BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,788
COMMITMENTS
107 54 33 3,493 4,604 3,633 4,691 1,155 97
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 277)
40 54 33 3 163 76 250 201 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 1.1 0.7 73.0 96.2 75.9 98.0 24.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 3 13 9 18 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,023
COMMITMENTS
9,731 1,577 462 21,894 28,384 32,087 30,423 5,936 7,600
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 210)
94 125 -186 450 151 358 90 -148 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 4.1 1.2 57.6 74.6 84.4 80.0 15.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
21 5 11 25 22 50 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 173,688
COMMITMENTS
33,824 40,504 34,856 89,413 66,087 158,093 141,447 15,595 32,241
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -218)
1,605 -120 -3,471 2,998 3,003 1,132 -588 -1,350 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 23.3 20.1 51.5 38.0 91.0 81.4 9.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
58 70 67 29 40 133 146
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 241,378
COMMITMENTS
61,272 38,490 43,419 115,405 111,167 220,096 193,076 21,282 48,302
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 4,883)
938 -581 1,807 2,294 2,801 5,039 4,027 -156 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 15.9 18.0 47.8 46.1 91.2 80.0 8.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
87 64 78 62 128 199 233
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,904
COMMITMENTS
2,574 1,897 984 1,988 2,211 5,546 5,092 1,358 1,812
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -42)
-50 135 97 149 -260 196 -28 -238 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 27.5 14.3 28.8 32.0 80.3 73.8 19.7 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 19 6 13 24 36 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,124
COMMITMENTS
11,254 4,851 5,187 8,575 5,888 25,016 15,926 6,108 15,198
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,944)
176 -142 1,177 266 65 1,619 1,100 325 844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 15.6 16.7 27.6 18.9 80.4 51.2 19.6 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
49 21 29 31 35 98 78
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,948
COMMITMENTS
94,483 17,519 2,833 25,054 118,037 122,370 138,389 36,578 20,559
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 8,426)
9,202 -490 1,296 -1,947 7,725 8,551 8,531 -125 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.4 11.0 1.8 15.8 74.3 77.0 87.1 23.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
45 15 6 21 19 70 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 115,383
COMMITMENTS
21,909 64,786 188 78,675 34,685 100,772 99,659 14,611 15,724
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 4,805)
-2,280 5,043 0 7,249 1,810 4,969 6,853 -164 -2,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 56.1 0.2 68.2 30.1 87.3 86.4 12.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
19 27 1 10 13 30 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 103,205
COMMITMENTS
62,055 14,327 1,240 30,175 84,936 93,470 100,503 9,735 2,702
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,523)
-3,991 6,448 37 4,839 -5,116 885 1,369 638 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.1 13.9 1.2 29.2 82.3 90.6 97.4 9.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
55 16 3 14 19 71 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 158,955
COMMITMENTS
107,615 24,111 539 16,700 110,055 124,854 134,705 34,101 24,250
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -14,267)
-15,837 -975 -146 121 -13,980 -15,862 -15,101 1,595 834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.7 15.2 0.3 10.5 69.2 78.5 84.7 21.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
53 21 4 19 18 74 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 284,669
COMMITMENTS
51,088 143,503 1,243 188,343 106,993 240,674 251,739 43,995 32,930
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -18,926)
657 -33,701 749 -24,212 15,336 -22,806 -17,616 3,880 -1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 50.4 0.4 66.2 37.6 84.5 88.4 15.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
40 49 6 28 28 70 81
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 225,781
COMMITMENTS
126,890 30,475 2,015 31,658 162,016 160,563 194,506 65,218 31,275
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 4,544)
3,526 6,296 -40 562 -1,645 4,048 4,611 496 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 13.5 0.9 14.0 71.8 71.1 86.1 28.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
66 38 7 28 31 98 72
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,589
COMMITMENTS
30,047 2,203 0 13,182 42,066 43,229 44,269 3,360 2,320
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 3,377)
3,755 297 -255 31 3,059 3,531 3,101 -154 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.5 4.7 0.0 28.3 90.3 92.8 95.0 7.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 7 0 10 11 27 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 72,174
COMMITMENTS
10,539 26,337 2,163 57,380 41,894 70,082 70,394 2,092 1,780
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 9,367)
888 1,568 161 9,618 7,431 10,667 9,160 -1,300 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 36.5 3.0 79.5 58.0 97.1 97.5 2.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 2 1 20 13 27 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,425,238
COMMITMENTS
1858116 766,064 901,898 7581220 8447282 10341234 10115244 1084004 1309994
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 165,568)
116,470 -44,173 -21,973 80,261 327,682 174,758 261,536 -9,190 -95,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 6.7 7.9 66.4 73.9 90.5 88.5 9.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
73 55 88 153 162 265 274
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 606,064
COMMITMENTS
42,705 88,341 7,482 436,279 423,457 486,466 519,280 119,598 86,784
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -794)
-2,033 -486 -185 -2,772 3,213 -4,990 2,542 4,196 -3,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 14.6 1.2 72.0 69.9 80.3 85.7 19.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
33 44 16 83 58 124 110
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,787,275
COMMITMENTS
342,610 640,676 28,975 1225428 940,886 1597013 1610537 190,262 176,738
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 85,224)
-12,413 48,854 2,557 105,613 11,743 95,757 63,154 -10,533 22,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 35.8 1.6 68.6 52.6 89.4 90.1 10.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
74 108 33 97 95 188 219
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,742
COMMITMENTS
11,144 29,013 41 79,897 68,952 91,082 98,006 10,660 3,736
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -1,197)
-1,563 345 41 437 -1,758 -1,085 -1,372 -112 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 28.5 0.0 78.5 67.8 89.5 96.3 10.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
12 18 1 38 40 50 59
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,896
COMMITMENTS
7,689 19,747 44 52,277 36,965 60,010 56,756 7,886 11,140
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 4,569)
-1,047 2,429 24 6,876 859 5,853 3,312 -1,284 1,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 29.1 0.1 77.0 54.4 88.4 83.6 11.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 13 3 27 20 38 35
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 442,654
COMMITMENTS
176,869 100,138 12,120 199,162 311,493 388,151 423,751 54,503 18,903
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 26,204)
19,061 -11,153 2,653 -9,575 41,838 12,139 33,338 14,065 -7,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 22.6 2.7 45.0 70.4 87.7 95.7 12.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
86 54 16 46 52 143 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 118,608
COMMITMENTS
75,651 8,808 1,727 9,799 94,630 87,177 105,165 31,431 13,443
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -1,901)
-2,371 -958 633 -173 -2,861 -1,911 -3,186 10 1,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.8 7.4 1.5 8.3 79.8 73.5 88.7 26.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
40 10 4 7 13 48 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,661
COMMITMENTS
213 8,302 0 34,441 28,265 34,654 36,567 7,007 5,094
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 2,118)
-67 174 0 947 1,897 880 2,071 1,238 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 19.9 0.0 82.7 67.8 83.2 87.8 16.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 16 0 21 20 22 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 615,885
COMMITMENTS
76,068 268,680 2,530 522,383 313,159 600,981 584,369 14,904 31,516
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 37,752)
-4,681 5,878 335 40,096 24,294 35,750 30,507 2,002 7,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 43.6 0.4 84.8 50.8 97.6 94.9 2.4 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
35 109 12 53 85 96 198
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 51,530
COMMITMENTS
11,621 13,503 1 28,701 27,341 40,323 40,845 11,207 10,685
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 352)
350 -222 -1 -700 1,116 -351 893 703 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 26.2 0.0 55.7 53.1 78.3 79.3 21.7 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
23 13 1 20 22 44 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,857
COMMITMENTS
18,878 5,186 151 19,347 20,410 38,376 25,747 5,481 18,110
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,663)
-310 1,592 -5 2,522 -20 2,207 1,567 -544 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 11.8 0.3 44.1 46.5 87.5 58.7 12.5 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
22 10 1 16 15 38 26
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,751
COMMITMENTS
5,767 1,148 271 13,636 18,788 19,674 20,207 1,077 544
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -1,061)
11 -602 1 -651 -118 -639 -719 -422 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 5.5 1.3 65.7 90.5 94.8 97.4 5.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 2 7 3 16 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 45,444
COMMITMENTS
11,287 8,284 3,189 19,046 18,758 33,522 30,231 11,922 15,213
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 4,211)
2,098 -290 150 211 910 2,459 770 1,752 3,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 18.2 7.0 41.9 41.3 73.8 66.5 26.2 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 12 7 22 22 36 38
Updated July 27, 2007