BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,788
COMMITMENTS
107 54 33 3,493 4,604 3,633 4,691 1,155 97
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 277)
40 54 33 3 163 76 250 201 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.1 0.7 73.0 96.2 75.9 98.0 24.1 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 3 3 13 9 18 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,941
COMMITMENTS
6,931 1,313 6,652 26,342 30,086 39,924 38,051 7,016 8,889
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 462)
194 -5 -90 434 316 538 221 -76 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 2.8 14.2 56.1 64.1 85.1 81.1 14.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
22 7 14 30 26 58 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 188,792
COMMITMENTS
34,886 34,239 44,758 92,224 74,430 171,867 153,426 16,924 35,366
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,404)
1,821 -1,058 -2,308 3,168 3,959 2,681 592 -1,277 812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 18.1 23.7 48.8 39.4 91.0 81.3 9.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
65 65 75 35 41 148 147
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,048
COMMITMENTS
61,969 27,532 61,508 122,030 127,057 245,507 216,096 22,541 51,952
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 6,298)
1,062 -1,718 2,703 2,804 4,438 6,568 5,423 -271 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 10.3 22.9 45.5 47.4 91.6 80.6 8.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
99 59 88 83 134 231 243
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,299
COMMITMENTS
2,567 1,763 1,240 2,057 2,370 5,863 5,374 1,435 1,925
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -34)
-40 152 93 155 -259 208 -14 -243 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 24.2 17.0 28.2 32.5 80.3 73.6 19.7 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
22 19 11 14 26 41 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,382
COMMITMENTS
11,259 3,077 7,885 8,639 6,802 27,784 17,764 6,598 16,618
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 2,062)
230 -243 1,245 250 139 1,725 1,140 336 921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 8.9 22.9 25.1 19.8 80.8 51.7 19.2 48.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
51 22 34 40 46 113 91
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 176,051
COMMITMENTS
96,376 18,843 9,798 30,844 123,307 137,018 151,949 39,033 24,102
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 10,736)
9,566 -258 2,141 -976 8,621 10,732 10,504 5 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 10.7 5.6 17.5 70.0 77.8 86.3 22.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
45 16 15 24 20 76 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 118,496
COMMITMENTS
21,757 64,580 1,556 79,874 35,844 103,187 101,979 15,309 16,517
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 5,047)
-2,282 5,170 -10 7,509 1,867 5,218 7,028 -170 -1,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 54.5 1.3 67.4 30.2 87.1 86.1 12.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 27 3 11 14 32 42
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 103,205
COMMITMENTS
62,055 14,327 1,240 30,175 84,936 93,470 100,503 9,735 2,702
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,523)
-3,991 6,448 37 4,839 -5,116 885 1,369 638 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.1 13.9 1.2 29.2 82.3 90.6 97.4 9.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
55 16 3 14 19 71 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 175,374
COMMITMENTS
107,089 22,580 11,298 21,227 114,748 139,613 148,626 35,760 26,748
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -8,713)
-16,350 -1,050 4,307 1,751 -12,800 -10,292 -9,543 1,579 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.1 12.9 6.4 12.1 65.4 79.6 84.7 20.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
53 22 15 22 19 81 50
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 324,216
COMMITMENTS
44,055 143,704 17,302 213,937 127,260 275,294 288,266 48,922 35,949
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -18,544)
-344 -33,666 -26 -23,291 15,546 -23,662 -18,146 5,117 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 44.3 5.3 66.0 39.3 84.9 88.9 15.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
41 55 18 31 31 81 95
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 259,580
COMMITMENTS
126,286 28,121 21,786 41,281 170,566 189,353 220,473 70,227 39,107
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 8,204)
3,064 5,949 2,956 1,571 -1,003 7,591 7,902 613 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 10.8 8.4 15.9 65.7 72.9 84.9 27.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
66 46 31 34 33 120 90
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 46,589
COMMITMENTS
30,047 2,203 0 13,182 42,066 43,229 44,269 3,360 2,320
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 3,377)
3,755 297 -255 31 3,059 3,531 3,101 -154 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 4.7 0.0 28.3 90.3 92.8 95.0 7.2 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 7 0 10 11 27 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 72,174
COMMITMENTS
10,539 26,337 2,163 57,380 41,894 70,082 70,394 2,092 1,780
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 9,367)
888 1,568 161 9,618 7,431 10,667 9,160 -1,300 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 36.5 3.0 79.5 58.0 97.1 97.5 2.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 2 1 20 13 27 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,002,857
COMMITMENTS
1414729 871,243 6668572 10727909 11072285 18811209 18612101 1191648 1390757
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 313,818)
132,532 123 -47,306 228,629 457,265 313,856 410,082 -37 -96,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 4.4 33.3 53.6 55.4 94.0 93.0 6.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
85 67 122 178 176 317 316
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 756,882
COMMITMENTS
49,162 92,009 107,882 464,042 450,120 621,085 650,010 135,797 106,872
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -10,762)
-3,984 -2,864 -8,255 -4,849 5,763 -17,088 -5,356 6,326 -5,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 12.2 14.3 61.3 59.5 82.1 85.9 17.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
44 58 67 90 63 174 148
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,903,115
COMMITMENTS
333,346 625,571 117,498 1250858 970,920 1701702 1713990 201,413 189,125
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 37,797)
-8,623 28,016 -22,907 77,695 15,226 46,164 20,335 -8,367 17,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 32.9 6.2 65.7 51.0 89.4 90.1 10.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
83 114 73 100 98 226 242
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,742
COMMITMENTS
11,144 29,013 41 79,897 68,952 91,082 98,006 10,660 3,736
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -1,197)
-1,563 345 41 437 -1,758 -1,085 -1,372 -112 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 28.5 0.0 78.5 67.8 89.5 96.3 10.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
12 18 1 38 40 50 59
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,294
COMMITMENTS
7,751 19,747 163 52,313 36,986 60,226 56,896 8,068 11,398
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 3,805)
-1,325 2,448 -151 6,761 759 5,285 3,055 -1,480 749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 28.9 0.2 76.6 54.2 88.2 83.3 11.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
10 17 5 28 22 40 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 448,398
COMMITMENTS
176,971 100,062 16,955 199,622 312,148 393,548 429,164 54,850 19,234
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 16,588)
15,017 -10,548 -2,594 -9,941 37,319 2,482 24,178 14,105 -7,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 22.3 3.8 44.5 69.6 87.8 95.7 12.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
86 56 26 46 53 148 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 122,149
COMMITMENTS
75,651 9,311 1,908 10,768 95,389 88,327 106,608 33,822 15,541
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -1,609)
-2,371 -878 631 -214 -2,814 -1,955 -3,062 346 1,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.9 7.6 1.6 8.8 78.1 72.3 87.3 27.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
40 10 5 8 13 50 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,672
COMMITMENTS
213 8,304 0 34,442 28,265 34,655 36,569 7,017 5,103
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 2,121)
-67 175 -0 947 1,897 879 2,072 1,242 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 19.9 0.0 82.7 67.8 83.2 87.8 16.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
1 18 0 21 20 22 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 627,835
COMMITMENTS
76,752 269,122 9,940 523,752 315,272 610,445 594,334 17,390 33,500
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 35,721)
-6,361 5,045 -384 38,831 24,249 32,086 28,910 3,635 6,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 42.9 1.6 83.4 50.2 97.2 94.7 2.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
56 132 66 54 85 149 244
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 51,541
COMMITMENTS
11,628 13,505 1 28,704 27,349 40,334 40,856 11,207 10,685
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 352)
350 -222 -1 -700 1,116 -351 893 703 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 26.2 0.0 55.7 53.1 78.3 79.3 21.7 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
25 16 2 20 23 46 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 43,857
COMMITMENTS
18,878 5,186 151 19,347 20,410 38,376 25,747 5,481 18,110
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 1,663)
-310 1,592 -5 2,522 -20 2,207 1,567 -544 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 11.8 0.3 44.1 46.5 87.5 58.7 12.5 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
22 10 1 16 15 38 26
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,751
COMMITMENTS
5,767 1,148 271 13,636 18,788 19,674 20,207 1,077 544
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: -1,061)
11 -602 1 -651 -118 -639 -719 -422 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 5.5 1.3 65.7 90.5 94.8 97.4 5.2 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 4 2 7 3 16 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 45,444
COMMITMENTS
11,287 8,284 3,189 19,046 18,758 33,522 30,231 11,922 15,213
CHANGES FROM 07/17/07 (CHANGE IN OPEN INTEREST: 4,211)
2,098 -290 150 211 910 2,459 770 1,752 3,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 18.2 7.0 41.9 41.3 73.8 66.5 26.2 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 12 7 22 22 36 38
Updated July 27, 2007