MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,902
COMMITMENTS
2,249 1,120 5,703 24,980 22,343 32,932 29,166 5,971 9,737
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -455)
-132 -108 -883 588 582 -427 -409 -28 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.9 14.7 64.2 57.4 84.7 75.0 15.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 11 14 27 30 53 47
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 247,189
COMMITMENTS
51,618 48,018 48,431 121,409 112,222 221,459 208,671 25,730 38,517
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 3,291)
-3,206 -2,648 4,645 649 -1,155 2,088 842 1,203 2,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 19.4 19.6 49.1 45.4 89.6 84.4 10.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
78 99 97 38 50 176 196
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 315,389
COMMITMENTS
87,291 53,702 61,168 143,561 137,488 292,019 252,358 23,369 63,031
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -3,272)
5,414 -686 -5,818 -1,818 1,862 -2,222 -4,641 -1,050 1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 17.0 19.4 45.5 43.6 92.6 80.0 7.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
96 92 84 95 150 236 293
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 13,848
COMMITMENTS
5,566 3,596 2,084 4,408 4,666 12,058 10,346 1,790 3,502
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 227)
106 -999 367 -11 -123 462 -755 -235 982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 26.0 15.0 31.8 33.7 87.1 74.7 12.9 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
31 28 14 18 34 56 70
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,449
COMMITMENTS
20,551 9,848 5,894 10,507 9,101 36,952 24,843 5,497 17,606
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 465)
744 218 409 -325 -338 828 290 -363 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 23.2 13.9 24.8 21.4 87.0 58.5 13.0 41.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
39 47 36 43 49 103 115
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 141,272
COMMITMENTS
48,051 22,980 10,696 49,697 85,249 108,444 118,926 32,829 22,347
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 10,980)
-7,053 1,742 4,934 16,453 2,254 14,334 8,930 -3,353 2,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 16.3 7.6 35.2 60.3 76.8 84.2 23.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
31 13 14 28 30 66 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 65,722
COMMITMENTS
23,462 14,090 6,252 12,153 35,497 41,868 55,840 23,854 9,882
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -32,813)
-1,588 -16,207 1,628 -30,413 -16,520 -30,373 -31,100 -2,440 -1,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 21.4 9.5 18.5 54.0 63.7 85.0 36.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
22 9 6 6 10 31 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 104,071
COMMITMENTS
93,397 4,093 0 5,391 97,623 98,788 101,716 5,283 2,355
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -22,502)
13,416 -2,154 -416 -33,161 -20,401 -20,161 -22,971 -2,341 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.7 3.9 0.0 5.2 93.8 94.9 97.7 5.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
50 11 0 6 18 56 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 100,728
COMMITMENTS
51,431 17,695 10,900 20,291 52,040 82,622 80,635 18,106 20,093
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -22,885)
5,053 -3,919 1,901 -29,976 -16,429 -23,022 -18,447 137 -4,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.1 17.6 10.8 20.1 51.7 82.0 80.1 18.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
26 19 8 18 22 47 46
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 254,000
COMMITMENTS
79,990 25,207 26,827 109,619 182,821 216,437 234,855 37,563 19,144
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -30,418)
-5,698 -10,881 6,054 -27,681 -24,173 -27,325 -29,000 -3,092 -1,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 9.9 10.6 43.2 72.0 85.2 92.5 14.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
42 22 14 27 23 75 53
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 211,719
COMMITMENTS
81,410 52,715 30,936 46,741 76,808 159,087 160,459 52,632 51,261
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -66,317)
-1,287 1,850 8,695 -79,817 -83,127 -72,409 -72,583 6,093 6,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 24.9 14.6 22.1 36.3 75.1 75.8 24.9 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
48 56 34 35 33 107 99
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 17,754
COMMITMENTS
12,921 2,543 0 2,196 14,288 15,117 16,831 2,637 923
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -7,978)
-458 1,560 -21 -7,357 -9,435 -7,836 -7,896 -142 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.8 14.3 0.0 12.4 80.5 85.1 94.8 14.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 2 0 5 11 19 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,824,955
COMMITMENTS
1208032 391,622 7150020 8222447 9151517 16580499 16693159 1244456 1131795
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -2,826,672)
-208,585 -60,704 -1042057 -1405073 -1674155 -2655715 -2776915 -170,957 -49,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 2.2 40.1 46.1 51.3 93.0 93.7 7.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
73 36 105 133 131 253 243
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 885,355
COMMITMENTS
76,674 91,803 124,127 490,597 505,373 691,398 721,303 193,956 164,052
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 129,025)
2,479 439 24,893 55,272 63,777 82,643 89,108 46,382 39,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 10.4 14.0 55.4 57.1 78.1 81.5 21.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
58 56 80 90 73 191 167
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,339,879
COMMITMENTS
452,906 657,206 334,356 2025272 1861652 2812533 2853213 527,346 486,666
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 616,365)
52,148 -9,695 114,011 263,093 272,057 429,251 376,373 187,114 239,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 19.7 10.0 60.6 55.7 84.2 85.4 15.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
92 145 118 119 121 283 312
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,556
COMMITMENTS
252 1,657 236 7,885 6,513 8,373 8,406 2,183 2,150
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 15.7 2.2 74.7 61.7 79.3 79.6 20.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 2 11 10 13 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 141,012
COMMITMENTS
15,350 43,414 1,265 105,728 80,518 122,343 125,197 18,669 15,815
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 25,153)
2,245 100 1,265 15,090 12,063 18,600 13,428 6,552 11,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 30.8 0.9 75.0 57.1 86.8 88.8 13.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
10 18 3 52 34 63 54
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 70,963
COMMITMENTS
13,831 15,499 354 36,679 42,807 50,864 58,660 20,099 12,302
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 9,318)
-582 32 354 -832 3,949 -1,060 4,335 10,379 4,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 21.8 0.5 51.7 60.3 71.7 82.7 28.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 10 3 23 27 34 37
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 586,357
COMMITMENTS
115,668 197,248 25,991 382,620 275,960 524,280 499,200 62,078 87,158
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 139,549)
-5,833 20,868 12,283 104,473 66,611 110,923 99,762 28,625 39,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 33.6 4.4 65.3 47.1 89.4 85.1 10.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
59 74 40 65 65 146 157
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 74,653
COMMITMENTS
40,300 4,989 1,269 6,003 56,149 47,572 62,407 27,082 12,246
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -20,099)
-7,580 -11,435 469 -11,599 -11,330 -18,710 -22,296 -1,388 2,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.0 6.7 1.7 8.0 75.2 63.7 83.6 36.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
24 8 3 7 15 34 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 60,525
COMMITMENTS
1,165 16,648 2,859 38,281 34,278 42,305 53,785 18,220 6,740
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 10,036)
8 -2,091 1,673 7,082 7,260 8,763 6,841 1,273 3,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 27.5 4.7 63.2 56.6 69.9 88.9 30.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
8 26 14 25 35 40 68
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 900,737
COMMITMENTS
70,130 292,584 37,756 769,253 464,978 877,140 795,318 23,598 105,420
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 150,348)
-1,495 -16,753 20,706 123,751 128,661 142,962 132,613 7,386 17,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 32.5 4.2 85.4 51.6 97.4 88.3 2.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
45 139 64 77 89 159 255
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 74,861
COMMITMENTS
12,995 43,524 929 50,547 22,008 64,471 66,461 10,390 8,400
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -27,545)
12 6,348 -7,241 -17,599 -25,731 -24,828 -26,624 -2,717 -921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 58.1 1.2 67.5 29.4 86.1 88.8 13.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
15 24 3 15 24 32 49
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,171
COMMITMENTS
18,038 627 0 16,248 24,922 34,286 25,549 10,885 19,622
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -47,907)
2,692 -6,986 -2,205 -21,676 -42,535 -21,189 -51,726 -26,718 3,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 1.4 0.0 36.0 55.2 75.9 56.6 24.1 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 2 0 18 14 33 16
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 16,993
COMMITMENTS
1,618 9,754 486 11,496 4,105 13,600 14,345 3,393 2,648
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: 1,450)
-356 -22 168 53 -38 -135 108 1,585 1,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 57.4 2.9 67.7 24.2 80.0 84.4 20.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 6 1 8 7 12 14
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,115
COMMITMENTS
6,677 139 22 10,034 18,103 16,733 18,264 2,382 851
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -329)
329 0 22 -637 -99 -286 -77 -43 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 0.7 0.1 52.5 94.7 87.5 95.5 12.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 1 1 5 5 16 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 21,859
COMMITMENTS
1,607 4,094 139 14,794 11,191 16,540 15,424 5,319 6,435
CHANGES FROM 03/11/08 (CHANGE IN OPEN INTEREST: -10,475)
-2,485 -1,703 -1,768 -5,962 -416 -10,215 -3,887 -260 -6,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 18.7 0.6 67.7 51.2 75.7 70.6 24.3 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 7 3 14 17 21 25
Updated March 21, 2008