BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,834
COMMITMENTS
154 60 42 3,582 4,637 3,778 4,739 1,056 95
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 46)
47 6 9 89 33 145 48 -99 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 1.2 0.9 74.1 95.9 78.2 98.0 21.8 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 3 4 14 10 20 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,757
COMMITMENTS
7,099 1,024 6,494 26,181 30,388 39,774 37,906 6,983 8,851
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -184)
168 -289 -158 -161 302 -151 -145 -33 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 2.2 13.9 56.0 65.0 85.1 81.1 14.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
22 5 14 31 29 58 44
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 200,556
COMMITMENTS
35,989 29,075 49,121 98,795 84,459 183,905 162,656 16,651 37,901
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 11,765)
1,103 -5,164 4,364 6,571 10,030 12,038 9,230 -273 2,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 14.5 24.5 49.3 42.1 91.7 81.1 8.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
66 52 77 37 45 157 141
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 283,697
COMMITMENTS
67,795 26,182 65,806 127,866 137,766 261,467 229,755 22,229 53,942
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 15,648)
5,826 -1,350 4,298 5,836 10,709 15,960 13,658 -312 1,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 9.2 23.2 45.1 48.6 92.2 81.0 7.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
102 53 85 83 138 233 237
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,488
COMMITMENTS
2,597 2,041 1,853 2,183 2,251 6,632 6,145 1,855 2,343
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,189)
30 277 613 126 -120 769 771 420 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 24.0 21.8 25.7 26.5 78.1 72.4 21.9 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
21 26 19 17 27 53 64
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,636
COMMITMENTS
12,363 3,261 8,157 8,713 7,125 29,233 18,543 6,403 17,093
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,254)
1,104 184 272 73 323 1,449 779 -195 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 9.2 22.9 24.4 20.0 82.0 52.0 18.0 48.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
51 25 35 39 45 113 92
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 149,590
COMMITMENTS
69,610 18,453 10,738 31,973 99,558 112,321 128,749 37,269 20,842
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -26,461)
-26,766 -390 940 1,129 -23,750 -24,697 -23,200 -1,764 -3,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 12.3 7.2 21.4 66.6 75.1 86.1 24.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
36 21 17 26 19 70 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 120,150
COMMITMENTS
28,142 42,770 1,621 75,356 59,534 105,119 103,925 15,031 16,225
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,654)
6,385 -21,810 65 -4,518 23,691 1,932 1,946 -278 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 35.6 1.3 62.7 49.5 87.5 86.5 12.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 20 3 9 17 30 38
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 95,940
COMMITMENTS
34,415 11,809 418 49,448 78,785 84,281 91,012 11,659 4,928
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -7,265)
-27,640 -2,518 -822 19,273 -6,151 -9,189 -9,491 1,924 2,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 12.3 0.4 51.5 82.1 87.8 94.9 12.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
39 17 2 13 18 53 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 144,567
COMMITMENTS
87,818 18,904 11,926 13,908 91,258 113,653 122,088 30,914 22,478
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -30,807)
-19,271 -3,676 628 -7,318 -23,490 -25,961 -26,538 -4,846 -4,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.7 13.1 8.2 9.6 63.1 78.6 84.5 21.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
47 26 16 20 18 79 48
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 308,981
COMMITMENTS
40,108 98,617 18,687 201,594 155,781 260,389 273,085 48,593 35,896
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -15,235)
-3,947 -45,087 1,385 -12,343 28,521 -14,905 -15,181 -329 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 31.9 6.0 65.2 50.4 84.3 88.4 15.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
41 45 20 29 30 78 87
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 248,080
COMMITMENTS
105,034 25,363 20,436 58,296 163,798 183,767 209,598 64,314 38,483
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -11,499)
-21,252 -2,757 -1,350 17,016 -6,768 -5,586 -10,875 -5,913 -624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 10.2 8.2 23.5 66.0 74.1 84.5 25.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
60 37 31 32 34 107 87
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,233
COMMITMENTS
15,457 1,193 0 14,162 29,164 29,619 30,357 2,614 1,876
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -14,356)
-14,590 -1,010 0 980 -12,902 -13,610 -13,912 -746 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 3.7 0.0 43.9 90.5 91.9 94.2 8.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 4 0 12 10 29 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 79,133
COMMITMENTS
12,683 26,769 3,808 59,853 46,354 76,344 76,931 2,789 2,202
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 6,959)
2,144 432 1,645 2,473 4,460 6,262 6,537 697 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 33.8 4.8 75.6 58.6 96.5 97.2 3.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 3 19 13 26 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,291,619
COMMITMENTS
1685864 691,176 7223528 11187709 12011536 20097102 19926240 1194518 1365379
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,288,762)
271,136 -180,067 554,956 459,800 939,250 1285892 1314139 2,870 -25,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 3.2 33.9 52.5 56.4 94.4 93.6 5.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
85 73 134 186 186 341 331
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 826,806
COMMITMENTS
50,944 94,765 162,381 481,739 461,383 695,064 718,530 131,742 108,277
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 69,924)
1,782 2,756 54,500 17,697 11,264 73,979 68,519 -4,055 1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 11.5 19.6 58.3 55.8 84.1 86.9 15.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
47 63 73 93 64 186 154
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,162,487
COMMITMENTS
348,673 644,502 183,558 1426481 1158069 1958712 1986130 203,775 176,357
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 259,372)
15,327 18,931 66,060 175,623 187,149 257,010 272,140 2,362 -12,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 29.8 8.5 66.0 53.6 90.6 91.8 9.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
87 114 83 100 107 231 260
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,128
COMMITMENTS
8,425 28,188 0 73,728 56,563 82,153 84,751 6,975 4,377
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -12,614)
-2,719 -825 -41 -6,169 -12,389 -8,929 -13,255 -3,685 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 31.6 0.0 82.7 63.5 92.2 95.1 7.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
10 18 0 36 41 46 59
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,354
COMMITMENTS
6,472 21,623 170 54,984 36,332 61,626 58,126 5,728 9,228
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -940)
-1,279 1,876 8 2,671 -654 1,400 1,230 -2,340 -2,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 32.1 0.3 81.6 53.9 91.5 86.3 8.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
9 18 3 29 19 40 38
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 460,257
COMMITMENTS
171,959 109,670 19,243 218,171 311,811 409,373 440,723 50,884 19,533
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 11,858)
-5,012 9,608 2,288 18,549 -337 15,825 11,559 -3,966 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 23.8 4.2 47.4 67.7 88.9 95.8 11.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
97 57 32 44 49 154 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 110,496
COMMITMENTS
54,254 18,646 1,014 27,801 79,088 83,069 98,748 27,426 11,748
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: -11,654)
-21,397 9,335 -894 17,033 -16,301 -5,258 -7,860 -6,396 -3,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 16.9 0.9 25.2 71.6 75.2 89.4 24.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
35 8 3 13 14 49 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 52,078
COMMITMENTS
380 10,523 5 44,333 36,414 44,718 46,942 7,360 5,136
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 10,406)
167 2,219 5 9,891 8,149 10,063 10,373 343 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 20.2 0.0 85.1 69.9 85.9 90.1 14.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 22 2 22 20 25 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 681,023
COMMITMENTS
69,263 278,507 20,063 575,946 343,534 665,272 642,104 15,752 38,919
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 53,188)
-7,489 9,385 10,122 52,194 28,262 54,827 47,770 -1,639 5,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 40.9 2.9 84.6 50.4 97.7 94.3 2.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
61 123 61 53 85 138 245
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,477
COMMITMENTS
12,623 14,648 1 30,692 28,804 43,316 43,453 9,161 9,024
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 937)
995 1,143 -0 1,988 1,455 2,983 2,598 -2,046 -1,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 27.9 0.0 58.5 54.9 82.5 82.8 17.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
26 20 2 22 24 49 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,847
COMMITMENTS
13,816 7,070 155 26,701 26,643 40,672 33,868 7,175 13,979
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 3,990)
-5,062 1,884 4 7,354 6,233 2,296 8,121 1,694 -4,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 14.8 0.3 55.8 55.7 85.0 70.8 15.0 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 13 1 17 18 35 32
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,014
COMMITMENTS
5,764 1,112 270 13,606 18,823 19,640 20,205 1,374 809
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 263)
-3 -36 -1 -30 35 -34 -2 297 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 5.3 1.3 64.7 89.6 93.5 96.2 6.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 4 1 6 3 14 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 46,763
COMMITMENTS
11,449 8,484 3,345 20,483 19,569 35,277 31,398 11,486 15,365
CHANGES FROM 07/24/07 (CHANGE IN OPEN INTEREST: 1,319)
162 200 156 1,437 811 1,755 1,167 -436 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 18.1 7.2 43.8 41.8 75.4 67.1 24.6 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 12 7 24 24 39 40
Updated August 3, 2007