BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,673
COMMITMENTS
54 2 58 1,834 2,548 1,946 2,608 727 65
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -676)
-83 -1 28 -498 -661 -553 -634 -123 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 0.1 2.2 68.6 95.3 72.8 97.6 27.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 13 11 16 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,328
COMMITMENTS
4,481 2,773 781 20,507 19,289 25,769 22,843 4,559 7,485
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -2,536)
-802 388 -231 -1,134 -2,620 -2,167 -2,463 -369 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 9.1 2.6 67.6 63.6 85.0 75.3 15.0 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 11 11 26 23 43 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 199,598
COMMITMENTS
41,605 42,912 43,663 93,598 75,402 178,866 161,977 20,732 37,621
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 7,786)
2,800 2,735 1,913 1,952 1,959 6,665 6,607 1,121 1,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 21.5 21.9 46.9 37.8 89.6 81.2 10.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
61 82 85 31 50 151 179
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,066
COMMITMENTS
169 928 284 1,003 205 1,456 1,417 610 649
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 220)
61 27 120 70 39 251 186 -31 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 44.9 13.7 48.5 9.9 70.5 68.6 29.5 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 16 3 5 3 12 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 237,546
COMMITMENTS
52,469 49,198 36,744 128,731 104,339 217,944 190,281 19,602 47,265
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 5,327)
-1,100 4,937 -1,025 4,004 -9 1,879 3,903 3,448 1,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 20.7 15.5 54.2 43.9 91.7 80.1 8.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
57 106 75 54 116 154 261
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,958
COMMITMENTS
4,484 4,707 438 2,209 1,593 7,131 6,738 1,827 2,220
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -33)
97 49 -49 101 178 149 178 -182 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 52.5 4.9 24.7 17.8 79.6 75.2 20.4 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 24 7 14 22 45 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,452
COMMITMENTS
12,096 4,696 2,878 7,516 5,490 22,490 13,064 3,962 13,388
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 889)
614 439 95 -21 428 688 962 201 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 17.8 10.9 28.4 20.8 85.0 49.4 15.0 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
34 28 21 31 41 79 83
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 138,502
COMMITMENTS
75,532 11,944 2,259 28,379 97,919 106,170 112,122 32,332 26,380
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 791)
-3,520 1,723 72 5,300 -4,544 1,852 -2,749 -1,061 3,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.5 8.6 1.6 20.5 70.7 76.7 81.0 23.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
40 20 8 19 19 64 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 86,821
COMMITMENTS
32,575 30,156 23 29,028 45,572 61,626 75,751 25,195 11,070
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 14,420)
301 8,672 21 11,937 4,497 12,259 13,190 2,161 1,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 34.7 0.0 33.4 52.5 71.0 87.2 29.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
24 14 3 8 17 34 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 113,295
COMMITMENTS
68,172 14,597 728 37,718 95,376 106,618 110,701 6,677 2,594
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -4,733)
-8,658 7,532 407 2,821 -12,346 -5,430 -4,407 697 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.2 12.9 0.6 33.3 84.2 94.1 97.7 5.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
66 16 3 14 16 81 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 147,306
COMMITMENTS
79,840 19,514 624 40,375 107,261 120,839 127,399 26,467 19,907
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 8,756)
9,356 1,958 619 -794 6,636 9,181 9,213 -425 -457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.2 13.2 0.4 27.4 72.8 82.0 86.5 18.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
40 21 3 15 22 56 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 216,041
COMMITMENTS
59,945 68,842 1,015 121,629 126,869 182,589 196,726 33,452 19,315
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -5,961)
2,484 1,432 -38 -8,037 -6,840 -5,591 -5,446 -370 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 31.9 0.5 56.3 58.7 84.5 91.1 15.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
34 33 9 27 19 66 56
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 217,765
COMMITMENTS
109,002 32,954 1,777 48,039 144,656 158,818 179,387 58,947 38,378
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 18,283)
8,193 993 6 7,002 16,521 15,201 17,520 3,082 763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 15.1 0.8 22.1 66.4 72.9 82.4 27.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
62 32 10 31 30 95 70
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,305
COMMITMENTS
17,935 4,554 98 4,058 19,548 22,091 24,200 3,214 1,105
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -948)
-1,166 121 0 -76 -1,117 -1,242 -996 294 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.9 18.0 0.4 16.0 77.2 87.3 95.6 12.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 5 1 10 12 26 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 68,820
COMMITMENTS
12,159 10,808 11,827 38,340 41,188 62,326 63,823 6,494 4,997
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 6,662)
5,379 3,738 8,518 -9,240 -5,833 4,657 6,423 2,005 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 15.7 17.2 55.7 59.8 90.6 92.7 9.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 15 18 18 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,504,487
COMMITMENTS
1543615 565,961 1071366 6605117 7579369 9220098 9216696 1284389 1287791
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 62,189)
34,540 5,068 -28,452 53,336 75,826 59,424 52,442 2,765 9,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 5.4 10.2 62.9 72.2 87.8 87.7 12.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
75 36 89 151 149 267 249
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 616,031
COMMITMENTS
55,319 82,916 9,640 427,720 381,322 492,679 473,878 123,352 142,153
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 2,674)
230 -3,622 2,008 -2,058 3,238 180 1,624 2,494 1,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 13.5 1.6 69.4 61.9 80.0 76.9 20.0 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
44 40 22 83 58 141 107
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,036,619
COMMITMENTS
291,436 568,503 38,186 1246109 1248113 1575731 1854802 460,888 181,817
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 10,025)
-33,997 24,304 12,825 37,492 -51,378 16,320 -14,249 -6,295 24,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 27.9 1.9 61.2 61.3 77.4 91.1 22.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
59 100 26 97 101 174 209
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,798
COMMITMENTS
12,162 25,576 0 75,317 71,279 87,479 96,855 13,319 3,943
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 655)
317 -779 -25 1,971 1,787 2,263 983 -1,608 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 25.4 0.0 74.7 70.7 86.8 96.1 13.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 11 0 35 33 51 44
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,533
COMMITMENTS
13,370 11,511 292 34,077 28,027 47,739 39,830 10,794 18,703
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 1,758)
730 24 147 -166 -331 711 -160 1,047 1,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 19.7 0.5 58.2 47.9 81.6 68.0 18.4 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
20 11 2 23 19 43 32
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 448,210
COMMITMENTS
161,728 165,865 6,177 192,754 258,743 360,659 430,785 87,551 17,425
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 15,602)
-2,771 19,209 588 7,929 -3,717 5,746 16,080 9,856 -478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 37.0 1.4 43.0 57.7 80.5 96.1 19.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
102 62 14 51 52 157 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 93,618
COMMITMENTS
59,911 9,274 265 8,185 75,825 68,361 85,364 25,257 8,254
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 5,086)
5,059 444 60 -346 2,615 4,773 3,119 313 1,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.0 9.9 0.3 8.7 81.0 73.0 91.2 27.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
37 10 2 10 18 48 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,190
COMMITMENTS
2,276 12,264 6 22,989 18,235 25,271 30,505 10,919 5,685
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 2,979)
-386 1,332 0 3,364 2,037 2,978 3,369 1 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 33.9 0.0 63.5 50.4 69.8 84.3 30.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 22 1 20 20 25 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 619,078
COMMITMENTS
61,786 244,713 2,593 540,706 311,267 605,085 558,573 13,993 60,505
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 38,661)
562 -1,512 218 37,204 33,372 37,984 32,078 677 6,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 39.5 0.4 87.3 50.3 97.7 90.2 2.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
24 124 11 58 77 92 202
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 69,729
COMMITMENTS
13,780 28,318 1 47,069 29,915 60,850 58,234 8,879 11,495
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -1,183)
-57 -2,646 1 -809 2,115 -865 -530 -318 -653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 40.6 0.0 67.5 42.9 87.3 83.5 12.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
16 20 1 18 22 35 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,369
COMMITMENTS
20,612 5,627 282 34,646 27,269 55,540 33,178 8,829 31,191
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 807)
-2,688 -1,072 105 267 3,022 -2,316 2,055 3,123 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 8.7 0.4 53.8 42.4 86.3 51.5 13.7 48.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
17 7 3 17 21 35 30
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,694
COMMITMENTS
5,985 1,534 0 14,295 19,744 20,280 21,278 1,414 416
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -369)
-384 -182 0 38 70 -346 -112 -23 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 7.1 0.0 65.9 91.0 93.5 98.1 6.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 4 0 6 3 15 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 35,329
COMMITMENTS
6,546 7,548 4,385 13,512 16,287 24,443 28,220 10,886 7,109
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -317)
301 -147 23 693 -527 1,017 -651 -1,334 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 21.4 12.4 38.2 46.1 69.2 79.9 30.8 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 13 7 19 24 31 41
Updated November 9, 2007