BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,268
COMMITMENTS
158 0 0 2,268 3,131 2,426 3,131 842 137
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -59)
-20 0 0 -42 -56 -62 -56 3 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 0.0 0.0 69.4 95.8 74.2 95.8 25.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 14 11 16 11
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,340
COMMITMENTS
5,565 2,267 586 19,757 21,239 25,908 24,092 5,432 7,248
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 141)
-33 4 152 126 -221 245 -65 -104 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 7.2 1.9 63.0 67.8 82.7 76.9 17.3 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 10 14 24 23 45 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 170,936
COMMITMENTS
34,763 37,153 34,576 85,027 66,264 154,366 137,993 16,570 32,943
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -8,316)
-3,855 -470 -214 -3,307 -6,338 -7,376 -7,022 -940 -1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 21.7 20.2 49.7 38.8 90.3 80.7 9.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
52 79 74 30 54 137 168
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,483
COMMITMENTS
80 788 93 763 130 936 1,011 547 472
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 134)
0 42 9 29 62 38 113 96 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 53.1 6.3 51.4 8.8 63.1 68.2 36.9 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 17 2 5 2 9 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 232,179
COMMITMENTS
53,405 40,166 39,501 121,374 106,259 214,280 185,926 17,899 46,253
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -108)
596 1,620 -576 74 871 94 1,915 -202 -2,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 17.3 17.0 52.3 45.8 92.3 80.1 7.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
61 89 81 57 108 173 238
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,192
COMMITMENTS
4,349 4,280 658 2,154 1,602 7,161 6,540 2,031 2,652
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -560)
213 233 -452 -43 -183 -282 -402 -278 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 46.6 7.2 23.4 17.4 77.9 71.1 22.1 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
28 28 10 16 20 50 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,741
COMMITMENTS
11,893 3,325 2,443 7,693 5,276 22,029 11,044 3,712 14,697
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -272)
-829 -127 377 436 -111 -16 139 -256 -411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 12.9 9.5 29.9 20.5 85.6 42.9 14.4 57.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
41 21 21 33 39 87 73
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 147,428
COMMITMENTS
90,940 13,991 2,115 18,037 109,362 111,092 125,468 36,336 21,960
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -10,200)
-8,677 -2,625 68 -2,266 -10,553 -10,875 -13,110 675 2,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.7 9.5 1.4 12.2 74.2 75.4 85.1 24.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
41 19 6 16 22 60 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 76,520
COMMITMENTS
26,550 34,739 0 28,198 28,959 54,748 63,698 21,772 12,822
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 6,323)
-1,635 2,463 0 9,616 1,365 7,981 3,828 -1,658 2,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 45.4 0.0 36.9 37.8 71.5 83.2 28.5 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 15 0 6 9 27 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 84,626
COMMITMENTS
37,570 7,376 485 40,431 73,888 78,486 81,749 6,140 2,877
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 4,143)
11,691 -7,783 -89 -7,264 11,426 4,338 3,554 -195 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 8.7 0.6 47.8 87.3 92.7 96.6 7.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
56 15 4 12 16 70 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 108,213
COMMITMENTS
56,067 20,363 984 25,165 68,929 82,216 90,276 25,997 17,937
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -528)
1,930 -3,286 657 -4,361 2,275 -1,774 -354 1,246 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.8 18.8 0.9 23.3 63.7 76.0 83.4 24.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
23 24 3 15 18 40 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 228,334
COMMITMENTS
45,607 84,220 1,290 149,731 117,750 196,628 203,260 31,706 25,074
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 3,987)
9,286 2,142 34 -4,671 608 4,649 2,784 -662 1,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 36.9 0.6 65.6 51.6 86.1 89.0 13.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
33 45 6 25 20 61 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 208,345
COMMITMENTS
116,748 30,144 1,911 32,931 141,380 151,590 173,435 56,755 34,910
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 4,152)
-1,146 -584 166 6,380 5,154 5,400 4,736 -1,248 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 14.5 0.9 15.8 67.9 72.8 83.2 27.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
59 30 11 27 31 91 67
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,684
COMMITMENTS
25,591 3,206 105 2,407 25,560 28,103 28,871 2,581 1,813
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,426)
1,353 53 0 162 -1 1,515 52 -89 1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.4 10.4 0.3 7.8 83.3 91.6 94.1 8.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 6 1 6 13 20 20
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 47,995
COMMITMENTS
4,987 12,554 564 37,968 31,365 43,519 44,483 4,476 3,512
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -49,484)
-11,295 -4,602 -1,811 -32,309 -43,264 -45,415 -49,677 -4,069 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 26.2 1.2 79.1 65.4 90.7 92.7 9.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 1 14 12 17 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 9,654,107
COMMITMENTS
1206589 400,584 973,976 6295944 7055010 8476509 8429570 1177598 1224537
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -178,493)
-69,873 -9,799 -44,603 -91,330 -147,270 -205,806 -201,672 27,313 23,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 4.1 10.1 65.2 73.1 87.8 87.3 12.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
67 36 79 142 143 246 232
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 590,512
COMMITMENTS
50,417 85,722 6,176 418,251 365,109 474,844 457,007 115,668 133,505
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 2,656)
-2,203 -3,902 2,083 2,544 11,768 2,424 9,949 232 -7,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 14.5 1.0 70.8 61.8 80.4 77.4 19.6 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
38 47 21 79 56 130 111
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,000,172
COMMITMENTS
328,769 517,493 29,582 1206237 1302813 1564588 1849888 435,584 150,284
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 49,230)
1,824 -24,679 7,041 29,210 70,005 38,075 52,367 11,155 -3,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 25.9 1.5 60.3 65.1 78.2 92.5 21.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
71 111 26 87 101 171 225
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,805
COMMITMENTS
13,099 25,812 24 74,563 72,543 87,686 98,379 15,119 4,426
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -1,283)
978 527 24 -316 1,861 686 2,412 -1,969 -3,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 25.1 0.0 72.5 70.6 85.3 95.7 14.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 11 1 38 35 54 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,908
COMMITMENTS
13,796 10,465 213 24,903 22,394 38,912 33,072 9,996 15,836
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,155)
491 712 213 222 1,236 926 2,161 229 -1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 21.4 0.4 50.9 45.8 79.6 67.6 20.4 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
18 11 1 24 17 43 28
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 421,054
COMMITMENTS
175,111 124,606 3,660 165,418 276,074 344,189 404,340 76,865 16,714
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 14,374)
15,956 -2,052 -5,030 3,261 24,993 14,187 17,911 187 -3,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 29.6 0.9 39.3 65.6 81.7 96.0 18.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
93 57 11 50 54 146 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 96,797
COMMITMENTS
64,754 9,165 331 7,431 79,191 72,516 88,687 24,281 8,110
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,504)
3,700 -2,838 82 -1,621 2,957 2,161 201 -657 1,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.9 9.5 0.3 7.7 81.8 74.9 91.6 25.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
34 10 2 10 17 45 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,572
COMMITMENTS
2,436 10,981 8 18,064 14,347 20,508 25,336 11,064 6,236
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -38)
217 -118 0 -917 -266 -700 -384 662 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 34.8 0.0 57.2 45.4 65.0 80.2 35.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 20 2 18 18 23 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 572,777
COMMITMENTS
65,580 235,811 2,584 490,684 281,527 558,848 519,922 13,929 52,855
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 6,008)
4,317 -4,515 -678 893 10,944 4,532 5,751 1,476 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 41.2 0.5 85.7 49.2 97.6 90.8 2.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
26 118 8 55 79 87 199
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 69,437
COMMITMENTS
12,400 32,804 195 48,580 24,391 61,175 57,390 8,262 12,047
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 528)
-490 811 -340 1,818 -113 988 358 -460 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 47.2 0.3 70.0 35.1 88.1 82.7 11.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 22 2 17 20 32 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,419
COMMITMENTS
28,903 4,997 100 29,760 23,429 58,763 28,526 6,656 36,893
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 260)
76 351 0 60 -985 136 -634 124 894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 7.6 0.2 45.5 35.8 89.8 43.6 10.2 56.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 6 1 18 18 36 25
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,108
COMMITMENTS
6,575 1,784 0 14,315 19,942 20,890 21,726 1,218 382
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -301)
270 1 0 -71 -8 199 -7 -500 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 8.1 0.0 64.8 90.2 94.5 98.3 5.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 5 0 6 4 18 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 31,124
COMMITMENTS
4,524 7,526 3,513 11,458 15,829 19,495 26,868 11,629 4,256
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -2,475)
-116 -1,023 -804 -2,430 -925 -3,350 -2,752 875 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 24.2 11.3 36.8 50.9 62.6 86.3 37.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 12 7 18 23 29 39
Updated October 19, 2007