MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,477
COMMITMENTS
2,861 1,821 4,885 23,078 20,591 30,824 27,297 6,654 10,180
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -3,945)
-389 50 -698 -2,640 -2,214 -3,728 -2,863 -218 -1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 4.9 13.0 61.6 54.9 82.2 72.8 17.8 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
15 14 17 24 27 52 45
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 253,699
COMMITMENTS
53,130 53,293 59,733 117,782 102,116 230,646 215,142 23,054 38,557
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 15,256)
6,709 2,119 5,053 3,582 6,055 15,344 13,227 -88 2,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 21.0 23.5 46.4 40.3 90.9 84.8 9.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
69 90 87 37 49 173 177
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 296,418
COMMITMENTS
71,652 53,904 62,040 138,734 123,443 272,426 239,387 23,992 57,032
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 3,297)
6,461 3,591 -5,375 1,129 4,337 2,214 2,553 1,082 744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 18.2 20.9 46.8 41.6 91.9 80.8 8.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
83 95 86 87 136 216 285
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 13,801
COMMITMENTS
4,570 4,469 3,044 3,898 3,373 11,512 10,886 2,289 2,914
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 2,512)
335 -29 1,358 491 947 2,184 2,276 328 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 32.4 22.1 28.2 24.4 83.4 78.9 16.6 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
27 32 20 21 29 64 71
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,939
COMMITMENTS
21,261 6,807 8,005 9,596 9,564 38,862 24,376 5,077 19,563
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -1,106)
351 105 -372 -886 397 -907 130 -199 -1,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 15.5 18.2 21.8 21.8 88.4 55.5 11.6 44.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
40 39 38 45 55 109 113
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 114,374
COMMITMENTS
34,772 20,550 10,133 37,552 64,095 82,457 94,778 31,917 19,596
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 3,983)
5,059 -1,426 318 -1,689 7,638 3,688 6,529 294 -2,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 18.0 8.9 32.8 56.0 72.1 82.9 27.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
24 18 11 27 27 57 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 72,201
COMMITMENTS
22,314 19,468 4,025 21,865 38,335 48,204 61,828 23,997 10,373
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -6,337)
-5,968 240 185 -450 -6,958 -6,233 -6,532 -104 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 27.0 5.6 30.3 53.1 66.8 85.6 33.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 10 3 12 14 35 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 121,125
COMMITMENTS
79,122 7,059 1,041 33,096 109,270 113,259 117,370 7,866 3,755
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 36,756)
27,931 -2,346 889 6,368 36,588 35,188 35,131 1,568 1,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.3 5.8 0.9 27.3 90.2 93.5 96.9 6.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
57 19 3 9 19 67 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 116,080
COMMITMENTS
31,597 37,252 14,934 51,049 37,283 97,580 89,469 18,500 26,611
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 3,419)
-8,264 5,155 2,162 8,129 -6,172 2,028 1,145 1,391 2,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 32.1 12.9 44.0 32.1 84.1 77.1 15.9 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 30 14 22 18 49 53
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 283,689
COMMITMENTS
77,034 28,115 28,797 139,420 203,793 245,250 260,705 38,439 22,984
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 20,783)
3,556 2,961 2,095 13,825 14,646 19,476 19,702 1,307 1,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 9.9 10.2 49.1 71.8 86.5 91.9 13.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
47 25 18 31 28 85 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 237,690
COMMITMENTS
58,022 42,209 29,008 94,886 120,361 181,917 191,579 55,773 46,111
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 15,089)
-2,831 7,828 2,180 9,912 -388 9,261 9,620 5,828 5,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 17.8 12.2 39.9 50.6 76.5 80.6 23.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
47 44 32 36 37 100 97
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,061
COMMITMENTS
16,150 1,361 87 3,859 20,565 20,096 22,013 2,965 1,048
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 2,207)
2,721 -1,346 0 -920 3,617 1,801 2,271 406 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.0 5.9 0.4 16.7 89.2 87.1 95.5 12.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 4 1 8 15 24 20
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 47,550
COMMITMENTS
5,370 0 4,360 32,560 37,071 42,290 41,431 5,260 6,119
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.0 9.2 68.5 78.0 88.9 87.1 11.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 12 13 14 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,394,325
COMMITMENTS
1327767 445,684 9917174 9890984 10728059 21135925 21090917 1258400 1303408
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 83,530)
103,205 -11,017 82,211 126,680 103,145 312,095 174,338 -228,565 -90,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.0 44.3 44.2 47.9 94.4 94.2 5.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
67 46 105 150 144 270 255
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 765,298
COMMITMENTS
80,016 86,909 103,691 452,306 444,482 636,013 635,083 129,284 130,215
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 16,856)
7,581 3,178 6,128 3,763 -2,581 17,473 6,725 -616 10,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 11.4 13.5 59.1 58.1 83.1 83.0 16.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
70 50 78 84 63 188 158
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,695,912
COMMITMENTS
498,611 583,580 181,191 1602038 1639539 2281840 2404310 414,071 291,602
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 117,317)
39,357 40,829 15,534 23,622 42,598 78,512 98,961 38,805 18,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 21.6 6.7 59.4 60.8 84.6 89.2 15.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
91 125 83 116 103 253 265
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,540
COMMITMENTS
10,750 39,676 0 85,609 63,324 96,359 103,000 11,181 4,540
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 2,506)
-1,298 2,318 -1 3,802 399 2,503 2,716 3 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 36.9 0.0 79.6 58.9 89.6 95.8 10.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
9 19 0 40 28 49 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,536
COMMITMENTS
11,494 9,591 116 28,115 30,369 39,726 40,076 6,810 6,460
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -67)
1,048 -2,035 -464 -234 1,382 350 -1,118 -417 1,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 20.6 0.3 60.4 65.3 85.4 86.1 14.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 8 2 25 18 40 28
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 391,807
COMMITMENTS
91,465 168,240 14,757 248,552 174,501 354,774 357,497 37,033 34,310
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 23,305)
-6,862 13,607 4,548 25,586 1,233 23,272 19,389 33 3,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 42.9 3.8 63.4 44.5 90.5 91.2 9.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
66 82 29 55 57 133 157
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 75,917
COMMITMENTS
45,264 12,604 773 5,230 51,234 51,267 64,611 24,649 11,306
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 8,239)
16,459 -124 -49 -7,427 8,601 8,984 8,428 -745 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 16.6 1.0 6.9 67.5 67.5 85.1 32.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
27 8 3 7 13 36 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 44,498
COMMITMENTS
1,321 15,605 861 27,393 23,590 29,575 40,056 14,923 4,442
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 1,021)
419 1,806 -8 -233 217 177 2,015 843 -994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 35.1 1.9 61.6 53.0 66.5 90.0 33.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 21 4 18 26 24 49
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 647,881
COMMITMENTS
62,434 254,179 20,492 545,197 294,764 628,124 569,434 19,757 78,447
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 12,437)
-2,151 22,133 377 15,225 -14,765 13,451 7,745 -1,014 4,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 39.2 3.2 84.2 45.5 97.0 87.9 3.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
42 132 54 64 84 137 239
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 80,174
COMMITMENTS
11,944 33,745 774 55,341 36,374 68,059 70,893 12,115 9,281
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 130)
267 -2,981 15 1,344 3,973 1,627 1,008 -1,497 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 42.1 1.0 69.0 45.4 84.9 88.4 15.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
20 24 6 19 26 42 53
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 81,267
COMMITMENTS
15,630 6,814 171 33,057 62,421 48,858 69,406 32,409 11,861
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: 2,291)
-1,517 -309 100 1,499 2,813 82 2,604 2,209 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 8.4 0.2 40.7 76.8 60.1 85.4 39.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 7 1 19 19 35 27
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,114
COMMITMENTS
5,741 343 1 14,149 20,424 19,891 20,768 1,223 346
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -262)
-25 -295 0 -134 28 -159 -267 -103 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 1.6 0.0 67.0 96.7 94.2 98.4 5.8 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 1 7 5 16 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 29,138
COMMITMENTS
6,870 3,915 2,254 14,516 10,690 23,640 16,859 5,498 12,279
CHANGES FROM 01/29/08 (CHANGE IN OPEN INTEREST: -1,596)
521 0 -500 127 -494 148 -994 -1,744 -602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 13.4 7.7 49.8 36.7 81.1 57.9 18.9 42.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 4 5 17 19 26 27
Updated February 8, 2008