MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,479
COMMITMENTS
6,737 1,319 6,741 25,908 29,770 39,386 37,830 7,093 8,649
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 447)
385 86 11 -77 465 319 562 127 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 2.8 14.5 55.7 64.1 84.7 81.4 15.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 7 14 29 27 56 42
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 187,387
COMMITMENTS
33,065 35,297 47,066 89,055 70,471 169,186 152,833 18,202 34,554
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 3,334)
460 -14,472 2,459 1,547 13,517 4,467 1,504 -1,133 1,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 18.8 25.1 47.5 37.6 90.3 81.6 9.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
55 69 78 32 38 141 153
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,751
COMMITMENTS
60,908 29,250 58,805 119,226 122,618 238,939 210,674 22,812 51,077
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 6,315)
1,486 -3,419 2,360 1,624 7,444 5,470 6,385 844 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 11.2 22.5 45.5 46.8 91.3 80.5 8.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
99 60 91 73 134 223 245
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,333
COMMITMENTS
2,606 1,611 1,147 1,901 2,630 5,655 5,388 1,678 1,945
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -117)
-219 -248 124 51 -22 -43 -146 -74 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 22.0 15.6 25.9 35.9 77.1 73.5 22.9 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 19 11 15 30 41 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,320
COMMITMENTS
11,029 3,320 6,640 8,389 6,663 26,059 16,623 6,261 15,697
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 4,021)
1,942 -207 1,140 441 1,401 3,523 2,334 498 1,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 10.3 20.5 26.0 20.6 80.6 51.4 19.4 48.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
47 25 30 37 48 105 89
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 165,315
COMMITMENTS
86,810 19,101 7,657 31,820 114,686 126,287 141,444 39,028 23,871
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 8,876)
2,812 2,644 1,451 5,184 4,800 9,446 8,895 -570 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 11.6 4.6 19.2 69.4 76.4 85.6 23.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
37 21 13 23 21 69 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 113,448
COMMITMENTS
24,039 59,409 1,565 72,365 33,976 97,969 94,951 15,479 18,498
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 8,070)
3,726 1,399 445 1,458 6,098 5,629 7,943 2,440 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 52.4 1.4 63.8 29.9 86.4 83.7 13.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
19 27 3 9 15 30 43
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 101,682
COMMITMENTS
66,046 7,879 1,203 25,336 90,052 92,585 99,134 9,097 2,548
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 6,077)
6,985 1,030 832 -1,394 4,197 6,423 6,059 -346 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.0 7.7 1.2 24.9 88.6 91.1 97.5 8.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
62 14 4 9 22 71 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 184,087
COMMITMENTS
123,439 23,630 6,991 19,476 127,548 149,905 158,169 34,181 25,918
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 19,111)
10,415 79 1,718 9,135 19,061 21,267 20,857 -2,156 -1,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 12.8 3.8 10.6 69.3 81.4 85.9 18.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
54 20 14 19 21 81 47
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 342,760
COMMITMENTS
44,399 177,370 17,328 237,228 111,715 298,956 306,413 43,804 36,347
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -13,569)
-743 -122 2,166 -13,417 -12,235 -11,994 -10,191 -1,575 -3,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 51.7 5.1 69.2 32.6 87.2 89.4 12.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
43 65 22 35 26 88 103
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 251,375
COMMITMENTS
123,222 22,171 18,831 39,709 171,570 181,762 212,571 69,614 38,804
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 669)
-6,434 -3,508 2,843 4,249 6,943 659 6,278 10 -5,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.0 8.8 7.5 15.8 68.3 72.3 84.6 27.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
68 35 28 36 36 119 84
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 43,212
COMMITMENTS
26,292 1,906 255 13,151 39,007 39,698 41,168 3,514 2,044
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 2,045)
812 -324 -119 1,123 2,426 1,816 1,983 229 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 4.4 0.6 30.4 90.3 91.9 95.3 8.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 6 1 10 10 25 17
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 62,807
COMMITMENTS
9,651 24,769 2,002 47,762 34,463 59,415 61,234 3,392 1,573
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -22,327)
-2,379 -1,911 -239 -16,601 -18,472 -19,219 -20,622 -3,108 -1,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 39.4 3.2 76.0 54.9 94.6 97.5 5.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 2 18 13 25 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,689,039
COMMITMENTS
1282196 871,120 6715877 10499280 10615021 18497354 18202018 1191686 1487021
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -37,321)
61,545 -27,979 -137,948 49,505 166,627 -26,898 701 -10,423 -38,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 4.4 34.1 53.3 53.9 93.9 92.4 6.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
79 69 123 176 175 314 318
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 767,644
COMMITMENTS
53,146 94,873 116,137 468,890 444,356 638,173 655,366 129,471 112,278
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 31,827)
3,110 1,624 14,887 14,574 4,479 32,571 20,990 -744 10,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 12.4 15.1 61.1 57.9 83.1 85.4 16.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
46 67 81 94 62 192 158
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,865,318
COMMITMENTS
341,969 597,555 140,405 1173163 955,694 1655537 1693654 209,780 171,663
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 50,857)
1,908 57,478 12,220 7,716 -11,351 21,844 58,346 29,013 -7,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 32.0 7.5 62.9 51.2 88.8 90.8 11.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
68 120 80 94 99 220 241
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,939
COMMITMENTS
12,707 28,668 0 79,460 70,710 92,167 99,378 10,772 3,561
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 11,024)
2,844 187 0 7,189 10,954 10,033 11,141 991 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 27.8 0.0 77.2 68.7 89.5 96.5 10.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
15 17 0 37 39 52 56
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,489
COMMITMENTS
9,076 17,299 314 45,552 36,228 54,941 53,840 9,548 10,649
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 3,545)
2,117 477 159 1,443 165 3,719 801 -174 2,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 26.8 0.5 70.6 56.2 85.2 83.5 14.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
10 17 5 25 23 37 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 431,810
COMMITMENTS
161,954 110,610 19,548 209,564 274,829 391,066 404,987 40,745 26,824
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 27,440)
23,764 5,557 4,992 -16,645 12,826 12,111 23,374 15,330 4,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 25.6 4.5 48.5 63.6 90.6 93.8 9.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
89 68 28 42 51 152 126
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 123,758
COMMITMENTS
78,022 10,190 1,278 10,982 98,203 90,282 109,670 33,476 14,088
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 10,447)
8,429 5,403 -89 3,648 3,728 11,988 9,041 -1,540 1,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.0 8.2 1.0 8.9 79.4 73.0 88.6 27.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
42 11 4 9 13 53 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 39,551
COMMITMENTS
280 8,129 0 33,495 26,368 33,775 34,497 5,775 5,054
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 369)
15 -121 0 97 699 112 578 257 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 20.6 0.0 84.7 66.7 85.4 87.2 14.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 18 1 21 21 23 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 592,114
COMMITMENTS
83,113 264,077 10,324 484,921 291,024 578,358 565,425 13,755 26,689
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 11,973)
6,633 4,433 -1,503 7,867 12,518 12,998 15,448 -1,025 -3,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 44.6 1.7 81.9 49.1 97.7 95.5 2.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
46 151 74 57 81 161 248
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 51,188
COMMITMENTS
11,278 13,728 2 29,404 26,232 40,684 39,962 10,504 11,226
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 767)
113 -495 0 604 753 717 258 50 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 26.8 0.0 57.4 51.2 79.5 78.1 20.5 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 19 3 21 21 45 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 42,194
COMMITMENTS
19,188 3,594 156 16,825 20,430 36,169 24,180 6,025 18,014
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 1,836)
-118 230 -10 2,173 1,194 2,045 1,414 -209 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 8.5 0.4 39.9 48.4 85.7 57.3 14.3 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
21 6 1 16 14 37 21
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,812
COMMITMENTS
5,756 1,750 270 14,287 18,906 20,313 20,926 1,499 886
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: -258)
278 301 54 685 586 1,017 941 -1,275 -1,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 8.0 1.2 65.5 86.7 93.1 95.9 6.9 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 4 1 11 4 19 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 41,233
COMMITMENTS
9,189 8,574 3,039 18,835 17,848 31,063 29,461 10,170 11,772
CHANGES FROM 07/10/07 (CHANGE IN OPEN INTEREST: 1,856)
2,620 -200 -102 -550 659 1,968 357 -112 1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 20.8 7.4 45.7 43.3 75.3 71.5 24.7 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 13 7 23 23 37 40
Updated July 20, 2007