BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,481
COMMITMENTS
54 39 57 1,666 2,270 1,777 2,366 704 115
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -192)
0 37 -1 -168 -278 -169 -242 -23 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 1.6 2.3 67.2 91.5 71.6 95.4 28.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 3 12 10 16 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,015
COMMITMENTS
4,433 2,683 925 20,432 19,709 25,790 23,317 5,225 7,698
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 687)
-48 -90 144 -75 420 21 474 666 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 8.7 3.0 65.9 63.5 83.2 75.2 16.8 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 12 12 26 22 44 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 206,392
COMMITMENTS
44,909 41,865 42,856 94,207 80,363 181,972 165,084 24,420 41,308
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 6,794)
3,304 -1,047 -807 609 4,961 3,106 3,107 3,688 3,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 20.3 20.8 45.6 38.9 88.2 80.0 11.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
67 89 79 30 49 149 175
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,055
COMMITMENTS
209 748 334 966 259 1,509 1,341 546 714
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -11)
40 -180 50 -37 54 53 -76 -64 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 36.4 16.3 47.0 12.6 73.4 65.3 26.6 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 15 4 5 3 13 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 247,131
COMMITMENTS
52,871 42,892 40,796 129,925 111,319 223,592 195,007 23,539 52,124
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 9,585)
402 -6,306 4,052 1,194 6,980 5,648 4,726 3,937 4,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 17.4 16.5 52.6 45.0 90.5 78.9 9.5 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
63 97 88 63 122 176 275
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,650
COMMITMENTS
4,486 4,104 379 2,112 1,915 6,977 6,398 1,673 2,252
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -308)
2 -603 -59 -97 322 -154 -340 -154 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.9 47.4 4.4 24.4 22.1 80.7 74.0 19.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 26 8 13 24 45 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,495
COMMITMENTS
11,878 4,674 2,584 7,884 5,803 22,346 13,061 4,149 13,434
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 43)
-218 -22 -294 368 313 -144 -3 187 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.8 17.6 9.8 29.8 21.9 84.3 49.3 15.7 50.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
33 24 19 25 38 70 74
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 121,478
COMMITMENTS
55,876 9,153 2,720 31,485 89,586 90,081 101,459 31,397 20,019
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -17,024)
-19,656 -2,791 461 3,106 -8,333 -16,089 -10,663 -935 -6,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 7.5 2.2 25.9 73.7 74.2 83.5 25.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
33 14 10 16 19 54 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 77,136
COMMITMENTS
33,093 17,590 2 17,650 47,910 50,745 65,502 26,391 11,634
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -9,685)
518 -12,566 -21 -11,378 2,338 -10,881 -10,249 1,196 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 22.8 0.0 22.9 62.1 65.8 84.9 34.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
22 10 1 8 15 31 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 102,849
COMMITMENTS
45,638 11,399 697 48,534 85,939 94,869 98,035 7,980 4,814
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -10,446)
-22,534 -3,198 -31 10,816 -9,437 -11,749 -12,666 1,303 2,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 11.1 0.7 47.2 83.6 92.2 95.3 7.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
56 12 3 14 15 70 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 123,575
COMMITMENTS
61,661 18,036 725 37,168 85,619 99,554 104,380 24,021 19,195
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -23,731)
-18,179 -1,478 101 -3,207 -21,642 -21,285 -23,019 -2,446 -712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 14.6 0.6 30.1 69.3 80.6 84.5 19.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
35 15 2 16 21 51 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 190,955
COMMITMENTS
63,338 42,542 716 86,879 126,365 150,933 169,623 40,022 21,332
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -25,086)
3,393 -26,300 -299 -34,750 -504 -31,656 -27,103 6,570 2,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 22.3 0.4 45.5 66.2 79.0 88.8 21.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
41 32 7 27 20 72 55
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 219,866
COMMITMENTS
98,821 29,392 1,863 63,973 149,796 164,657 181,051 55,209 38,815
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 2,101)
-10,181 -3,562 86 15,934 5,140 5,839 1,664 -3,738 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 13.4 0.8 29.1 68.1 74.9 82.3 25.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
56 32 10 29 35 88 74
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,117
COMMITMENTS
15,369 4,946 0 5,785 17,981 21,154 22,927 2,963 1,190
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -1,188)
-2,566 392 -98 1,727 -1,567 -937 -1,273 -251 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.7 20.5 0.0 24.0 74.6 87.7 95.1 12.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 4 0 10 9 25 13
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 71,316
COMMITMENTS
14,334 12,406 13,781 36,830 40,743 64,945 66,930 6,371 4,386
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 2,496)
2,175 1,598 1,954 -1,510 -445 2,619 3,107 -123 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 17.4 19.3 51.6 57.1 91.1 93.8 8.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 17 18 20 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,595,158
COMMITMENTS
1635835 588,796 1094594 6505890 7585702 9236319 9269092 1358839 1326066
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 90,671)
92,220 22,835 23,228 -99,227 6,333 16,221 52,396 74,450 38,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 5.6 10.3 61.4 71.6 87.2 87.5 12.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
72 38 92 143 149 258 252
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 618,758
COMMITMENTS
56,580 83,385 9,789 429,952 384,813 496,321 477,987 122,437 140,771
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 2,727)
1,261 469 149 2,232 3,491 3,642 4,109 -915 -1,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 13.5 1.6 69.5 62.2 80.2 77.2 19.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
46 44 21 81 58 142 109
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,055,383
COMMITMENTS
278,957 531,332 48,655 1261565 1262128 1589177 1842115 466,206 213,268
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 18,764)
-12,479 -37,171 10,469 15,456 14,015 13,446 -12,687 5,318 31,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 25.9 2.4 61.4 61.4 77.3 89.6 22.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
61 107 30 97 102 179 218
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,502
COMMITMENTS
9,052 25,186 0 76,049 71,749 85,101 96,935 15,401 3,567
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -296)
-3,110 -390 0 732 470 -2,378 80 2,082 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 25.1 0.0 75.7 71.4 84.7 96.5 15.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 10 0 36 33 49 43
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,424
COMMITMENTS
11,267 15,762 143 30,460 20,187 41,870 36,092 9,554 15,332
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -7,109)
-2,103 4,251 -149 -3,617 -7,840 -5,869 -3,738 -1,240 -3,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 30.7 0.3 59.2 39.3 81.4 70.2 18.6 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
21 10 1 20 16 41 27
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 438,287
COMMITMENTS
128,989 153,032 12,750 222,615 245,988 364,354 411,770 73,933 26,517
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -9,923)
-32,739 -12,833 6,573 29,861 -12,755 3,695 -19,015 -13,618 9,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 34.9 2.9 50.8 56.1 83.1 93.9 16.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
85 59 19 59 55 154 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 78,011
COMMITMENTS
38,876 6,048 736 15,471 62,608 55,083 69,392 22,928 8,619
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -15,607)
-21,035 -3,226 471 7,286 -13,217 -13,278 -15,972 -2,329 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.8 7.8 0.9 19.8 80.3 70.6 89.0 29.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
27 8 2 14 16 42 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,551
COMMITMENTS
435 13,147 6 22,258 17,482 22,699 30,635 13,852 5,916
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 361)
-1,841 883 0 -731 -753 -2,572 130 2,933 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 36.0 0.0 60.9 47.8 62.1 83.8 37.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 22 1 17 19 20 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 633,285
COMMITMENTS
68,849 235,265 4,431 548,293 322,392 621,573 562,088 11,712 71,197
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 14,207)
7,063 -9,448 1,838 7,587 11,125 16,488 3,515 -2,281 10,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 37.1 0.7 86.6 50.9 98.2 88.8 1.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
34 118 12 63 74 106 195
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 70,886
COMMITMENTS
12,028 27,462 555 48,640 30,529 61,223 58,546 9,663 12,340
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 1,157)
-1,752 -856 554 1,571 614 373 312 784 845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 38.7 0.8 68.6 43.1 86.4 82.6 13.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
15 21 1 19 20 35 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,419
COMMITMENTS
19,510 2,832 388 31,168 29,731 51,066 32,951 8,353 26,468
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -4,950)
-1,102 -2,795 106 -3,478 2,462 -4,474 -227 -476 -4,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 4.8 0.7 52.5 50.0 85.9 55.5 14.1 44.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
21 4 4 15 20 37 27
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 23,280
COMMITMENTS
5,943 1,399 0 15,422 20,993 21,365 22,392 1,915 888
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 1,586)
-42 -135 0 1,127 1,249 1,085 1,114 501 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 6.0 0.0 66.2 90.2 91.8 96.2 8.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 0 8 6 17 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 36,138
COMMITMENTS
7,998 5,520 5,292 13,400 18,511 26,690 29,323 9,448 6,815
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 809)
1,452 -2,028 907 -112 2,224 2,247 1,103 -1,438 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 15.3 14.6 37.1 51.2 73.9 81.1 26.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 10 8 19 24 33 39
Updated November 16, 2007