BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,237
COMMITMENTS
314 0 1 3,040 4,143 3,355 4,144 882 93
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -15)
18 0 1 36 4 55 5 -70 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 0.0 0.0 71.7 97.8 79.2 97.8 20.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 1 14 10 18 11
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,731
COMMITMENTS
9,054 1,116 700 20,572 26,057 30,326 27,873 5,405 7,858
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 859)
733 -60 105 137 113 975 158 -116 701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 3.1 2.0 57.6 72.9 84.9 78.0 15.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 9 16 27 23 54 39
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 171,845
COMMITMENTS
31,087 26,911 37,130 88,482 79,876 156,699 143,917 15,146 27,928
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -5,642)
-3,344 -2,716 287 -1,700 -2,503 -4,757 -4,932 -885 -710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 15.7 21.6 51.5 46.5 91.2 83.7 8.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
56 52 63 31 47 132 136
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 223,683
COMMITMENTS
49,234 38,499 39,542 115,894 104,106 204,670 182,147 19,013 41,536
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -899)
-4,488 3,157 2,632 1,025 -5,067 -831 722 -68 -1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 17.2 17.7 51.8 46.5 91.5 81.4 8.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
77 58 69 50 111 166 206
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,618
COMMITMENTS
2,229 2,060 1,228 2,498 2,282 5,955 5,570 1,663 2,048
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -353)
62 -383 -147 -54 112 -139 -418 -214 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 27.0 16.1 32.8 30.0 78.2 73.1 21.8 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
21 21 11 17 24 45 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,522
COMMITMENTS
11,219 3,769 3,489 7,724 5,120 22,432 12,378 5,090 15,144
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -723)
-15 -832 111 -259 13 -163 -708 -560 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 13.7 12.7 28.1 18.6 81.5 45.0 18.5 55.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
43 20 24 30 40 87 76
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 128,591
COMMITMENTS
60,044 20,011 3,760 38,332 85,060 102,136 108,831 26,455 19,760
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -5,453)
-6,483 1,294 -91 6,232 -3,393 -342 -2,190 -5,111 -3,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 15.6 2.9 29.8 66.1 79.4 84.6 20.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
30 15 8 24 20 58 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 111,735
COMMITMENTS
14,642 31,921 78 85,155 67,650 99,875 99,649 11,860 12,086
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -5,529)
-11,613 -8,324 -671 12,552 2,530 268 -6,465 -5,797 936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 28.6 0.1 76.2 60.5 89.4 89.2 10.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 17 2 10 15 25 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 101,504
COMMITMENTS
9,674 33,808 203 86,780 63,294 96,657 97,305 4,847 4,199
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 7,490)
-16,956 18,893 -440 25,504 -9,716 8,108 8,737 -618 -1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 33.3 0.2 85.5 62.4 95.2 95.9 4.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
17 32 2 19 14 36 48
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 117,568
COMMITMENTS
48,830 19,691 1,988 43,213 78,402 94,031 100,081 23,537 17,487
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -3,055)
-10,034 2,185 53 10,904 -4,650 923 -2,412 -3,978 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 16.7 1.7 36.8 66.7 80.0 85.1 20.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
22 22 4 16 17 40 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 273,008
COMMITMENTS
61,218 59,702 2,634 173,550 187,833 237,402 250,169 35,606 22,839
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -5,390)
3,459 -19,946 -538 -4,731 18,084 -1,810 -2,400 -3,580 -2,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 21.9 1.0 63.6 68.8 87.0 91.6 13.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
35 33 9 27 24 67 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 216,026
COMMITMENTS
74,037 35,574 5,498 88,533 147,372 168,068 188,444 47,958 27,582
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -2,520)
-16,795 9,416 1,417 16,639 -10,935 1,261 -102 -3,781 -2,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 16.5 2.5 41.0 68.2 77.8 87.2 22.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
56 37 17 29 26 92 73
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,542
COMMITMENTS
11,912 3,027 105 15,189 24,931 27,206 28,063 2,336 1,479
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -2,166)
-4,433 719 105 2,420 -3,040 -1,908 -2,216 -258 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 10.2 0.4 51.4 84.4 92.1 95.0 7.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 5 1 14 12 27 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 49,012
COMMITMENTS
8,863 15,178 6,072 30,375 25,022 45,310 46,272 3,702 2,740
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -30,157)
2,614 -9,447 1,218 -34,360 -20,338 -30,528 -28,567 371 -1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 31.0 12.4 62.0 51.1 92.4 94.4 7.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 13 9 17 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,222,075
COMMITMENTS
1695267 634,170 1263225 7052727 8079402 10011219 9976797 1210856 1245278
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -296,086)
-317,709 -178,533 311,831 -283,403 -416,739 -289,281 -283,441 -6,805 -12,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 5.7 11.3 62.8 72.0 89.2 88.9 10.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
79 43 94 163 159 285 262
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 649,012
COMMITMENTS
52,472 97,415 6,810 467,977 449,323 527,259 553,548 121,753 95,464
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 13,088)
6,228 2,455 -513 17,619 19,778 23,334 21,720 -10,246 -8,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 15.0 1.0 72.1 69.2 81.2 85.3 18.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
40 49 21 87 62 140 120
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,085,581
COMMITMENTS
329,207 707,288 39,941 1516906 1171344 1886054 1918573 199,527 167,008
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -36,388)
-41,126 6,760 1,997 -10,724 -31,116 -49,853 -22,359 13,465 -14,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 33.9 1.9 72.7 56.2 90.4 92.0 9.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
55 131 38 103 104 183 248
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,253
COMMITMENTS
7,077 27,636 0 68,793 53,620 75,870 81,256 8,383 2,997
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 1,004)
810 1,800 0 -2,108 -320 -1,298 1,480 2,302 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 32.8 0.0 81.7 63.6 90.1 96.4 9.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
7 17 0 35 39 42 56
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,656
COMMITMENTS
3,010 23,651 3 57,978 34,201 60,991 57,855 6,665 9,801
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 130)
-558 1,945 -5 880 -867 317 1,073 -187 -943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 35.0 0.0 85.7 50.6 90.1 85.5 9.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 13 1 28 18 38 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 418,030
COMMITMENTS
128,923 128,436 11,571 234,710 260,662 375,204 400,669 42,826 17,361
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -11,324)
-14,383 11,925 -858 13,950 -22,109 -1,291 -11,042 -10,033 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 30.7 2.8 56.1 62.4 89.8 95.8 10.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
64 62 16 50 53 124 121
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 95,901
COMMITMENTS
24,197 19,221 1,098 51,179 66,498 76,474 86,817 19,427 9,084
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -9,179)
-18,375 -31 -521 16,598 -8,954 -2,298 -9,506 -6,881 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 20.0 1.1 53.4 69.3 79.7 90.5 20.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
18 13 2 17 12 35 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 58,091
COMMITMENTS
562 10,472 18 49,385 42,200 49,965 52,690 8,126 5,401
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 162)
196 123 12 -488 154 -280 289 442 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 18.0 0.0 85.0 72.6 86.0 90.7 14.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 20 3 23 21 28 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 589,857
COMMITMENTS
60,767 222,218 2,754 512,251 323,920 575,772 548,892 14,085 40,965
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -64,100)
377 -41,222 782 -66,433 -23,120 -65,274 -63,560 1,174 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 37.7 0.5 86.8 54.9 97.6 93.1 2.4 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
23 109 13 51 91 82 205
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 58,505
COMMITMENTS
12,789 19,006 1 34,845 27,493 47,635 46,500 10,870 12,005
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 3,488)
499 2,990 -34 2,635 -680 3,100 2,276 388 1,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 32.5 0.0 59.6 47.0 81.4 79.5 18.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
17 20 1 21 21 39 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,553
COMMITMENTS
17,636 6,929 196 32,504 29,755 50,336 36,880 7,217 20,673
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 7,463)
3,796 -726 12 3,346 -1,430 7,154 -2,144 309 9,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 12.0 0.3 56.5 51.7 87.5 64.1 12.5 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 8 1 23 17 45 26
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,662
COMMITMENTS
4,918 2,401 270 13,799 16,659 18,987 19,330 675 332
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -5,092)
-542 1,542 -1,514 -416 -2,616 -2,472 -2,588 -2,620 -2,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 12.2 1.4 70.2 84.7 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 5 1 8 4 16 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 51,282
COMMITMENTS
13,388 6,739 4,352 24,062 19,890 41,802 30,981 9,480 20,301
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 3,222)
-188 -240 -145 3,760 -679 3,427 -1,064 -205 4,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 13.1 8.5 46.9 38.8 81.5 60.4 18.5 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 11 7 23 27 38 42
Updated August 24, 2007