BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,325
COMMITMENTS
144 1 29 2,322 3,200 2,495 3,230 830 95
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 57)
-14 1 29 54 69 69 99 -12 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 0.0 0.9 69.8 96.2 75.0 97.1 25.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 14 11 17 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,712
COMMITMENTS
5,429 2,295 713 19,957 21,451 26,099 24,459 5,613 7,253
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 372)
-136 28 127 200 212 191 367 181 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 7.2 2.2 62.9 67.6 82.3 77.1 17.7 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
11 11 13 25 23 45 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,108
COMMITMENTS
37,732 39,193 36,188 86,087 67,984 160,007 143,365 18,101 34,743
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 7,172)
2,969 2,040 1,612 1,060 1,720 5,641 5,372 1,531 1,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 22.0 20.3 48.3 38.2 89.8 80.5 10.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
51 84 80 29 53 141 177
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,683
COMMITMENTS
32 804 174 892 143 1,098 1,121 585 562
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 200)
-48 16 81 129 13 162 110 38 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.9 47.8 10.3 53.0 8.5 65.2 66.6 34.8 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 18 3 5 3 9 21
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 235,272
COMMITMENTS
54,708 40,521 39,940 123,185 106,989 217,833 187,450 17,439 47,822
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 3,093)
1,303 355 439 1,811 730 3,553 1,524 -460 1,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 17.2 17.0 52.4 45.5 92.6 79.7 7.4 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
63 89 76 55 110 163 240
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,847
COMMITMENTS
4,320 4,373 418 2,103 1,406 6,841 6,197 2,006 2,650
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -345)
-29 93 -240 -51 -196 -320 -343 -25 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.8 49.4 4.7 23.8 15.9 77.3 70.0 22.7 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 26 7 20 23 51 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,275
COMMITMENTS
12,420 4,279 2,114 7,749 5,191 22,283 11,584 3,992 14,691
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 534)
527 954 -329 56 -85 254 540 280 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 16.3 8.0 29.5 19.8 84.8 44.1 15.2 55.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
39 24 21 33 40 87 74
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,205
COMMITMENTS
82,625 11,302 2,525 20,742 103,728 105,892 117,555 34,313 22,650
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -7,223)
-8,315 -2,689 410 2,705 -5,634 -5,200 -7,913 -2,023 690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.9 8.1 1.8 14.8 74.0 75.5 83.8 24.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
39 19 10 18 21 62 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,629
COMMITMENTS
26,611 24,101 0 20,936 32,118 47,547 56,219 22,082 13,410
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -6,891)
61 -10,638 0 -7,262 3,159 -7,201 -7,479 310 588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 34.6 0.0 30.1 46.1 68.3 80.7 31.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
20 14 0 6 12 26 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 96,322
COMMITMENTS
51,103 5,844 254 38,795 87,188 90,152 93,286 6,170 3,036
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 11,696)
13,533 -1,532 -231 -1,636 13,300 11,666 11,537 30 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.1 6.1 0.3 40.3 90.5 93.6 96.8 6.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
60 13 2 10 18 70 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 124,112
COMMITMENTS
62,712 17,291 107 37,192 87,488 100,011 104,886 24,101 19,226
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 15,899)
6,645 -3,072 -877 12,027 18,559 17,795 14,610 -1,896 1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.5 13.9 0.1 30.0 70.5 80.6 84.5 19.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
27 19 2 15 21 42 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 225,032
COMMITMENTS
46,369 67,723 1,115 145,548 134,904 193,032 203,742 32,000 21,290
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -3,302)
762 -16,497 -175 -4,183 17,154 -3,596 482 294 -3,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 30.1 0.5 64.7 59.9 85.8 90.5 14.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
33 36 6 25 24 62 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 195,913
COMMITMENTS
100,683 31,667 1,710 39,483 124,130 141,876 157,507 54,037 38,406
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -12,432)
-16,065 1,523 -201 6,552 -17,250 -9,714 -15,928 -2,718 3,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.4 16.2 0.9 20.2 63.4 72.4 80.4 27.6 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
57 31 10 26 28 87 65
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,493
COMMITMENTS
23,802 4,351 98 3,410 24,335 27,310 28,784 3,183 1,709
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -191)
-1,789 1,145 -7 1,003 -1,225 -793 -87 602 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.1 14.3 0.3 11.2 79.8 89.6 94.4 10.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 7 1 8 12 20 20
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 57,293
COMMITMENTS
7,113 6,661 3,292 42,042 42,731 52,447 52,684 4,846 4,609
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 9,298)
2,126 -5,893 2,728 4,074 11,366 8,928 8,201 370 1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 11.6 5.7 73.4 74.6 91.5 92.0 8.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 16 16 18 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,116,539
COMMITMENTS
1412762 434,910 1093222 6378411 7344061 8884395 8872193 1232144 1244346
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 462,432)
206,173 34,326 119,246 82,467 289,051 407,886 442,623 54,546 19,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 4.3 10.8 63.0 72.6 87.8 87.7 12.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
77 42 87 141 144 258 242
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 602,672
COMMITMENTS
51,086 88,338 5,156 428,169 376,651 484,411 470,145 118,261 132,527
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 12,160)
669 2,616 -1,020 9,918 11,542 9,567 13,138 2,593 -978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 14.7 0.9 71.0 62.5 80.4 78.0 19.6 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
42 39 18 76 57 130 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,977,779
COMMITMENTS
307,450 528,662 34,986 1203669 1248622 1546105 1812270 431,674 165,509
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -22,393)
-21,319 11,169 5,404 -2,568 -54,191 -18,483 -37,618 -3,910 15,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 26.7 1.8 60.9 63.1 78.2 91.6 21.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
58 98 27 88 92 162 201
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 99,285
COMMITMENTS
13,258 25,744 135 71,020 69,951 84,413 95,830 14,872 3,455
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -3,520)
159 -68 111 -3,543 -2,592 -3,273 -2,549 -247 -971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 25.9 0.1 71.5 70.5 85.0 96.5 15.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
18 11 1 36 36 54 48
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,960
COMMITMENTS
13,803 11,528 0 30,962 27,641 44,765 39,169 10,195 15,791
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 6,052)
7 1,063 -213 6,059 5,247 5,853 6,097 199 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 21.0 0.0 56.3 50.3 81.5 71.3 18.5 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
19 10 0 23 18 42 28
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 429,715
COMMITMENTS
175,217 134,668 7,999 175,143 267,104 358,359 409,771 71,356 19,944
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 8,661)
106 10,062 4,339 9,725 -8,970 14,170 5,431 -5,509 3,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 31.3 1.9 40.8 62.2 83.4 95.4 16.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
99 63 15 52 52 157 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 85,160
COMMITMENTS
51,672 8,019 205 9,591 68,892 61,468 77,116 23,692 8,044
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -11,637)
-13,082 -1,146 -126 2,160 -10,299 -11,048 -11,571 -589 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.7 9.4 0.2 11.3 80.9 72.2 90.6 27.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
33 9 1 12 17 45 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,563
COMMITMENTS
2,866 11,256 6 19,684 16,401 22,556 27,663 11,007 5,900
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 1,991)
430 275 -2 1,620 2,054 2,048 2,327 -57 -336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 33.5 0.0 58.6 48.9 67.2 82.4 32.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 21 1 19 21 25 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 579,763
COMMITMENTS
64,806 243,053 1,822 502,953 277,554 569,581 522,429 10,182 57,334
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 6,986)
-774 7,242 -762 12,269 -3,973 10,733 2,507 -3,747 4,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 41.9 0.3 86.8 47.9 98.2 90.1 1.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
26 121 9 60 80 94 202
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 70,059
COMMITMENTS
12,796 33,566 0 47,629 24,124 60,425 57,690 9,634 12,369
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 622)
396 762 -195 -951 -267 -750 300 1,372 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 47.9 0.0 68.0 34.4 86.2 82.3 13.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 21 0 17 20 30 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,922
COMMITMENTS
26,627 5,330 245 27,864 23,201 54,736 28,776 8,186 34,146
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -2,497)
-2,276 333 145 -1,896 -228 -4,027 250 1,530 -2,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 8.5 0.4 44.3 36.9 87.0 45.7 13.0 54.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
17 6 1 14 15 31 22
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,032
COMMITMENTS
6,458 1,740 0 14,190 19,845 20,648 21,585 1,384 447
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -76)
-117 -44 0 -125 -97 -242 -141 166 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 7.9 0.0 64.4 90.1 93.7 98.0 6.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 5 0 6 4 16 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 33,991
COMMITMENTS
5,891 7,961 4,362 12,688 16,509 22,941 28,832 11,050 5,159
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 2,867)
1,367 435 849 1,230 680 3,446 1,964 -579 903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 23.4 12.8 37.3 48.6 67.5 84.8 32.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 13 8 18 24 30 41
Updated October 26, 2007