BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,834
COMMITMENTS
154 60 42 3,582 4,637 3,778 4,739 1,056 95
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 46)
47 6 9 89 33 145 48 -99 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 1.2 0.9 74.1 95.9 78.2 98.0 21.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 4 14 10 20 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,010
COMMITMENTS
9,745 1,051 656 21,778 28,625 32,179 30,332 5,831 7,678
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -13)
14 -526 194 -116 241 92 -91 -105 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 2.8 1.7 57.3 75.3 84.7 79.8 15.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
18 6 12 26 23 51 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 183,624
COMMITMENTS
34,762 37,148 37,395 96,191 74,757 168,348 149,300 15,276 34,324
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 9,936)
938 -3,356 2,539 6,778 8,670 10,255 7,853 -319 2,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 20.2 20.4 52.4 40.7 91.7 81.3 8.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
60 56 70 31 43 143 139
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 251,840
COMMITMENTS
66,046 38,039 44,234 120,638 119,960 230,918 202,233 20,922 49,607
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 10,462)
4,774 -451 815 5,233 8,793 10,822 9,157 -360 1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 15.1 17.6 47.9 47.6 91.7 80.3 8.3 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
94 54 76 62 131 202 227
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,103
COMMITMENTS
2,598 2,075 1,661 2,066 2,143 6,325 5,879 1,778 2,224
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,199)
24 178 677 78 -68 779 787 420 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 25.6 20.5 25.5 26.4 78.1 72.6 21.9 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 26 17 15 25 48 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,197
COMMITMENTS
12,339 5,194 5,182 8,651 6,205 26,172 16,581 6,025 15,616
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,073)
1,085 343 -5 76 317 1,156 655 -83 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 16.1 16.1 26.9 19.3 81.3 51.5 18.7 48.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
49 24 29 32 36 99 81
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 133,951
COMMITMENTS
68,138 18,440 2,914 28,278 94,909 99,330 116,263 34,621 17,688
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -24,997)
-26,345 921 81 3,224 -23,128 -23,040 -22,126 -1,957 -2,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.9 13.8 2.2 21.1 70.9 74.2 86.8 25.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
38 18 8 22 18 64 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 116,838
COMMITMENTS
28,309 42,942 187 74,115 58,284 102,611 101,413 14,227 15,425
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,455)
6,400 -21,844 -1 -4,560 23,599 1,839 1,754 -384 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 36.8 0.2 63.4 49.9 87.8 86.8 12.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 20 1 8 16 28 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 95,940
COMMITMENTS
34,415 11,809 418 49,448 78,785 84,281 91,012 11,659 4,928
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -7,265)
-27,640 -2,518 -822 19,273 -6,151 -9,189 -9,491 1,924 2,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 12.3 0.4 51.5 82.1 87.8 94.9 12.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
39 17 2 13 18 53 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 128,722
COMMITMENTS
89,522 20,809 732 9,372 86,690 99,626 108,231 29,096 20,491
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -30,233)
-18,093 -3,302 193 -7,328 -23,365 -25,228 -26,474 -5,005 -3,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.5 16.2 0.6 7.3 67.3 77.4 84.1 22.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
51 20 5 16 18 71 39
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 264,271
COMMITMENTS
46,600 97,762 695 174,003 133,513 221,298 231,970 42,973 32,301
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -20,398)
-4,488 -45,741 -548 -14,340 26,520 -19,376 -19,769 -1,022 -629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 37.0 0.3 65.8 50.5 83.7 87.8 16.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
33 43 6 26 28 62 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 214,527
COMMITMENTS
104,189 25,736 2,002 49,491 154,719 155,682 182,457 58,845 32,070
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -11,254)
-22,701 -4,739 -13 17,833 -7,297 -4,881 -12,049 -6,373 795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 12.0 0.9 23.1 72.1 72.6 85.1 27.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
54 35 10 26 31 86 70
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,233
COMMITMENTS
15,457 1,193 0 14,162 29,164 29,619 30,357 2,614 1,876
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -14,356)
-14,590 -1,010 0 980 -12,902 -13,610 -13,912 -746 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 3.7 0.0 43.9 90.5 91.9 94.2 8.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 4 0 12 10 29 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 79,133
COMMITMENTS
12,683 26,769 3,808 59,853 46,354 76,344 76,931 2,789 2,202
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 6,959)
2,144 432 1,645 2,473 4,460 6,262 6,537 697 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 33.8 4.8 75.6 58.6 96.5 97.2 3.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 3 19 13 26 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,534,805
COMMITMENTS
1975367 605,819 955,980 7551817 8733884 10483164 10295683 1051641 1239122
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 109,567)
117,251 -160,245 54,082 -29,403 286,602 141,930 180,439 -32,363 -70,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 5.3 8.3 65.5 75.7 90.9 89.3 9.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
73 55 107 159 172 289 290
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 604,309
COMMITMENTS
46,551 91,583 8,094 441,474 419,174 496,119 518,851 108,190 85,458
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -1,755)
3,846 3,242 612 5,195 -4,283 9,653 -429 -11,408 -1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 15.2 1.3 73.1 69.4 82.1 85.9 17.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
36 51 20 86 58 134 118
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,981,173
COMMITMENTS
347,867 685,643 38,045 1391592 1109737 1777504 1833425 203,669 147,748
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 193,898)
5,257 44,967 9,070 166,164 168,851 180,491 222,888 13,407 -28,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 34.6 1.9 70.2 56.0 89.7 92.5 10.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
71 114 37 97 104 188 235
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,128
COMMITMENTS
8,425 28,188 0 73,728 56,563 82,153 84,751 6,975 4,377
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -12,614)
-2,719 -825 -41 -6,169 -12,389 -8,929 -13,255 -3,685 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 31.6 0.0 82.7 63.5 92.2 95.1 7.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
10 18 0 36 41 46 59
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 66,926
COMMITMENTS
6,477 21,616 13 54,952 36,312 61,442 57,941 5,484 8,985
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -970)
-1,212 1,869 -31 2,675 -653 1,432 1,185 -2,402 -2,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 32.3 0.0 82.1 54.3 91.8 86.6 8.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 14 1 28 17 38 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 450,054
COMMITMENTS
171,115 110,261 10,983 217,652 309,578 399,750 430,822 50,304 19,232
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 7,400)
-5,754 10,123 -1,137 18,490 -1,915 11,599 7,071 -4,199 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 24.5 2.4 48.4 68.8 88.8 95.7 11.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
96 56 20 44 48 148 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 108,022
COMMITMENTS
54,254 18,481 763 27,336 78,588 82,353 97,832 25,669 10,190
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -10,586)
-21,397 9,673 -964 17,537 -16,042 -4,824 -7,333 -5,762 -3,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.2 17.1 0.7 25.3 72.8 76.2 90.6 23.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
35 8 2 12 14 47 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 52,048
COMMITMENTS
380 10,519 5 44,332 36,414 44,717 46,938 7,331 5,110
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 10,387)
167 2,217 5 9,891 8,149 10,063 10,371 324 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 20.2 0.0 85.2 70.0 85.9 90.2 14.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 20 1 22 20 24 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 659,322
COMMITMENTS
68,978 278,845 4,678 574,302 339,283 647,958 622,806 11,364 36,516
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 43,437)
-7,090 10,165 2,148 51,919 26,124 46,977 38,437 -3,540 5,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 42.3 0.7 87.1 51.5 98.3 94.5 1.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
30 116 12 52 85 88 207
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,466
COMMITMENTS
12,615 14,646 1 30,689 28,795 43,305 43,442 9,161 9,024
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 936)
994 1,143 0 1,988 1,454 2,982 2,597 -2,046 -1,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 27.9 0.0 58.5 54.9 82.5 82.8 17.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
24 17 1 22 23 47 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,847
COMMITMENTS
13,816 7,070 155 26,701 26,643 40,672 33,868 7,175 13,979
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 3,990)
-5,062 1,884 4 7,354 6,233 2,296 8,121 1,694 -4,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 14.8 0.3 55.8 55.7 85.0 70.8 15.0 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 13 1 17 18 35 32
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,014
COMMITMENTS
5,764 1,112 270 13,606 18,823 19,640 20,205 1,374 809
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 263)
-3 -36 -1 -30 35 -34 -2 297 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 5.3 1.3 64.7 89.6 93.5 96.2 6.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 4 1 6 3 14 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 46,763
COMMITMENTS
11,449 8,484 3,345 20,483 19,569 35,277 31,398 11,486 15,365
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,319)
162 200 156 1,437 811 1,755 1,167 -436 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 18.1 7.2 43.8 41.8 75.4 67.1 24.6 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 12 7 24 24 39 40
Updated August 3, 2007