BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,136
COMMITMENTS
0 0 0 3,133 3,991 3,133 3,991 1,003 145
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 140)
0 0 0 105 126 105 126 35 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 75.8 96.5 75.8 96.5 24.2 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 0 0 14 9 14 9
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,288
COMMITMENTS
4,951 2,063 7,903 30,981 29,058 43,836 39,024 5,452 10,263
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -6)
-7 29 -148 -52 231 -208 112 201 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 4.2 16.0 62.9 59.0 88.9 79.2 11.1 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
12 17 22 27 29 53 54
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,875
COMMITMENTS
52,868 31,034 64,219 117,963 132,242 235,049 227,494 28,826 36,381
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -7,042)
-6,097 -10,143 5,364 -4,528 -2,798 -5,262 -7,577 -1,780 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 11.8 24.3 44.7 50.1 89.1 86.2 10.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
99 74 103 47 58 207 194
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,804
COMMITMENTS
584 684 12 411 490 1,007 1,186 797 618
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -158)
-168 79 -71 111 -189 -128 -181 -30 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 37.9 0.7 22.8 27.2 55.8 65.7 44.2 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 7 1 5 3 14 10
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 361,907
COMMITMENTS
78,766 36,786 98,251 157,620 157,857 334,638 292,895 27,270 69,013
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 81)
-6,274 7,179 6,563 -70 -11,968 219 1,774 -138 -1,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 10.2 27.1 43.6 43.6 92.5 80.9 7.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
125 73 119 99 158 278 314
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,581
COMMITMENTS
3,872 5,554 2,738 6,077 4,484 12,686 12,775 1,894 1,806
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 289)
-48 247 309 73 -174 334 382 -46 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 38.1 18.8 41.7 30.8 87.0 87.6 13.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
37 34 19 21 28 66 77
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,911
COMMITMENTS
11,081 6,344 9,085 10,418 7,206 30,584 22,636 6,326 14,275
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 954)
1,282 -661 535 -1,461 -9 355 -134 599 1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 17.2 24.6 28.2 19.5 82.9 61.3 17.1 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
37 33 38 43 42 108 91
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 110,372
COMMITMENTS
45,402 20,131 7,956 24,319 58,109 77,677 86,196 32,695 24,176
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 2,779)
3,419 -5,566 1,502 -2,673 5,129 2,248 1,064 531 1,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 18.2 7.2 22.0 52.6 70.4 78.1 29.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
29 15 10 21 21 54 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,335
COMMITMENTS
18,094 19,653 3,060 14,610 21,176 35,765 43,889 22,570 14,446
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -11,310)
-15,004 1,620 460 5,880 -17,436 -8,665 -15,356 -2,645 4,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 33.7 5.2 25.0 36.3 61.3 75.2 38.7 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 14 3 13 11 29 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 111,688
COMMITMENTS
97,975 7,863 1,449 5,600 100,316 105,024 109,628 6,665 2,061
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 4,418)
10,845 -7,033 1,127 -6,824 10,330 5,148 4,424 -731 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.7 7.0 1.3 5.0 89.8 94.0 98.2 6.0 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
65 14 2 9 17 75 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 116,321
COMMITMENTS
48,518 44,276 6,394 39,527 38,803 94,438 89,472 21,882 26,848
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,710)
-1,833 1,252 -162 294 -4,231 -1,701 -3,141 -9 1,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 38.1 5.5 34.0 33.4 81.2 76.9 18.8 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 34 9 12 19 40 55
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 231,903
COMMITMENTS
42,285 34,962 20,871 141,768 154,260 204,924 210,094 26,979 21,809
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -27,053)
-31,419 9,032 1,631 10,806 -36,453 -18,982 -25,789 -8,071 -1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 15.1 9.0 61.1 66.5 88.4 90.6 11.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
36 26 12 28 25 70 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 211,204
COMMITMENTS
70,867 64,908 30,597 60,521 66,233 161,985 161,738 49,219 49,466
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -13,256)
-14,520 4,904 -690 5,808 -20,677 -9,402 -16,463 -3,854 3,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 30.7 14.5 28.7 31.4 76.7 76.6 23.3 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
48 58 44 36 35 114 107
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,932
COMMITMENTS
13,384 8,400 0 11,894 18,096 25,278 26,496 2,654 1,436
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,136)
-197 146 0 -761 -927 -958 -781 -178 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 30.1 0.0 42.6 64.8 90.5 94.9 9.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 6 0 11 12 26 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 15,490,800
COMMITMENTS
881,471 338,422 5130608 8389295 8964299 14401374 14433329 1089426 1057471
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -440,353)
-127,255 -29,958 -258,664 -17,505 -160,942 -403,424 -449,563 -36,930 9,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.2 33.1 54.2 57.9 93.0 93.2 7.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
85 47 116 132 126 270 247
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 697,333
COMMITMENTS
85,062 49,407 82,956 409,724 411,764 577,743 544,128 119,591 153,206
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -102,578)
-5,248 -10,498 -70,157 -10,515 -20,879 -85,920 -101,534 -16,658 -1,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 7.1 11.9 58.8 59.0 82.9 78.0 17.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
53 49 63 82 62 168 142
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,591,480
COMMITMENTS
442,223 650,138 177,592 1475312 1558648 2095126 2386378 496,354 205,102
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -306,301)
-16,104 23,010 -129,493 -120,948 -184,515 -266,545 -290,999 -39,756 -15,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 25.1 6.9 56.9 60.1 80.8 92.1 19.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
109 120 91 109 113 274 268
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 96,011
COMMITMENTS
12,363 30,103 361 69,383 61,981 82,107 92,445 13,904 3,567
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,494)
-763 738 244 -2,339 -2,124 -2,857 -1,141 1,364 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 31.4 0.4 72.3 64.6 85.5 96.3 14.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
13 17 3 36 30 51 48
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 28,539
COMMITMENTS
2,951 8,035 5 19,698 15,860 22,654 23,900 5,885 4,639
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,774)
-867 677 -38 231 -1,418 -674 -779 -1,100 -995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 28.2 0.0 69.0 55.6 79.4 83.7 20.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 11 1 19 16 24 27
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 329,105
COMMITMENTS
94,461 143,617 11,611 194,540 145,962 300,613 301,189 28,492 27,916
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 12,399)
-9,319 28,534 -2,645 16,510 -16,638 4,546 9,250 7,853 3,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 43.6 3.5 59.1 44.4 91.3 91.5 8.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
68 70 23 56 54 139 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 118,565
COMMITMENTS
66,521 14,765 7,888 12,611 82,631 87,020 105,285 31,545 13,280
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 5,878)
-3,405 56 4,158 4,924 -1,188 5,677 3,026 201 2,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 12.5 6.7 10.6 69.7 73.4 88.8 26.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
28 11 4 17 15 48 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,844
COMMITMENTS
1,024 15,629 0 27,459 16,186 28,483 31,815 7,361 4,028
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -2,198)
31 -2,461 0 -1,084 -143 -1,053 -2,604 -1,145 406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 43.6 0.0 76.6 45.2 79.5 88.8 20.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 15 0 17 21 19 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 635,199
COMMITMENTS
83,532 280,413 5,619 534,282 301,200 623,433 587,231 11,765 47,967
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -43,591)
-9,574 -14,281 1,219 -31,072 -30,413 -39,428 -43,475 -4,163 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 44.1 0.9 84.1 47.4 98.1 92.4 1.9 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
33 116 25 59 75 110 198
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 75,274
COMMITMENTS
14,109 36,449 7 52,556 31,573 66,672 68,029 8,602 7,245
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 1,512)
658 1,389 -397 1,012 1,020 1,272 2,011 240 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 48.4 0.0 69.8 41.9 88.6 90.4 11.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 21 3 13 23 36 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,053
COMMITMENTS
7,655 6,553 339 19,461 38,267 27,455 45,159 24,598 6,894
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,514)
-463 -468 -82 -2,676 -630 -3,221 -1,180 1,707 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 12.6 0.7 37.4 73.5 52.7 86.8 47.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
16 9 2 23 17 41 26
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 18,907
COMMITMENTS
4,906 10,753 52 12,544 6,603 17,502 17,408 1,405 1,499
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 209)
465 -327 0 492 440 957 113 -748 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 56.9 0.3 66.3 34.9 92.6 92.1 7.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 6 1 9 8 19 15
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,707
COMMITMENTS
6,034 784 0 7,735 13,149 13,769 13,933 938 774
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: -1,664)
-477 91 -44 -154 -1,039 -675 -992 -989 -672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 5.3 0.0 52.6 89.4 93.6 94.7 6.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 5 0 6 6 17 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 12,488
COMMITMENTS
1,080 727 14 8,230 9,193 9,324 9,934 3,164 2,554
CHANGES FROM 07/15/08 (CHANGE IN OPEN INTEREST: 964)
0 448 0 126 328 126 776 838 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 5.8 0.1 65.9 73.6 74.7 79.5 25.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 3 2 12 11 17 15
Updated July 25, 2008