BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,437
COMMITMENTS
0 54 51 1,683 2,196 1,734 2,301 703 136
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -44)
-54 15 -6 17 -74 -43 -65 -1 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 2.2 2.1 69.1 90.1 71.2 94.4 28.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 13 10 16 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,238
COMMITMENTS
4,325 2,500 1,254 21,159 20,246 26,738 24,000 5,500 8,238
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 1,223)
-108 -183 329 727 537 948 683 275 540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 7.8 3.9 65.6 62.8 82.9 74.4 17.1 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 12 11 27 23 44 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 208,378
COMMITMENTS
43,315 41,185 44,345 96,735 82,218 184,395 167,748 23,983 40,630
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 1,986)
-1,594 -680 1,489 2,528 1,855 2,423 2,664 -437 -678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 19.8 21.3 46.4 39.5 88.5 80.5 11.5 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
68 82 82 30 49 152 175
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,812
COMMITMENTS
159 492 313 826 321 1,298 1,126 514 686
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -243)
-50 -256 -21 -140 62 -211 -215 -32 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 27.2 17.3 45.6 17.7 71.6 62.1 28.4 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 12 3 5 4 11 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 242,358
COMMITMENTS
53,918 45,536 36,706 128,957 109,584 219,581 191,826 22,777 50,532
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -4,773)
1,047 2,644 -4,090 -968 -1,735 -4,011 -3,181 -762 -1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 18.8 15.1 53.2 45.2 90.6 79.1 9.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
58 95 84 67 125 176 269
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,861
COMMITMENTS
4,361 3,784 623 2,066 2,166 7,050 6,573 1,811 2,288
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 211)
-125 -320 244 -46 251 73 175 138 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 42.7 7.0 23.3 24.4 79.6 74.2 20.4 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 27 9 13 25 40 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,123
COMMITMENTS
13,089 3,998 2,562 7,268 6,592 22,919 13,152 3,204 12,971
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -372)
1,211 -676 -22 -616 789 573 91 -945 -463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 15.3 9.8 27.8 25.2 87.7 50.3 12.3 49.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
33 23 19 24 39 70 76
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 109,533
COMMITMENTS
41,574 9,282 3,161 36,064 76,809 80,799 89,252 28,734 20,281
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -11,945)
-14,302 129 441 4,579 -12,777 -9,282 -12,207 -2,663 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 8.5 2.9 32.9 70.1 73.8 81.5 26.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
31 14 10 20 19 54 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 83,181
COMMITMENTS
37,165 23,433 519 18,608 49,082 56,292 73,034 26,889 10,147
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 6,045)
4,072 5,843 517 958 1,172 5,547 7,532 498 -1,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 28.2 0.6 22.4 59.0 67.7 87.8 32.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
29 15 2 10 15 40 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 94,239
COMMITMENTS
31,631 14,724 742 55,841 75,074 88,214 90,540 6,025 3,699
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -8,610)
-14,007 3,325 45 7,307 -10,865 -6,655 -7,495 -1,955 -1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 15.6 0.8 59.3 79.7 93.6 96.1 6.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
46 13 3 15 16 62 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 122,587
COMMITMENTS
54,350 19,965 1,391 44,093 82,937 99,834 104,293 22,753 18,294
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -988)
-7,311 1,929 666 6,925 -2,682 280 -87 -1,268 -901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 16.3 1.1 36.0 67.7 81.4 85.1 18.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
28 21 4 17 22 48 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 193,209
COMMITMENTS
68,020 37,619 882 83,162 134,908 152,064 173,409 41,145 19,800
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 2,254)
4,682 -4,923 166 -3,717 8,543 1,131 3,786 1,123 -1,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 19.5 0.5 43.0 69.8 78.7 89.8 21.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
41 29 8 28 20 74 52
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 227,240
COMMITMENTS
98,548 28,520 1,433 70,157 154,389 170,138 184,342 57,102 42,898
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 7,374)
-273 -872 -430 6,184 4,593 5,481 3,291 1,893 4,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 12.6 0.6 30.9 67.9 74.9 81.1 25.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
59 33 12 31 37 95 77
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,219
COMMITMENTS
12,132 5,078 0 8,312 17,384 20,444 22,462 2,775 757
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -898)
-3,237 132 0 2,527 -597 -710 -465 -188 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.3 21.9 0.0 35.8 74.9 88.0 96.7 12.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 7 0 12 10 26 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,571,461
COMMITMENTS
1771826 669,015 1005775 6533826 7646690 9311427 9321480 1260034 1249981
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -23,697)
135,991 80,219 -88,819 27,936 60,988 75,108 52,388 -98,805 -76,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 6.3 9.5 61.8 72.3 88.1 88.2 11.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
70 48 94 146 150 265 258
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 621,600
COMMITMENTS
54,605 71,464 10,140 433,302 400,046 498,047 481,650 123,553 139,950
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 2,842)
-1,975 -11,921 351 3,350 15,233 1,726 3,663 1,116 -821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 11.5 1.6 69.7 64.4 80.1 77.5 19.9 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
45 39 21 82 61 141 107
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,149,374
COMMITMENTS
302,744 528,415 44,121 1331064 1372360 1677929 1944896 471,445 204,478
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 93,991)
23,787 -2,917 -4,534 69,499 110,232 88,752 102,781 5,239 -8,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 24.6 2.1 61.9 63.8 78.1 90.5 21.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
66 108 30 104 109 192 225
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,813
COMMITMENTS
8,045 27,181 0 80,230 72,715 88,275 99,896 14,538 2,917
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 2,311)
-1,007 1,995 0 4,181 966 3,174 2,961 -863 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 26.4 0.0 78.0 70.7 85.9 97.2 14.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 11 0 35 34 46 45
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,002
COMMITMENTS
10,671 14,078 467 31,370 24,801 42,508 39,346 8,494 11,656
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -422)
-596 -1,684 324 910 4,614 638 3,254 -1,060 -3,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 27.6 0.9 61.5 48.6 83.3 77.1 16.7 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 9 2 20 20 39 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 432,349
COMMITMENTS
121,218 177,857 10,373 240,800 218,201 372,391 406,431 59,958 25,918
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -5,938)
-7,771 24,825 -2,377 18,185 -27,787 8,037 -5,339 -13,975 -599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 41.1 2.4 55.7 50.5 86.1 94.0 13.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
78 68 19 60 49 146 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 70,026
COMMITMENTS
35,304 4,808 177 14,247 57,792 49,728 62,777 20,298 7,249
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -7,985)
-3,572 -1,240 -559 -1,224 -4,816 -5,355 -6,615 -2,630 -1,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.4 6.9 0.3 20.3 82.5 71.0 89.6 29.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
27 7 1 12 17 39 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,370
COMMITMENTS
483 13,381 20 23,518 18,663 24,021 32,064 14,349 6,306
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 1,819)
48 234 14 1,260 1,181 1,322 1,429 497 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 34.9 0.1 61.3 48.6 62.6 83.6 37.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 24 2 20 21 24 45
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 652,361
COMMITMENTS
74,355 237,290 2,778 562,540 347,332 639,673 587,400 12,688 64,961
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 19,076)
5,506 2,025 -1,653 14,247 24,940 18,100 25,312 976 -6,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 36.4 0.4 86.2 53.2 98.1 90.0 1.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
33 125 14 60 77 102 207
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 67,930
COMMITMENTS
9,463 26,420 165 48,306 29,355 57,934 55,940 9,996 11,990
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -2,956)
-2,565 -1,042 -390 -334 -1,174 -3,289 -2,606 333 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 38.9 0.2 71.1 43.2 85.3 82.3 14.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
10 19 1 19 22 30 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,768
COMMITMENTS
18,496 2,896 277 31,204 33,117 49,977 36,290 8,791 22,478
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -651)
-1,014 64 -111 36 3,386 -1,089 3,339 438 -3,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 4.9 0.5 53.1 56.4 85.0 61.8 15.0 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
20 3 2 17 21 37 26
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,562
COMMITMENTS
6,028 715 0 14,240 20,566 20,268 21,281 1,294 281
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -1,718)
85 -684 0 -1,182 -427 -1,097 -1,111 -621 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 3.3 0.0 66.0 95.4 94.0 98.7 6.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 4 0 6 4 17 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 38,839
COMMITMENTS
6,246 5,266 5,449 14,794 19,596 26,489 30,311 12,350 8,528
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 2,701)
-1,752 -254 157 1,394 1,085 -201 988 2,902 1,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 13.6 14.0 38.1 50.5 68.2 78.0 31.8 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 8 8 20 24 34 38
Updated November 26, 2007