MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,508
COMMITMENTS
4,374 1,844 7,259 31,082 28,070 42,715 37,173 4,793 10,335
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -2,949)
-731 -82 -727 -979 -2,465 -2,436 -3,273 -513 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 3.9 15.3 65.4 59.1 89.9 78.2 10.1 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
12 13 19 25 30 49 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 264,722
COMMITMENTS
48,811 32,655 70,787 117,110 127,603 236,708 231,045 28,014 33,677
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 8,702)
1,879 -1,012 7,019 660 4,530 9,557 10,538 -854 -1,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 12.3 26.7 44.2 48.2 89.4 87.3 10.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
93 64 97 49 55 197 179
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 341,514
COMMITMENTS
74,935 48,831 81,780 158,231 148,653 314,946 279,265 26,568 62,249
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -15,046)
484 5,605 -13,017 -3,013 -4,772 -15,547 -12,184 501 -2,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 14.3 23.9 46.3 43.5 92.2 81.8 7.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
94 80 110 104 152 261 302
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 14,406
COMMITMENTS
3,935 4,539 3,035 5,534 5,121 12,504 12,695 1,903 1,711
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -502)
101 -569 107 -520 251 -313 -211 -189 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 31.5 21.1 38.4 35.5 86.8 88.1 13.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
39 31 19 22 30 71 72
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,356
COMMITMENTS
12,679 5,290 9,145 10,667 8,738 32,491 23,173 5,866 15,183
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 3,405)
762 -857 366 1,761 1,461 2,889 970 516 2,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 13.8 23.8 27.8 22.8 84.7 60.4 15.3 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
36 33 40 41 42 106 94
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 131,308
COMMITMENTS
39,041 54,653 8,171 53,021 39,477 100,233 102,302 31,075 29,007
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 22,304)
6,109 22,537 1,059 15,463 -6,818 22,631 16,778 -326 5,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 41.6 6.2 40.4 30.1 76.3 77.9 23.7 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 28 11 30 20 57 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 66,469
COMMITMENTS
15,195 23,920 3,895 32,259 21,801 51,349 49,616 15,121 16,854
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 2,964)
-2,584 1,828 341 7,963 1,060 5,720 3,229 -2,757 -265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 36.0 5.9 48.5 32.8 77.3 74.6 22.7 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 18 6 15 12 31 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 113,338
COMMITMENTS
82,217 9,927 929 19,778 97,961 102,924 108,817 10,414 4,521
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 8,695)
-8,328 -1,862 624 14,073 6,945 6,369 5,707 2,326 2,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.5 8.8 0.8 17.5 86.4 90.8 96.0 9.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
68 16 4 10 17 79 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 102,893
COMMITMENTS
21,739 46,849 7,251 56,856 22,131 85,846 76,231 17,048 26,662
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -8,944)
-21,531 6,071 409 15,331 -16,027 -5,791 -9,547 -3,154 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 45.5 7.0 55.3 21.5 83.4 74.1 16.6 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
16 40 12 19 17 41 63
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 245,186
COMMITMENTS
39,851 56,627 20,679 159,192 142,500 219,722 219,806 25,464 25,380
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 21,681)
5,662 11,915 654 13,528 9,315 19,844 21,884 1,837 -203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 23.1 8.4 64.9 58.1 89.6 89.6 10.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
32 38 16 31 25 70 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 214,661
COMMITMENTS
58,062 66,473 39,804 67,475 54,740 165,341 161,017 49,320 53,644
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 21,129)
4,143 -2,295 8,696 5,429 11,067 18,267 17,468 2,861 3,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 31.0 18.5 31.4 25.5 77.0 75.0 23.0 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
53 50 42 32 37 106 108
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,162
COMMITMENTS
11,583 12,964 0 17,983 16,893 29,566 29,857 2,596 2,305
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 3,167)
-66 2,899 0 3,316 -223 3,250 2,676 -83 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 40.3 0.0 55.9 52.5 91.9 92.8 8.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 13 0 13 9 24 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 15,794,616
COMMITMENTS
917,946 370,260 5324279 8512585 9123477 14754811 14818016 1039805 976,600
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 106,408)
66,235 15,422 23,915 35,214 77,690 125,364 117,027 -18,956 -10,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.3 33.7 53.9 57.8 93.4 93.8 6.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
83 51 118 137 132 276 254
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 699,265
COMMITMENTS
78,519 52,147 89,024 412,985 413,403 580,528 554,573 118,737 144,691
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -5,777)
674 -60 4,341 -5,790 -176 -775 4,105 -5,002 -9,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 7.5 12.7 59.1 59.1 83.0 79.3 17.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
53 52 67 82 66 171 150
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,669,522
COMMITMENTS
476,641 626,367 186,981 1525928 1635526 2189549 2448874 479,973 220,648
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 3,668)
7,303 -3,092 -2,003 18,416 -3,018 23,716 -8,113 -20,048 11,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 23.5 7.0 57.2 61.3 82.0 91.7 18.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
112 121 102 108 109 281 271
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 104,695
COMMITMENTS
15,776 30,107 345 73,324 70,554 89,445 101,006 15,249 3,688
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -636)
-300 -418 -296 -855 -429 -1,451 -1,143 815 506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 28.8 0.3 70.0 67.4 85.4 96.5 14.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
11 16 3 33 29 46 46
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,816
COMMITMENTS
2,876 5,811 5 21,728 17,836 24,609 23,652 6,206 7,164
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 597)
-252 -383 -0 759 213 507 -171 90 767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 18.9 0.0 70.5 57.9 79.9 76.8 20.1 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 10 1 19 19 24 29
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 314,530
COMMITMENTS
111,591 137,561 7,598 165,662 143,441 284,851 288,600 29,679 25,930
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -17,140)
7,022 -2,315 -1,017 -21,373 -13,409 -15,368 -16,741 -1,772 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 43.7 2.4 52.7 45.6 90.6 91.8 9.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
66 72 27 53 53 139 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 99,063
COMMITMENTS
39,073 26,651 5,675 28,310 51,909 73,058 84,235 26,005 14,828
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -1,951)
-6,247 7,491 167 7,346 -14,556 1,266 -6,898 -3,217 4,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 26.9 5.7 28.6 52.4 73.7 85.0 26.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
24 14 4 18 15 43 32
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,825
COMMITMENTS
1,299 11,363 0 25,278 15,969 26,577 27,332 4,248 3,492
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -639)
-21 -111 0 -876 -250 -897 -361 258 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 36.9 0.0 82.0 51.8 86.2 88.7 13.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 15 0 18 19 21 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 587,567
COMMITMENTS
73,990 242,825 6,251 495,424 311,185 575,665 560,262 11,902 27,306
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -13,918)
-9,645 -18,529 920 -4,824 555 -13,549 -17,054 -369 3,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 41.3 1.1 84.3 53.0 98.0 95.4 2.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
38 105 28 61 74 120 186
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 78,114
COMMITMENTS
14,201 38,132 7 55,257 32,611 69,465 70,750 8,649 7,364
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 1,120)
60 261 0 1,127 1,407 1,187 1,668 -67 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 48.8 0.0 70.7 41.7 88.9 90.6 11.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 19 3 16 21 38 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,794
COMMITMENTS
8,261 12,478 473 22,749 44,298 31,483 57,249 34,311 8,545
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 5,884)
309 3,812 85 2,407 2,704 2,801 6,601 3,083 -717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 19.0 0.7 34.6 67.3 47.9 87.0 52.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
14 12 3 20 19 36 32
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 19,530
COMMITMENTS
5,442 11,747 0 12,251 6,765 17,693 18,512 1,837 1,018
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -211)
220 376 -52 -584 150 -416 474 205 -685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 60.1 0.0 62.7 34.6 90.6 94.8 9.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 7 0 8 7 19 14
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 15,082
COMMITMENTS
6,249 1,750 2 7,839 12,564 14,090 14,316 992 766
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: 233)
-39 260 2 121 -62 84 200 149 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 11.6 0.0 52.0 83.3 93.4 94.9 6.6 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 6 1 6 6 19 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/05/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 13,415
COMMITMENTS
1,080 1,341 14 8,910 10,409 10,004 11,764 3,411 1,651
CHANGES FROM 07/29/08 (CHANGE IN OPEN INTEREST: -270)
0 214 0 0 0 0 214 -270 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 10.0 0.1 66.4 77.6 74.6 87.7 25.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 4 2 14 13 19 18
Updated August 8, 2008