BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,501
COMMITMENTS
279 0 2 2,434 3,380 2,715 3,382 786 119
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -771)
81 0 2 -637 -741 -554 -739 -217 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 0.0 0.1 69.5 96.5 77.5 96.6 22.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 1 14 9 18 10
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,356
COMMITMENTS
7,411 1,210 551 18,575 23,407 26,537 25,168 5,819 7,188
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -3,988)
-1,688 73 -137 -2,253 -3,094 -4,078 -3,158 90 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 3.7 1.7 57.4 72.3 82.0 77.8 18.0 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
20 7 13 26 24 52 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 175,843
COMMITMENTS
33,305 28,056 34,537 92,269 82,225 160,111 144,818 15,732 31,025
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -67)
128 1,004 -2,541 2,136 -521 -277 -2,058 210 1,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 16.0 19.6 52.5 46.8 91.1 82.4 8.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
55 59 67 31 47 135 143
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 232,177
COMMITMENTS
60,908 32,148 41,365 111,546 111,866 213,819 185,379 18,358 46,798
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 3,918)
2,956 -2,294 713 -739 4,346 2,930 2,765 988 1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 13.8 17.8 48.0 48.2 92.1 79.8 7.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
80 58 72 45 115 167 213
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,104
COMMITMENTS
2,191 2,823 343 2,065 1,126 4,599 4,292 1,505 1,812
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -726)
-240 244 -173 -124 -763 -537 -692 -189 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 46.2 5.6 33.8 18.4 75.3 70.3 24.7 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 20 7 13 15 34 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,769
COMMITMENTS
12,350 2,795 5,152 7,670 5,964 25,172 13,911 4,597 15,858
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 413)
471 -481 1,060 -460 515 1,071 1,094 -658 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 9.4 17.3 25.8 20.0 84.6 46.7 15.4 53.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
43 24 21 24 34 82 68
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 135,940
COMMITMENTS
73,234 21,889 3,884 30,583 91,730 107,701 117,503 28,239 18,437
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 2,084)
5,221 -1,030 1,368 -5,937 3,518 652 3,856 1,432 -1,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 16.1 2.9 22.5 67.5 79.2 86.4 20.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
38 15 9 27 20 69 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 131,156
COMMITMENTS
12,078 46,553 1,057 105,019 69,360 118,154 116,970 13,002 14,186
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 12,286)
-5,845 10,507 1,055 15,696 -167 10,906 11,395 1,380 891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 35.5 0.8 80.1 52.9 90.1 89.2 9.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 19 3 12 14 27 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 109,118
COMMITMENTS
10,724 26,644 1,640 91,984 77,295 104,348 105,579 4,770 3,539
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 7,939)
-37 -4,319 1,072 7,177 12,015 8,212 8,768 -273 -829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 24.4 1.5 84.3 70.8 95.6 96.8 4.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
20 36 7 18 16 42 55
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 125,940
COMMITMENTS
53,176 20,602 1,362 48,925 86,940 103,463 108,904 22,477 17,036
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 2,370)
-2,349 -352 125 3,043 1,866 819 1,639 1,551 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 16.4 1.1 38.8 69.0 82.2 86.5 17.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
22 24 6 18 18 44 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 269,834
COMMITMENTS
58,339 65,392 2,003 175,469 178,832 235,811 246,227 34,023 23,607
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -7,161)
-7,789 9,110 -141 2,135 -17,039 -5,795 -8,070 -1,366 909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 24.2 0.7 65.0 66.3 87.4 91.3 12.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
38 33 6 28 23 71 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 221,662
COMMITMENTS
78,483 31,838 3,178 91,240 155,853 172,901 190,869 48,761 30,793
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 564)
3,988 169 -1,907 -7,086 2,971 -5,005 1,233 5,569 -669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 14.4 1.4 41.2 70.3 78.0 86.1 22.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
53 33 12 34 28 92 68
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,416
COMMITMENTS
10,850 4,507 105 16,277 23,332 27,232 27,944 2,184 1,472
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 180)
2,421 -97 0 -1,917 1,263 504 1,166 -324 -986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 15.3 0.4 55.3 79.3 92.6 95.0 7.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 7 1 13 14 24 22
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 65,760
COMMITMENTS
17,900 21,319 1,881 43,142 40,678 62,923 63,878 2,837 1,882
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 4,544)
-1,673 1,713 -1,891 8,224 6,470 4,660 6,292 -116 -1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 32.4 2.9 65.6 61.9 95.7 97.1 4.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 3 18 13 24 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,207,907
COMMITMENTS
1752802 449,605 1376739 6931686 8191721 10061227 10018065 1146680 1189842
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 100,870)
143,786 -49,716 108,524 -143,787 58,321 108,523 117,129 -7,653 -16,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 4.0 12.3 61.8 73.1 89.8 89.4 10.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
79 40 92 163 162 284 263
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 666,464
COMMITMENTS
54,607 100,867 11,672 476,999 465,019 543,278 577,558 123,186 88,906
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -9,428)
1,492 3,198 1,661 -12,585 -555 -9,432 4,304 4 -13,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 15.1 1.8 71.6 69.8 81.5 86.7 18.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
42 45 23 83 55 138 110
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,086,435
COMMITMENTS
302,875 670,612 73,574 1560435 1171090 1936884 1915276 149,551 171,159
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -29,005)
-29,909 -27,322 12,697 60,091 -1,488 42,879 -16,113 -71,884 -12,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 32.1 3.5 74.8 56.1 92.8 91.8 7.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
53 115 34 96 114 173 239
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 86,398
COMMITMENTS
6,957 25,523 0 71,618 56,289 78,575 81,812 7,823 4,586
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 1,420)
585 -1,553 -49 491 2,575 1,027 973 393 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 29.5 0.0 82.9 65.2 90.9 94.7 9.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
8 12 0 35 38 43 50
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 71,320
COMMITMENTS
6,471 24,771 10 58,353 32,285 64,834 57,066 6,486 14,254
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 3,417)
3,047 111 3 220 -1,432 3,270 -1,318 147 4,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 34.7 0.0 81.8 45.3 90.9 80.0 9.1 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
14 12 1 27 16 42 28
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 438,432
COMMITMENTS
114,734 102,016 15,485 245,328 297,226 375,547 414,727 62,885 23,705
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 27,920)
-10,007 -29,019 1,909 10,435 48,935 2,337 21,825 25,583 6,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 23.3 3.5 56.0 67.8 85.7 94.6 14.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
75 58 19 49 56 133 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 103,527
COMMITMENTS
36,282 9,762 1,174 47,591 80,156 85,047 91,092 18,480 12,435
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 6,885)
13,073 -1,488 910 -5,756 7,294 8,227 6,716 -1,342 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 9.4 1.1 46.0 77.4 82.1 88.0 17.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
22 10 3 14 16 37 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 58,445
COMMITMENTS
2 9,948 60 50,162 42,356 50,224 52,364 8,221 6,081
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 104)
2 -349 -52 -18 78 -68 -323 172 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 17.0 0.1 85.8 72.5 85.9 89.6 14.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
1 20 2 23 20 26 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 602,671
COMMITMENTS
63,805 228,777 6,919 521,327 328,225 592,051 563,921 10,620 38,750
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 3,707)
1,097 -881 3,468 197 -1,084 4,762 1,503 -1,055 2,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 38.0 1.1 86.5 54.5 98.2 93.6 1.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
32 118 17 52 91 94 217
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 67,321
COMMITMENTS
12,866 20,509 3,434 42,064 33,306 58,364 57,249 8,957 10,072
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 6,205)
-753 -3,342 3,426 4,014 4,555 6,687 4,639 -482 1,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 30.5 5.1 62.5 49.5 86.7 85.0 13.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 23 6 24 25 45 50
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,176
COMMITMENTS
23,514 4,205 364 28,070 32,352 51,948 36,921 5,228 20,255
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -539)
1,854 -2,094 162 6 1,470 2,022 -462 -2,561 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 7.4 0.6 49.1 56.6 90.9 64.6 9.1 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
26 5 3 20 20 47 27
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,013
COMMITMENTS
5,688 2,783 0 14,076 17,530 19,764 20,313 1,249 700
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 500)
615 440 -270 -455 94 -110 264 610 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 13.2 0.0 67.0 83.4 94.1 96.7 5.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 5 0 6 3 15 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 51,645
COMMITMENTS
12,951 6,662 5,067 24,466 19,121 42,484 30,850 9,161 20,795
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -148)
730 -1,225 464 -930 -773 264 -1,534 -412 1,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 12.9 9.8 47.4 37.0 82.3 59.7 17.7 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 12 9 23 27 38 44
Updated September 7, 2007