BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,252
COMMITMENTS
296 0 0 3,004 4,139 3,300 4,139 952 113
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -11)
77 0 0 -38 -37 39 -37 -50 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 0.0 0.0 70.6 97.3 77.6 97.3 22.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 14 10 18 10
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,872
COMMITMENTS
8,321 1,176 595 20,435 25,944 29,351 27,715 5,521 7,157
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 629)
551 153 -79 217 460 689 534 -60 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 3.4 1.7 58.6 74.4 84.2 79.5 15.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 7 13 27 23 51 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 177,487
COMMITMENTS
34,431 29,627 36,843 90,182 82,379 161,456 148,849 16,031 28,638
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 2,639)
155 -538 2,926 176 4,723 3,257 7,111 -618 -4,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 16.7 20.8 50.8 46.4 91.0 83.9 9.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
60 61 63 34 51 140 144
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 224,582
COMMITMENTS
53,722 35,342 36,910 114,869 109,173 205,501 181,425 19,081 43,157
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -16,945)
-10,534 -979 -3,287 -2,080 -7,554 -15,901 -11,820 -1,044 -5,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 15.7 16.4 51.1 48.6 91.5 80.8 8.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
80 50 70 57 118 184 206
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,971
COMMITMENTS
2,167 2,443 1,375 2,552 2,170 6,094 5,988 1,877 1,983
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -420)
-540 125 -215 89 -327 -666 -417 246 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 30.6 17.3 32.0 27.2 76.5 75.1 23.5 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 21 11 18 24 48 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,245
COMMITMENTS
11,234 4,601 3,378 7,983 5,107 22,595 13,086 5,650 15,159
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -1,920)
-1,443 -347 -534 74 -660 -1,903 -1,541 -17 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 16.3 12.0 28.3 18.1 80.0 46.3 20.0 53.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
43 26 25 31 34 92 73
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 134,044
COMMITMENTS
66,527 18,717 3,851 32,100 88,453 102,478 111,021 31,566 23,023
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -1,902)
-5,162 -1,034 1,689 2,069 -7,055 -1,404 -6,400 -498 4,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.6 14.0 2.9 23.9 66.0 76.5 82.8 23.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
34 13 8 25 18 63 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 117,264
COMMITMENTS
26,255 40,245 749 72,603 65,120 99,607 106,114 17,657 11,150
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -4,559)
-8,146 3,540 2 6,585 -5,186 -1,559 -1,644 -3,000 -2,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 34.3 0.6 61.9 55.5 84.9 90.5 15.1 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
21 21 2 11 13 34 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 94,014
COMMITMENTS
26,630 14,915 643 61,276 73,010 88,549 88,568 5,465 5,446
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -566)
-527 4,128 -251 3,932 -6,474 3,154 -2,597 -3,720 2,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 15.9 0.7 65.2 77.7 94.2 94.2 5.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
33 23 3 16 17 50 42
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 120,623
COMMITMENTS
58,864 17,506 1,935 32,309 83,052 93,108 102,493 27,515 18,130
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -5,139)
-15,451 -2,676 1,051 9,201 -1,082 -5,199 -2,707 60 -2,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.8 14.5 1.6 26.8 68.9 77.2 85.0 22.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
33 18 3 17 17 51 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 278,398
COMMITMENTS
57,759 79,648 3,172 178,281 169,749 239,212 252,569 39,186 25,829
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 14,493)
10,649 -1,955 1,945 5,475 17,383 18,069 17,373 -3,576 -2,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 28.6 1.1 64.0 61.0 85.9 90.7 14.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
38 39 10 28 24 72 67
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 218,546
COMMITMENTS
90,832 26,158 4,081 71,894 158,307 166,807 188,546 51,739 30,000
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -8,986)
-20,802 -6,447 1,479 18,112 -2,719 -1,211 -7,687 -7,775 -1,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 12.0 1.9 32.9 72.4 76.3 86.3 23.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
60 31 12 30 28 96 65
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| 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
16,345 2,308 0 12,769 27,971 29,114 30,279 2,594 1,429
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -908)
-1,433 1,190 0 209 -2,028 -1,224 -838 316 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.5 7.3 0.0 40.3 88.2 91.8 95.5 8.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 4 0 11 11 25 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,518,161
COMMITMENTS
2012976 812,703 951,394 7336130 8496141 10300500 10260238 1217661 1257923
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -232,471)
-142,417 3,313 -84,238 -134,785 -186,169 -361,440 -267,094 128,969 34,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 7.1 8.3 63.7 73.8 89.4 89.1 10.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
76 51 102 166 173 288 290
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 635,924
COMMITMENTS
46,244 94,960 7,323 450,358 429,545 503,925 531,828 131,999 104,096
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 12,616)
-4,140 7,505 -2,838 11,896 658 4,918 5,325 7,698 7,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 14.9 1.2 70.8 67.5 79.2 83.6 20.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
36 57 26 84 56 135 124
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,121,969
COMMITMENTS
370,333 700,528 37,944 1527630 1202460 1935907 1940932 186,062 181,037
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 9,989)
28,419 13,342 -17,945 60,686 64,795 71,160 60,192 -61,171 -50,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 33.0 1.8 72.0 56.7 91.2 91.5 8.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
66 130 42 97 106 193 248
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 83,249
COMMITMENTS
6,267 25,836 0 70,901 53,940 77,168 79,776 6,081 3,473
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -2,778)
-1,706 -1,069 0 -20 -259 -1,726 -1,328 -1,052 -1,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 31.0 0.0 85.2 64.8 92.7 95.8 7.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
9 15 0 34 39 43 54
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,526
COMMITMENTS
3,568 21,706 8 57,098 35,068 60,674 56,782 6,852 10,744
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 215)
-1,474 1,112 -8 1,725 -1,236 243 -132 -28 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 32.1 0.0 84.6 51.9 89.9 84.1 10.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 16 1 28 19 37 35
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 429,354
COMMITMENTS
143,306 116,511 12,429 220,760 282,771 376,495 411,711 52,859 17,643
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -20,829)
-7,105 14,655 -3,108 -10,522 -26,198 -20,735 -14,651 -94 -6,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 27.1 2.9 51.4 65.9 87.7 95.9 12.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
73 64 16 48 56 128 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 105,080
COMMITMENTS
42,572 19,252 1,619 34,581 75,452 78,772 96,323 26,308 8,757
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -5,537)
-10,399 -3,000 834 2,766 -2,585 -6,799 -4,751 1,262 -786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 18.3 1.5 32.9 71.8 75.0 91.7 25.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
25 8 3 11 15 36 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 57,929
COMMITMENTS
366 10,349 6 49,873 42,046 50,245 52,401 7,684 5,528
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,572)
0 -99 1 1,048 1,445 1,049 1,347 523 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 17.9 0.0 86.1 72.6 86.7 90.5 13.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 20 1 24 20 26 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 653,957
COMMITMENTS
60,390 263,440 1,972 578,684 347,040 641,046 612,452 12,911 41,505
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -32,162)
-4,216 -27,134 -327 -28,897 -9,936 -33,440 -37,397 1,278 5,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 40.3 0.3 88.5 53.1 98.0 93.7 2.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
28 120 10 50 90 85 213
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,017
COMMITMENTS
12,290 16,016 35 32,210 28,173 44,535 44,224 10,482 10,793
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,116)
897 1,340 35 -505 -986 427 389 689 727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 29.1 0.1 58.5 51.2 80.9 80.4 19.1 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 21 2 21 24 39 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,090
COMMITMENTS
13,840 7,655 184 29,158 31,185 43,182 39,024 6,908 11,066
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,065)
639 1,052 15 -628 2,640 26 3,707 1,039 -2,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 15.3 0.4 58.2 62.3 86.2 77.9 13.8 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
18 9 1 18 17 36 27
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 24,754
COMMITMENTS
5,460 859 1,784 14,215 19,275 21,459 21,918 3,295 2,836
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 3,194)
-3 324 1,181 42 -6 1,220 1,499 1,974 1,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 3.5 7.2 57.4 77.9 86.7 88.5 13.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 4 2 8 5 18 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 48,060
COMMITMENTS
13,576 6,979 4,497 20,302 20,569 38,375 32,045 9,685 16,015
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 2,822)
1,781 -15 76 568 727 2,425 788 397 2,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 14.5 9.4 42.2 42.8 79.8 66.7 20.2 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 12 8 24 28 41 44
Updated August 17, 2007