376 20,415 2,910 871
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -58)
-1,389 -927 0 652 558 -737 -369 679 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.8 6.3 0.3 16.3 89.3 86.3 95.9 13.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 4 1 8 12 23 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,876,782
COMMITMENTS
1240012 396,544 8363391 8948986 9775124 18552389 18535058 1324393 1341724
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 1,675,620)
176,139 -22,039 1041102 451,983 572,593 1669224 1591656 6,396 83,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.0 42.1 45.0 49.2 93.3 93.2 6.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
67 46 106 133 131 255 241
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 690,287
COMMITMENTS
63,562 73,222 80,549 409,882 418,974 553,994 572,745 136,293 117,542
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 83,055)
11,031 9,263 30,771 27,994 23,771 69,796 63,806 13,259 19,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 10.6 11.7 59.4 60.7 80.3 83.0 19.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
62 40 65 84 63 170 144
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,144,347
COMMITMENTS
410,941 518,523 137,733 1289270 1293866 1837945 1950122 306,402 194,225
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 321,589)
58,035 100,117 53,657 116,168 119,024 227,859 272,798 93,729 48,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 24.2 6.4 60.1 60.3 85.7 90.9 14.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
89 100 67 111 100 234 233
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,959
COMMITMENTS
12,647 31,258 48 74,432 67,133 87,127 98,439 14,832 3,520
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 578)
1,635 4,126 48 -96 -3,898 1,587 276 -1,009 302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 30.7 0.0 73.0 65.8 85.5 96.5 14.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
11 18 1 39 29 51 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 39,399
COMMITMENTS
4,937 10,364 501 24,265 22,233 29,703 33,098 9,696 6,301
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 1,217)
-109 489 433 -39 -488 285 434 932 783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 26.3 1.3 61.6 56.4 75.4 84.0 24.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 12 3 22 19 33 33
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 340,436
COMMITMENTS
117,035 164,220 12,301 171,939 143,872 301,275 320,393 39,161 20,043
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 53,759)
29,552 25,468 3,274 10,196 17,421 43,023 46,164 10,736 7,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 48.2 3.6 50.5 42.3 88.5 94.1 11.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
93 61 25 56 49 159 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 80,047
COMMITMENTS
35,855 12,551 1,011 12,975 54,680 49,840 68,242 30,206 11,805
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 18,025)
9,032 3,674 423 35 10,662 9,490 14,758 8,536 3,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 15.7 1.3 16.2 68.3 62.3 85.3 37.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 10 3 8 14 32 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,958
COMMITMENTS
1,412 15,102 755 26,938 21,171 29,106 37,028 11,852 3,930
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 3,467)
19 2,020 278 1,791 1,675 2,089 3,974 1,378 -507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 36.9 1.8 65.8 51.7 71.1 90.4 28.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
3 22 3 20 25 25 48
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 652,915
COMMITMENTS
68,058 275,967 15,704 546,775 299,636 630,536 591,307 22,379 61,608
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 52,946)
9,940 22,048 4,171 33,386 21,145 47,497 47,364 5,449 5,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 42.3 2.4 83.7 45.9 96.6 90.6 3.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
61 121 61 60 80 141 242
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 67,510
COMMITMENTS
12,360 35,169 328 43,636 22,862 56,324 58,359 11,186 9,152
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 3,560)
-944 -1,849 245 1,948 2,541 1,249 938 2,311 2,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 52.1 0.5 64.6 33.9 83.4 86.4 16.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 17 5 15 19 34 39
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,270
COMMITMENTS
15,708 3,964 73 21,163 39,610 36,944 43,647 21,326 14,623
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: 6,953)
-1,930 -71 -117 5,030 2,063 2,983 1,875 3,970 5,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 6.8 0.1 36.3 68.0 63.4 74.9 36.6 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 3 2 15 14 27 19
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 11,777
COMMITMENTS
3,549 7,129 221 5,453 3,640 9,223 10,990 2,554 787
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 60.5 1.9 46.3 30.9 78.3 93.3 21.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 6 2 4 5 11 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/08/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 23,257
COMMITMENTS
6,497 3,531 1,977 11,491 9,978 19,965 15,486 3,292 7,771
CHANGES FROM 12/31/07 (CHANGE IN OPEN INTEREST: -204)
-80 50 0 -431 -522 -511 -472 307 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 15.2 8.5 49.4 42.9 85.8 66.6 14.2 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 3 6 15 19 24 27
Updated January 11, 2008