MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 50,946
COMMITMENTS
3,925 2,493 7,741 34,063 29,653 45,729 39,888 5,217 11,058
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 3,438)
-449 649 482 2,981 1,583 3,014 2,715 424 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 4.9 15.2 66.9 58.2 89.8 78.3 10.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
13 14 20 27 31 51 54
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,576
COMMITMENTS
49,388 29,607 69,280 117,898 129,591 236,566 228,479 25,009 33,097
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -3,147)
577 -3,047 -1,507 788 1,988 -142 -2,567 -3,005 -580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 11.3 26.5 45.1 49.5 90.4 87.3 9.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
87 68 92 49 60 198 173
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 321,728
COMMITMENTS
74,818 46,521 68,173 156,137 148,544 299,128 263,239 22,600 58,489
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -19,786)
-117 -2,310 -13,607 -2,094 -109 -15,818 -16,026 -3,968 -3,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 14.5 21.2 48.5 46.2 93.0 81.8 7.0 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
93 74 103 97 152 247 288
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 15,208
COMMITMENTS
4,382 4,475 3,410 5,308 5,458 13,100 13,343 2,108 1,865
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 802)
446 -65 376 -226 337 596 648 206 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 29.4 22.4 34.9 35.9 86.1 87.7 13.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
41 30 22 19 28 75 68
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,671
COMMITMENTS
12,295 4,737 10,199 9,533 8,738 32,028 23,674 5,643 13,997
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -685)
-383 -553 1,054 -1,133 0 -463 501 -223 -1,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 12.6 27.1 25.3 23.2 85.0 62.8 15.0 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
39 27 38 37 39 99 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 133,658
COMMITMENTS
37,261 58,983 9,227 57,797 35,741 104,285 103,951 29,373 29,707
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 2,349)
-1,780 4,330 1,055 4,776 -3,736 4,051 1,649 -1,702 700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 44.1 6.9 43.2 26.7 78.0 77.8 22.0 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
19 26 11 27 19 52 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 66,854
COMMITMENTS
14,219 21,676 4,896 35,203 23,713 54,318 50,284 12,536 16,570
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 385)
-976 -2,245 1,001 2,945 1,912 2,970 668 -2,585 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 32.4 7.3 52.7 35.5 81.2 75.2 18.8 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 19 6 17 14 32 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 105,771
COMMITMENTS
60,047 9,518 729 32,691 87,895 93,467 98,142 12,304 7,629
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -7,567)
-22,170 -409 -200 12,913 -10,066 -9,457 -10,675 1,890 3,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.8 9.0 0.7 30.9 83.1 88.4 92.8 11.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
50 15 4 11 18 64 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 111,768
COMMITMENTS
19,057 51,078 7,814 66,663 21,911 93,533 80,803 18,235 30,965
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 8,875)
-2,682 4,229 563 9,807 -220 7,688 4,571 1,187 4,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 45.7 7.0 59.6 19.6 83.7 72.3 16.3 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
12 39 9 21 19 38 62
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 251,484
COMMITMENTS
41,619 59,455 17,491 169,342 144,324 228,451 221,269 23,033 30,215
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 6,298)
1,768 2,827 -3,188 10,149 1,824 8,729 1,463 -2,431 4,835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 23.6 7.0 67.3 57.4 90.8 88.0 9.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
27 30 10 32 25 63 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 195,810
COMMITMENTS
42,435 62,659 33,958 63,689 45,325 140,082 141,943 55,728 53,867
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -18,852)
-15,627 -3,814 -5,846 -3,786 -9,414 -25,259 -19,075 6,407 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 32.0 17.3 32.5 23.1 71.5 72.5 28.5 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
52 42 35 29 36 96 98
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,708
COMMITMENTS
10,639 12,090 0 18,802 17,271 29,441 29,361 2,267 2,347
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -454)
-944 -874 0 819 378 -125 -496 -329 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 38.1 0.0 59.3 54.5 92.9 92.6 7.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 11 0 14 10 23 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,137,475
COMMITMENTS
1011543 342,683 5384726 8622890 9413401 15019159 15140809 1118316 996,666
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 342,859)
93,597 -27,577 60,446 110,304 289,924 264,348 322,793 78,511 20,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.1 33.4 53.4 58.3 93.1 93.8 6.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
93 43 116 140 132 281 251
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 714,339
COMMITMENTS
76,904 51,268 94,186 418,716 421,652 589,806 567,107 124,532 147,232
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 15,074)
-1,615 -878 5,162 5,731 8,249 9,279 12,533 5,795 2,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 7.2 13.2 58.6 59.0 82.6 79.4 17.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
51 52 68 84 67 173 149
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,652,537
COMMITMENTS
461,006 600,400 197,151 1498170 1620376 2156328 2417928 496,209 234,610
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -16,985)
-15,634 -25,967 10,171 -27,758 -15,150 -33,222 -30,946 16,237 13,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 22.6 7.4 56.5 61.1 81.3 91.2 18.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
110 124 100 107 108 272 277
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 104,992
COMMITMENTS
16,252 29,673 329 73,749 72,549 90,330 102,551 14,661 2,441
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 297)
476 -434 -16 425 1,995 885 1,545 -588 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 28.3 0.3 70.2 69.1 86.0 97.7 14.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
13 15 2 35 30 49 46
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 30,311
COMMITMENTS
3,483 4,677 70 20,224 17,812 23,776 22,559 6,535 7,753
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -504)
607 -1,134 65 -1,505 -24 -833 -1,093 329 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 15.4 0.2 66.7 58.8 78.4 74.4 21.6 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 8 2 19 19 26 28
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 344,152
COMMITMENTS
122,487 137,933 13,384 169,961 166,556 305,833 317,873 38,319 26,279
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 29,622)
10,897 373 5,786 4,299 23,114 20,982 29,273 8,640 349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 40.1 3.9 49.4 48.4 88.9 92.4 11.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
65 89 29 54 58 143 153
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 80,683
COMMITMENTS
29,062 18,608 2,509 23,737 45,756 55,308 66,873 25,375 13,810
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -18,380)
-10,011 -8,043 -3,165 -4,573 -6,154 -17,750 -17,362 -630 -1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 23.1 3.1 29.4 56.7 68.5 82.9 31.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 13 2 17 15 37 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,088
COMMITMENTS
1,049 8,665 0 25,534 18,328 26,583 26,993 3,505 3,096
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -736)
-250 -2,699 0 256 2,359 6 -340 -742 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 28.8 0.0 84.9 60.9 88.3 89.7 11.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 12 0 17 20 19 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 583,035
COMMITMENTS
73,123 208,486 7,414 455,214 332,289 535,751 548,189 47,284 34,846
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -4,532)
-867 -34,340 1,163 -40,210 21,104 -39,914 -12,072 35,382 7,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 35.8 1.3 78.1 57.0 91.9 94.0 8.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
39 116 28 61 74 123 195
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 76,651
COMMITMENTS
12,825 37,995 17 55,717 31,117 68,559 69,129 8,092 7,522
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -1,463)
-1,376 -137 10 460 -1,494 -906 -1,621 -557 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 49.6 0.0 72.7 40.6 89.4 90.2 10.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
20 19 4 16 19 39 39
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,577
COMMITMENTS
9,071 9,599 213 22,995 42,315 32,279 52,127 26,298 6,450
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: -7,217)
810 -2,879 -260 246 -1,983 796 -5,122 -8,013 -2,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 16.4 0.4 39.3 72.2 55.1 89.0 44.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
13 10 3 22 18 37 29
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 19,934
COMMITMENTS
5,074 11,982 0 13,168 6,799 18,242 18,781 1,692 1,153
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 404)
-368 235 0 917 34 549 269 -145 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 60.1 0.0 66.1 34.1 91.5 94.2 8.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 7 0 8 7 18 14
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 17,510
COMMITMENTS
5,890 1,213 389 7,902 12,504 14,181 14,106 3,329 3,404
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 2,428)
-359 -537 387 63 -60 91 -210 2,337 2,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 6.9 2.2 45.1 71.4 81.0 80.6 19.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 5 3 6 6 19 13
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 13,600
COMMITMENTS
1,080 1,523 14 8,910 10,415 10,004 11,952 3,596 1,648
CHANGES FROM 08/05/08 (CHANGE IN OPEN INTEREST: 185)
0 182 0 0 6 0 188 185 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 11.2 0.1 65.5 76.6 73.6 87.9 26.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 4 2 14 13 19 18
Updated August 15, 2008