BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,035
COMMITMENTS
0 0 0 3,088 3,624 3,088 3,624 948 411
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 103)
0 0 0 19 51 19 51 83 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.0 0.0 76.5 89.8 76.5 89.8 23.5 10.2
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 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 59,348
COMMITMENTS
3,658 4,398 9,122 40,652 34,328 53,433 47,848 5,915 11,501
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 1,344)
-30 376 515 676 835 1,161 1,725 184 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 7.4 15.4 68.5 57.8 90.0 80.6 10.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
10 20 21 30 34 55 60
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 246,662
COMMITMENTS
42,337 26,863 66,936 113,564 119,436 222,838 213,235 23,824 33,427
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -395)
-4,666 3,003 1,975 2,081 -5,073 -609 -94 214 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 10.9 27.1 46.0 48.4 90.3 86.4 9.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
76 74 101 45 61 189 190
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 318,448
COMMITMENTS
73,422 54,620 68,783 153,554 137,347 295,758 260,750 22,690 57,699
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 2,011)
1,181 5,240 633 -1,815 -3,696 -0 2,177 2,011 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 17.2 21.6 48.2 43.1 92.9 81.9 7.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
90 89 102 92 138 238 288
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 13,232
COMMITMENTS
3,710 3,893 2,385 5,099 5,285 11,194 11,562 2,038 1,670
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -480)
-190 328 -415 -138 -750 -744 -838 264 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 29.4 18.0 38.5 39.9 84.6 87.4 15.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
31 32 20 20 28 64 70
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,709
COMMITMENTS
10,271 7,795 8,952 7,421 5,067 26,644 21,814 5,065 9,895
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -3,696)
-1,284 969 -775 -1,388 -2,028 -3,447 -1,833 -249 -1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 24.6 28.2 23.4 16.0 84.0 68.8 16.0 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
29 39 39 27 27 83 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 137,524
COMMITMENTS
40,387 54,803 10,915 57,462 41,034 108,764 106,752 28,760 30,772
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 7,891)
3,076 5,483 2,636 4,771 -334 10,483 7,785 -2,592 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 39.8 7.9 41.8 29.8 79.1 77.6 20.9 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
23 33 15 26 19 56 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 74,619
COMMITMENTS
12,737 24,901 6,445 43,176 26,380 62,358 57,726 12,261 16,893
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -1,482)
-494 -333 837 -1,917 -1,243 -1,575 -740 93 -742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 33.4 8.6 57.9 35.4 83.6 77.4 16.4 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 21 5 13 16 25 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 104,847
COMMITMENTS
51,004 7,515 1,563 39,759 87,243 92,326 96,321 12,521 8,526
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -2,372)
-8,410 1,978 521 5,907 -5,494 -1,981 -2,995 -390 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 7.2 1.5 37.9 83.2 88.1 91.9 11.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
40 20 4 11 18 54 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 144,520
COMMITMENTS
12,915 59,389 17,704 90,838 31,437 121,457 108,530 23,063 35,990
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 11,053)
-3,231 -915 4,059 4,858 6,534 5,686 9,678 5,367 1,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 41.1 12.3 62.9 21.8 84.0 75.1 16.0 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
15 37 15 21 19 41 66
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 248,726
COMMITMENTS
31,916 41,672 20,780 171,403 161,681 224,099 224,133 24,626 24,592
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -4,349)
-3,000 -18,050 1,593 -3,838 14,419 -5,245 -2,038 896 -2,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 16.8 8.4 68.9 65.0 90.1 90.1 9.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
28 31 13 27 25 61 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 225,688
COMMITMENTS
41,634 78,303 42,967 93,959 53,025 178,561 174,295 47,127 51,393
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 14,173)
3,859 7,160 3,057 9,901 4,684 16,817 14,901 -2,644 -727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 34.7 19.0 41.6 23.5 79.1 77.2 20.9 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
57 52 50 37 33 116 113
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,943
COMMITMENTS
9,365 11,179 0 16,856 13,307 26,221 24,486 722 2,457
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 230)
-484 867 0 985 454 501 1,321 -271 -1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 41.5 0.0 62.6 49.4 97.3 90.9 2.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 9 0 15 13 23 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,602,810
COMMITMENTS
1032952 354,242 5690999 8747178 9558032 15471130 15603274 1131681 999,537
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 345,401)
21,316 10,743 215,617 114,208 167,093 351,141 393,453 -5,740 -48,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.1 34.3 52.7 57.6 93.2 94.0 6.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
82 47 111 134 128 268 245
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 683,244
COMMITMENTS
76,137 55,326 72,382 416,344 427,474 564,862 555,182 118,381 128,062
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 6,441)
152 -480 4,543 3,932 16,243 8,627 20,306 -2,186 -13,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 8.1 10.6 60.9 62.6 82.7 81.3 17.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
51 41 56 82 68 159 139
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,618,865
COMMITMENTS
435,894 640,370 171,637 1552429 1581759 2159960 2393766 458,904 225,098
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 24,903)
2,609 6,643 1,677 10,863 9,557 15,150 17,877 9,754 7,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 24.5 6.6 59.3 60.4 82.5 91.4 17.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
95 113 92 116 111 260 267
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 110,086
COMMITMENTS
19,047 31,950 749 75,856 75,734 95,651 108,433 14,435 1,653
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 481)
505 472 388 615 1,591 1,508 2,451 -1,027 -1,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 29.0 0.7 68.9 68.8 86.9 98.5 13.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
13 21 6 40 30 56 54
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 29,645
COMMITMENTS
3,630 2,294 72 18,953 19,022 22,655 21,388 6,990 8,257
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -855)
-141 -12 9 270 -578 138 -580 -993 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 7.7 0.2 63.9 64.2 76.4 72.1 23.6 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 7 2 22 21 28 30
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 327,946
COMMITMENTS
109,245 131,127 10,722 168,827 166,213 288,794 308,061 39,152 19,885
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 1,415)
-5,754 10,642 1,012 12,244 -2,321 7,502 9,333 -6,087 -7,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 40.0 3.3 51.5 50.7 88.1 93.9 11.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
76 78 29 62 57 152 150
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 92,597
COMMITMENTS
35,111 32,149 3,732 34,606 37,000 73,450 72,881 19,147 19,715
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 6,570)
1,706 1,708 661 2,854 1,282 5,221 3,650 1,349 2,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 34.7 4.0 37.4 40.0 79.3 78.7 20.7 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
15 18 3 17 18 33 38
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,185
COMMITMENTS
1,449 8,643 0 28,053 19,640 29,502 28,283 2,683 3,902
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 610)
0 479 0 1,242 161 1,242 640 -632 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 26.9 0.0 87.2 61.0 91.7 87.9 8.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 11 0 17 21 19 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 572,052
COMMITMENTS
86,955 183,241 13,572 461,131 359,461 561,658 556,273 10,394 15,779
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -7,465)
284 7,550 -333 -2,647 -12,909 -2,695 -5,692 -4,770 -1,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 32.0 2.4 80.6 62.8 98.2 97.2 1.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
44 108 30 58 81 122 199
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 82,511
COMMITMENTS
11,821 42,039 700 61,445 32,125 73,966 74,864 8,545 7,647
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 4,052)
890 2,893 684 1,866 -187 3,440 3,390 612 662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 50.9 0.8 74.5 38.9 89.6 90.7 10.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
18 20 7 20 23 41 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 73,527
COMMITMENTS
15,935 14,908 435 29,380 52,681 45,750 68,024 27,777 5,503
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 4,788)
466 915 158 4,695 4,285 5,319 5,358 -531 -570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 20.3 0.6 40.0 71.6 62.2 92.5 37.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
14 12 5 21 19 38 33
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE Code-244741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(MSCI EAFE INDEX X $50) OPEN INTEREST: 22,662
COMMITMENTS
3,983 12,725 1,378 15,404 7,368 20,765 21,471 1,897 1,191
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -30)
-191 -109 48 -127 155 -270 94 240 -124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 56.2 6.1 68.0 32.5 91.6 94.7 8.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 8 2 10 7 19 15
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 14,287
COMMITMENTS
5,419 1,282 0 7,847 12,256 13,266 13,538 1,021 749
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: 323)
192 143 -2 32 118 222 259 101 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 9.0 0.0 54.9 85.8 92.9 94.8 7.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 5 0 5 5 16 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/08 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 13,634
COMMITMENTS
1,366 1,245 7 9,172 10,792 10,545 12,044 3,089 1,590
CHANGES FROM 08/26/08 (CHANGE IN OPEN INTEREST: -1,602)
100 433 0 -130 48 -30 481 -1,572 -2,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 9.1 0.1 67.3 79.2 77.3 88.3 22.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 3 1 14 15 20 18
Updated September 5, 2008