MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,842
COMMITMENTS
5,386 1,475 8,036 25,903 25,215 39,325 34,726 5,517 10,115
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -2,364)
600 208 -846 -1,115 -813 -1,362 -1,451 -1,003 -913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 3.3 17.9 57.8 56.2 87.7 77.4 12.3 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 11 14 30 27 56 44
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 288,195
COMMITMENTS
45,718 39,770 77,988 134,159 135,567 257,865 253,324 30,330 34,871
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 1,232)
-1,106 3,095 -2,618 4,626 -791 902 -314 331 1,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 13.8 27.1 46.6 47.0 89.5 87.9 10.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
77 93 101 38 53 190 182
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,127
COMMITMENTS
690 483 152 490 940 1,332 1,575 795 552
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 113)
116 38 67 -31 -5 152 100 -39 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 22.7 7.1 23.0 44.2 62.6 74.0 37.4 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 9 2 6 3 18 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 367,938
COMMITMENTS
99,819 30,642 78,022 163,670 181,696 341,511 290,360 26,426 77,577
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -5,712)
-4,572 -2,263 -1,792 467 -2,596 -5,897 -6,651 185 939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 8.3 21.2 44.5 49.4 92.8 78.9 7.2 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
114 84 108 100 182 268 327
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 15,280
COMMITMENTS
4,545 4,608 2,692 5,405 5,588 12,641 12,888 2,639 2,392
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -618)
-65 181 -226 -691 -1,051 -982 -1,096 364 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 30.2 17.6 35.4 36.6 82.7 84.3 17.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
34 33 22 23 27 65 77
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,884
COMMITMENTS
9,483 3,981 8,550 11,144 7,895 29,177 20,426 4,707 13,458
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 1,019)
-1,016 -310 198 1,411 904 593 792 426 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 11.8 25.2 32.9 23.3 86.1 60.3 13.9 39.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
35 29 30 36 50 95 92
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 137,602
COMMITMENTS
66,835 16,241 8,571 25,139 83,660 100,546 108,471 37,056 29,131
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -4,870)
-7,126 -2,394 1,636 1,108 -11,986 -4,382 -12,744 -488 7,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 11.8 6.2 18.3 60.8 73.1 78.8 26.9 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
33 14 7 25 27 64 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 76,030
COMMITMENTS
13,661 20,819 6,376 37,074 30,070 57,111 57,265 18,919 18,765
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -3,249)
-4,981 -6,540 867 2,629 -3,093 -1,485 -8,766 -1,764 5,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 27.4 8.4 48.8 39.6 75.1 75.3 24.9 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 15 3 12 13 28 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 150,702
COMMITMENTS
104,836 6,001 2,235 30,891 131,923 137,962 140,159 12,740 10,543
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 30,364)
4,408 329 1,753 18,773 19,545 24,934 21,627 5,430 8,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.6 4.0 1.5 20.5 87.5 91.5 93.0 8.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
68 14 6 10 18 82 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 177,823
COMMITMENTS
19,383 46,434 9,750 127,235 95,644 156,367 151,827 21,456 25,996
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -581)
-3,690 353 848 -2,611 -1,231 -5,454 -30 4,873 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 26.1 5.5 71.6 53.8 87.9 85.4 12.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 34 10 20 21 44 60
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 217,186
COMMITMENTS
50,409 31,562 23,052 114,367 128,751 187,827 183,365 29,359 33,821
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -6,694)
-8,898 1,991 488 3,608 -23,204 -4,803 -20,726 -1,891 14,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 14.5 10.6 52.7 59.3 86.5 84.4 13.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
35 29 15 23 23 61 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 277,153
COMMITMENTS
57,083 67,557 33,600 138,770 117,564 229,452 218,721 47,701 58,432
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 12,482)
-7,916 2,622 932 21,529 -1,756 14,546 1,798 -2,064 10,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 24.4 12.1 50.1 42.4 82.8 78.9 17.2 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
49 56 40 34 37 107 109
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,954
COMMITMENTS
13,965 7,637 33 16,523 18,750 30,521 26,420 2,433 6,534
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 830)
1,062 -302 14 -338 -4,107 738 -4,395 92 5,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 23.2 0.1 50.1 56.9 92.6 80.2 7.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 7 1 7 14 24 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,686,163
COMMITMENTS
870,526 496,663 6094163 8559014 9070458 15523703 15661284 1162461 1024880
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 451,948)
-14,517 220 160,979 271,786 271,018 418,248 432,217 33,700 19,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 3.0 36.5 51.3 54.4 93.0 93.9 7.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
87 42 107 141 137 270 251
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 670,953
COMMITMENTS
61,319 89,970 75,963 399,410 385,217 536,691 551,150 134,262 119,803
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -6,213)
-1,375 4,984 -3,196 -3,268 -3,117 -7,839 -1,330 1,626 -4,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 13.4 11.3 59.5 57.4 80.0 82.1 20.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
44 49 56 82 71 158 145
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,513,958
COMMITMENTS
443,562 619,071 180,612 1553821 1493124 2177995 2292807 335,963 221,151
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 62,265)
24,499 -18,557 16,804 62,301 51,039 103,605 49,287 -41,340 12,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 24.6 7.2 61.8 59.4 86.6 91.2 13.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
92 116 82 106 106 241 261
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 96,488
COMMITMENTS
13,037 42,222 353 71,591 49,807 84,981 92,382 11,507 4,107
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 2,357)
1,725 118 289 812 1,964 2,826 2,371 -469 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 43.8 0.4 74.2 51.6 88.1 95.7 11.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
13 20 3 42 30 57 51
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 37,485
COMMITMENTS
5,188 7,614 41 24,887 19,413 30,116 27,068 7,369 10,417
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -375)
346 -1,922 -6 -668 -206 -327 -2,133 -48 1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 20.3 0.1 66.4 51.8 80.3 72.2 19.7 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 10 2 23 17 33 27
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 379,297
COMMITMENTS
89,923 147,026 14,364 224,449 192,579 328,736 353,969 50,561 25,328
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -9,774)
-28,469 14,521 3,498 7,955 -31,445 -17,016 -13,426 7,242 3,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 38.8 3.8 59.2 50.8 86.7 93.3 13.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
61 77 30 51 55 130 144
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 112,734
COMMITMENTS
63,122 10,303 3,039 11,754 76,802 77,915 90,145 34,819 22,589
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 1,284)
-4,797 -1,059 1,211 2,825 -10,500 -761 -10,347 2,044 11,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 9.1 2.7 10.4 68.1 69.1 80.0 30.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
36 7 3 9 15 45 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 42,985
COMMITMENTS
6,859 13,719 1,617 17,552 23,289 26,028 38,625 16,957 4,360
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 904)
-541 194 124 -508 783 -925 1,101 1,829 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 31.9 3.8 40.8 54.2 60.6 89.9 39.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 19 6 15 24 23 47
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 748,891
COMMITMENTS
75,858 306,769 15,677 644,883 342,638 736,418 665,084 12,473 83,807
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 13,388)
652 10,553 118 13,650 2,209 14,420 12,880 -1,032 508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 41.0 2.1 86.1 45.8 98.3 88.8 1.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
38 121 35 70 84 134 214
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 93,488
COMMITMENTS
10,625 51,302 728 71,728 32,762 83,081 84,791 10,407 8,697
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 2,727)
-921 -63 333 2,179 1,979 1,591 2,249 1,136 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 54.9 0.8 76.7 35.0 88.9 90.7 11.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 26 6 17 23 38 50
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,728
COMMITMENTS
22,244 6,028 1,038 22,159 41,405 45,441 48,471 20,287 17,257
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 2,939)
-58 247 282 2,573 3,093 2,797 3,622 142 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 9.2 1.6 33.7 63.0 69.1 73.7 30.9 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 8 5 20 17 38 30
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 16,298
COMMITMENTS
3,542 10,637 62 10,747 4,067 14,351 14,766 1,947 1,532
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: -525)
63 -470 -35 -512 -55 -484 -560 -41 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 65.3 0.4 65.9 25.0 88.1 90.6 11.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 2 8 5 14 11
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 16,160
COMMITMENTS
6,490 328 0 8,332 15,109 14,822 15,437 1,338 723
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 67)
210 124 0 -199 -22 11 102 56 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 2.0 0.0 51.6 93.5 91.7 95.5 8.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 2 0 5 5 16 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/03/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 29,407
COMMITMENTS
4,037 3,841 450 23,825 13,961 28,312 18,252 1,095 11,155
CHANGES FROM 05/27/08 (CHANGE IN OPEN INTEREST: 2,309)
-822 1,120 411 3,558 131 3,147 1,662 -838 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 13.1 1.5 81.0 47.5 96.3 62.1 3.7 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
8 4 4 16 16 27 21
Updated June 6, 2008