MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,475
COMMITMENTS
2,448 1,420 5,640 25,624 22,630 33,712 29,689 5,763 9,785
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 572)
199 299 -63 644 287 781 524 -208 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 3.6 14.3 64.9 57.3 85.4 75.2 14.6 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
21 9 16 27 30 54 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 249,987
COMMITMENTS
51,061 44,879 50,901 123,255 117,179 225,218 212,960 24,769 37,027
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 2,798)
-557 -3,139 2,470 1,845 4,957 3,759 4,289 -961 -1,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 18.0 20.4 49.3 46.9 90.1 85.2 9.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
77 84 96 38 51 174 190
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,845
COMMITMENTS
92,766 48,671 54,837 139,960 145,634 287,563 249,142 24,282 62,703
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -3,544)
5,475 -5,031 -6,331 -3,601 8,146 -4,456 -3,215 912 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 15.6 17.6 44.9 46.7 92.2 79.9 7.8 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
95 86 79 102 153 238 284
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 13,985
COMMITMENTS
5,303 4,024 2,376 4,376 5,191 12,055 11,590 1,931 2,395
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 138)
-264 427 292 -32 525 -3 1,244 141 -1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 28.8 17.0 31.3 37.1 86.2 82.9 13.8 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
25 32 14 20 36 54 73
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,637
COMMITMENTS
20,628 9,575 5,314 10,354 9,457 36,296 24,346 4,341 16,291
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,812)
77 -273 -580 -153 356 -656 -497 -1,157 -1,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.8 23.6 13.1 25.5 23.3 89.3 59.9 10.7 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
43 40 34 37 49 96 110
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 114,794
COMMITMENTS
32,242 25,423 7,980 44,728 62,486 84,950 95,889 29,843 18,905
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -26,479)
-15,809 2,443 -2,716 -4,968 -22,763 -23,494 -23,037 -2,985 -3,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 22.1 7.0 39.0 54.4 74.0 83.5 26.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
23 18 10 26 26 52 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 70,082
COMMITMENTS
29,157 19,000 8,048 11,883 34,505 49,088 61,552 20,994 8,530
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 4,360)
5,695 4,911 1,795 -270 -993 7,220 5,713 -2,860 -1,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 27.1 11.5 17.0 49.2 70.0 87.8 30.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 11 6 7 13 30 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 120,316
COMMITMENTS
109,318 5,467 67 5,442 113,089 114,827 118,623 5,489 1,693
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 16,245)
15,921 1,374 67 51 15,466 16,039 16,907 206 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
90.9 4.5 0.1 4.5 94.0 95.4 98.6 4.6 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
53 15 2 6 21 60 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 96,152
COMMITMENTS
44,608 20,662 12,089 23,081 42,717 79,778 75,468 16,374 20,684
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -4,576)
-6,823 2,968 1,189 2,790 -9,323 -2,844 -5,166 -1,732 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 21.5 12.6 24.0 44.4 83.0 78.5 17.0 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
20 21 8 20 22 43 48
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 255,641
COMMITMENTS
85,630 22,012 26,583 110,220 189,589 222,433 238,184 33,207 17,456
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 1,641)
5,640 -3,195 -244 600 6,768 5,997 3,329 -4,356 -1,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 8.6 10.4 43.1 74.2 87.0 93.2 13.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
42 20 16 25 24 74 53
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 215,811
COMMITMENTS
92,803 47,120 35,577 40,106 86,256 168,486 168,953 47,325 46,858
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 4,091)
11,392 -5,596 4,641 -6,635 9,449 9,399 8,495 -5,307 -4,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 21.8 16.5 18.6 40.0 78.1 78.3 21.9 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
51 53 35 35 35 110 99
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 18,330
COMMITMENTS
12,476 3,025 0 3,298 14,437 15,774 17,462 2,556 868
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 576)
-445 482 0 1,102 149 657 631 -81 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.1 16.5 0.0 18.0 78.8 86.1 95.3 13.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 4 0 5 12 19 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,510,238
COMMITMENTS
1365529 401,452 6327375 7833968 8700050 15526872 15428877 983,367 1081362
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,314,716)
157,497 9,830 -822,645 -388,479 -451,467 -1053627 -1264283 -261,089 -50,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 2.4 38.3 47.4 52.7 94.0 93.5 6.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
75 31 101 135 129 247 236
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 658,554
COMMITMENTS
65,835 76,271 71,997 396,826 385,022 534,658 533,290 123,896 125,263
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -226,801)
-10,839 -15,532 -52,130 -93,771 -120,351 -156,741 -188,012 -70,061 -38,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 11.6 10.9 60.3 58.5 81.2 81.0 18.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
47 50 58 83 66 163 141
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,222,616
COMMITMENTS
305,778 529,076 110,342 1371754 1340152 1787874 1979570 434,742 243,046
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,117,263)
-147,128 -128,130 -224,014 -653,518 -521,499 -1024659 -873,643 -92,604 -243,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 23.8 5.0 61.7 60.3 80.4 89.1 19.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
70 117 72 102 106 219 248
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 93,695
COMMITMENTS
6,983 43,016 25 79,176 46,913 86,184 89,954 7,511 3,741
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -47,317)
-8,367 -398 -1,240 -26,552 -33,605 -36,159 -35,243 -11,158 -12,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 45.9 0.0 84.5 50.1 92.0 96.0 8.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
9 19 1 40 29 50 48
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 27,787
COMMITMENTS
3,183 6,706 0 18,145 12,651 21,328 19,357 6,459 8,430
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -43,176)
-10,648 -8,793 -354 -18,534 -30,156 -29,536 -39,303 -13,640 -3,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 24.1 0.0 65.3 45.5 76.8 69.7 23.2 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 6 0 18 18 25 24
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 314,759
COMMITMENTS
83,248 159,279 5,328 183,421 129,305 271,997 293,912 42,761 20,846
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -271,599)
-32,420 -37,969 -20,663 -199,199 -146,655 -252,282 -205,287 -19,316 -66,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 50.6 1.7 58.3 41.1 86.4 93.4 13.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
55 65 19 46 55 111 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 74,215
COMMITMENTS
39,991 4,592 1,888 8,883 58,804 50,762 65,284 23,453 8,931
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -438)
-309 -397 619 2,880 2,655 3,190 2,877 -3,629 -3,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.9 6.2 2.5 12.0 79.2 68.4 88.0 31.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
26 6 3 8 16 34 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,644
COMMITMENTS
2,085 13,374 1,048 19,382 16,085 22,516 30,507 11,128 3,137
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -26,881)
920 -3,274 -1,811 -18,899 -18,193 -19,790 -23,278 -7,091 -3,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 39.8 3.1 57.6 47.8 66.9 90.7 33.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 23 6 15 21 23 48
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 645,134
COMMITMENTS
65,119 279,660 10,509 559,222 290,688 634,850 580,858 10,284 64,276
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -255,604)
-5,011 -12,924 -27,247 -210,031 -174,290 -242,289 -214,460 -13,314 -41,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 43.3 1.6 86.7 45.1 98.4 90.0 1.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
30 132 36 59 77 114 220
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 73,396
COMMITMENTS
13,750 43,323 934 49,845 22,682 64,529 66,939 8,867 6,457
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,465)
755 -201 5 -702 674 58 478 -1,523 -1,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 59.0 1.3 67.9 30.9 87.9 91.2 12.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
21 19 5 14 22 39 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 45,723
COMMITMENTS
20,289 3,037 0 15,795 24,735 36,084 27,772 9,639 17,951
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: 552)
2,251 2,410 0 -453 -187 1,798 2,223 -1,246 -1,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 6.6 0.0 34.5 54.1 78.9 60.7 21.1 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 6 0 15 12 25 18
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 15,441
COMMITMENTS
2,173 9,913 187 11,597 3,914 13,957 14,014 1,484 1,427
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,552)
555 159 -299 101 -191 357 -331 -1,909 -1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 64.2 1.2 75.1 25.3 90.4 90.8 9.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 7 1 6 5 13 12
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,290
COMMITMENTS
6,248 262 0 9,273 16,261 15,521 16,523 1,769 767
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -1,825)
-429 123 -22 -761 -1,842 -1,212 -1,741 -613 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 1.5 0.0 53.6 94.0 89.8 95.6 10.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 2 0 5 5 15 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/25/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 21,279
COMMITMENTS
1,807 3,044 139 15,682 11,520 17,628 14,703 3,651 6,576
CHANGES FROM 03/18/08 (CHANGE IN OPEN INTEREST: -580)
200 -1,050 0 888 329 1,088 -721 -1,668 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 14.3 0.7 73.7 54.1 82.8 69.1 17.2 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 6 3 14 17 22 24
Updated March 28, 2008