MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,212
COMMITMENTS
3,961 979 8,167 26,270 24,946 38,398 34,091 5,814 10,121
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 2,007)
337 -327 550 939 1,645 1,826 1,868 181 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 2.2 18.5 59.4 56.4 86.8 77.1 13.2 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 6 18 28 26 56 44
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 282,122
COMMITMENTS
47,708 35,886 76,160 129,451 135,540 253,319 247,586 28,803 34,536
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 5,602)
3,633 1,329 2,386 459 1,821 6,478 5,536 -875 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 12.7 27.0 45.9 48.0 89.8 87.8 10.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
71 93 111 39 52 190 195
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,931
COMMITMENTS
454 332 68 623 1,000 1,145 1,400 786 531
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -40)
87 29 -113 -68 -29 -94 -113 54 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 17.2 3.5 32.3 51.8 59.3 72.5 40.7 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 9 2 7 3 15 12
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 365,550
COMMITMENTS
113,300 37,180 71,758 155,503 181,494 340,561 290,432 24,989 75,118
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 9,125)
-1,489 -4,106 2,006 6,714 10,178 7,231 8,078 1,894 1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 10.2 19.6 42.5 49.6 93.2 79.5 6.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
115 78 101 101 183 266 319
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 15,364
COMMITMENTS
4,663 4,627 2,748 5,935 5,964 13,346 13,339 2,018 2,026
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 548)
317 162 491 -71 57 737 710 -188 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 30.1 17.9 38.6 38.8 86.9 86.8 13.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
31 31 16 24 28 64 70
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,631
COMMITMENTS
11,277 7,286 7,939 11,143 6,827 30,359 22,052 5,272 13,580
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,238)
-1,075 -80 1,929 76 -361 931 1,488 307 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 20.4 22.3 31.3 19.2 85.2 61.9 14.8 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
36 40 32 43 46 99 100
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 121,470
COMMITMENTS
50,902 16,132 6,409 31,127 78,051 88,438 100,592 33,032 20,878
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -9,225)
-2,002 173 -860 -4,860 -6,532 -7,722 -7,219 -1,503 -2,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 13.3 5.3 25.6 64.3 72.8 82.8 27.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
29 11 9 25 28 59 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 77,847
COMMITMENTS
13,045 29,695 5,241 41,102 27,826 59,388 62,762 18,459 15,084
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 3,470)
-4,816 9,093 -2,510 9,454 -2,359 2,128 4,223 1,341 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 38.1 6.7 52.8 35.7 76.3 80.6 23.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 17 3 9 11 23 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 118,845
COMMITMENTS
104,833 5,805 562 7,748 110,366 113,143 116,733 5,702 2,112
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -3,970)
-3,731 -1,248 -138 1,470 -2,729 -2,399 -4,115 -1,571 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.2 4.9 0.5 6.5 92.9 95.2 98.2 4.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
58 16 4 9 19 70 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 184,734
COMMITMENTS
26,925 50,512 11,550 127,917 91,544 166,392 153,606 18,342 31,128
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 20,783)
12,417 8,657 -971 6,671 8,542 18,117 16,228 2,666 4,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 27.3 6.3 69.2 49.6 90.1 83.1 9.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 33 10 20 23 42 61
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 224,985
COMMITMENTS
58,300 28,713 22,056 117,255 154,552 197,611 205,322 27,373 19,663
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,466)
-7,019 7,747 -2,225 12,638 -912 3,395 4,610 -1,929 -3,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 12.8 9.8 52.1 68.7 87.8 91.3 12.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
34 29 18 28 23 70 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 247,005
COMMITMENTS
56,124 61,197 31,398 113,698 107,919 201,220 200,514 45,785 46,490
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -13,903)
351 -1,232 -13,435 3,280 2,954 -9,804 -11,713 -4,100 -2,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 24.8 12.7 46.0 43.7 81.5 81.2 18.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
48 52 34 33 41 102 106
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,377
COMMITMENTS
11,193 7,749 24 16,377 21,339 27,594 29,112 2,783 1,265
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 6,431)
-256 2,637 0 7,129 3,792 6,873 6,429 -442 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 25.5 0.1 53.9 70.2 90.8 95.8 9.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 10 1 9 11 22 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,035,739
COMMITMENTS
933,118 513,758 5903014 8050679 8599824 14886811 15016596 1148928 1019143
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 235,460)
12,768 -56,290 205,137 35,544 101,921 253,449 250,768 -17,990 -15,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 3.2 36.8 50.2 53.6 92.8 93.6 7.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
91 43 111 136 135 266 255
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 662,310
COMMITMENTS
63,022 80,875 73,172 400,213 393,552 536,407 547,599 125,902 114,710
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -14,333)
-2,598 6,055 -3,918 -3,370 -2,843 -9,886 -706 -4,447 -13,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 12.2 11.0 60.4 59.4 81.0 82.7 19.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
47 58 68 83 68 172 153
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,321,290
COMMITMENTS
355,553 567,826 181,377 1442550 1369246 1979481 2118449 341,810 202,841
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 28,042)
-16,287 29,949 23,894 67,734 11,612 75,341 65,455 -47,299 -37,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 24.5 7.8 62.1 59.0 85.3 91.3 14.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
90 128 86 113 102 249 270
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,192
COMMITMENTS
7,332 40,879 70 71,265 43,610 78,667 84,559 11,525 5,632
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,431)
1,169 -1,109 5 -945 1,669 229 565 1,202 866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 45.3 0.1 79.0 48.4 87.2 93.8 12.8 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
13 17 2 43 27 57 45
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 37,937
COMMITMENTS
5,982 7,997 109 24,298 17,236 30,390 25,342 7,547 12,594
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,024)
1,327 -169 9 294 603 1,630 443 -606 581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 21.1 0.3 64.0 45.4 80.1 66.8 19.9 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 10 3 27 21 39 32
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 393,991
COMMITMENTS
108,929 147,633 13,656 213,703 209,701 336,288 370,990 57,703 23,001
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 11,899)
11,208 7,505 1,051 -1,998 4,389 10,261 12,945 1,639 -1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 37.5 3.5 54.2 53.2 85.4 94.2 14.6 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
65 76 31 50 53 134 141
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 104,305
COMMITMENTS
69,383 12,339 2,533 6,961 79,352 78,877 94,224 25,428 10,081
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -5,179)
-5,903 2,019 -65 4,867 -6,838 -1,101 -4,884 -4,078 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.5 11.8 2.4 6.7 76.1 75.6 90.3 24.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
31 11 3 8 17 40 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,983
COMMITMENTS
6,687 14,170 1,448 17,916 21,243 26,051 36,860 14,932 4,123
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 928)
2,562 160 102 -2,018 828 645 1,090 283 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 34.6 3.5 43.7 51.8 63.6 89.9 36.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 21 6 15 22 23 47
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 711,678
COMMITMENTS
73,372 291,903 12,658 612,749 326,545 698,779 631,105 12,899 80,573
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 21,913)
3,478 18,372 -2,068 20,323 2,067 21,733 18,371 180 3,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 41.0 1.8 86.1 45.9 98.2 88.7 1.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
36 134 40 66 86 135 227
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 90,450
COMMITMENTS
13,027 52,288 611 66,604 30,048 80,242 82,946 10,208 7,504
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 1,725)
-564 821 345 1,353 -475 1,134 691 591 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 57.8 0.7 73.6 33.2 88.7 91.7 11.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
19 24 3 16 22 38 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,462
COMMITMENTS
24,413 5,568 805 18,877 37,620 44,095 43,993 15,367 15,469
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 275)
33 1,434 209 339 1,045 581 2,688 -306 -2,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 9.4 1.4 31.7 63.3 74.2 74.0 25.8 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 9 2 17 16 33 27
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 17,070
COMMITMENTS
2,747 10,997 97 12,343 4,520 15,187 15,614 1,883 1,456
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: -354)
397 99 0 -432 -462 -35 -363 -319 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 64.4 0.6 72.3 26.5 89.0 91.5 11.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 1 8 6 13 12
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,956
COMMITMENTS
6,809 216 0 9,000 16,313 15,809 16,529 2,147 1,427
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 509)
-147 0 -34 -220 -205 -401 -239 910 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 1.2 0.0 50.1 90.8 88.0 92.1 12.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 1 0 5 5 18 6
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 26,552
COMMITMENTS
3,978 3,425 39 18,734 13,700 22,751 17,164 3,801 9,388
CHANGES FROM 05/06/08 (CHANGE IN OPEN INTEREST: 8)
-204 0 0 68 502 -136 502 144 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 12.9 0.1 70.6 51.6 85.7 64.6 14.3 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 4 2 16 18 24 23
Updated May 16, 2008