BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,252
COMMITMENTS
296 0 0 3,004 4,139 3,300 4,139 952 113
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -11)
77 0 0 -38 -37 39 -37 -50 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 0.0 0.0 70.6 97.3 77.6 97.3 22.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 0 14 10 18 10
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,714
COMMITMENTS
5,994 1,091 5,741 24,393 27,660 36,129 34,493 6,584 8,221
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 432)
592 207 -283 204 599 513 523 -81 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 2.6 13.4 57.1 64.8 84.6 80.8 15.4 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
19 8 16 31 28 57 45
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 196,957
COMMITMENTS
35,203 21,256 49,805 94,680 93,719 179,689 164,781 17,268 32,177
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 3,689)
-765 -364 3,289 1,857 5,204 4,381 8,129 -692 -4,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 10.8 25.3 48.1 47.6 91.2 83.7 8.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
69 53 73 36 53 152 147
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 242,788
COMMITMENTS
53,756 28,261 49,540 119,231 119,123 222,526 196,923 20,262 45,865
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -16,246)
-10,708 25 -3,204 -1,579 -7,938 -15,490 -11,117 -756 -5,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 11.6 20.4 49.1 49.1 91.7 81.1 8.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
94 40 77 74 125 210 214
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,394
COMMITMENTS
2,162 2,357 1,617 2,661 2,329 6,441 6,304 1,952 2,090
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -424)
-507 70 -191 56 -259 -642 -379 217 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 28.1 19.3 31.7 27.8 76.7 75.1 23.3 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
23 21 15 19 27 52 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,951
COMMITMENTS
11,262 2,734 6,444 8,105 6,049 25,811 15,227 6,141 16,724
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -1,701)
-1,448 -476 -333 72 -588 -1,709 -1,397 8 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 8.6 20.2 25.4 18.9 80.8 47.7 19.2 52.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
48 24 31 36 42 103 84
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 149,263
COMMITMENTS
68,161 18,632 10,933 35,658 93,144 114,752 122,709 34,512 26,554
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -781)
-4,861 -1,127 2,292 2,080 -6,186 -489 -5,022 -291 4,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 12.5 7.3 23.9 62.4 76.9 82.2 23.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
34 14 14 29 20 69 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 120,196
COMMITMENTS
26,119 39,845 2,076 73,542 66,402 101,737 108,323 18,459 11,873
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -4,418)
-8,212 3,154 328 6,412 -4,960 -1,472 -1,478 -2,946 -2,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 33.2 1.7 61.2 55.2 84.6 90.1 15.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
21 21 3 11 15 34 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 94,014
COMMITMENTS
26,630 14,915 643 61,276 73,010 88,549 88,568 5,465 5,446
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -566)
-527 4,128 -251 3,932 -6,474 3,154 -2,597 -3,720 2,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 15.9 0.7 65.2 77.7 94.2 94.2 5.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
33 23 3 16 17 50 42
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 131,600
COMMITMENTS
58,648 17,188 7,608 35,701 86,010 101,957 110,806 29,642 20,794
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -3,887)
-14,599 -1,748 723 9,671 -539 -4,205 -1,564 318 -2,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 13.1 5.8 27.1 65.4 77.5 84.2 22.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 20 10 20 19 58 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 325,796
COMMITMENTS
53,039 79,927 21,944 205,735 194,672 280,718 296,543 45,078 29,253
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 19,044)
10,347 -2,385 4,481 7,008 19,075 21,836 21,172 -2,792 -2,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 24.5 6.7 63.1 59.8 86.2 91.0 13.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
40 45 21 29 27 81 81
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 252,741
COMMITMENTS
91,247 27,365 22,545 80,596 167,005 194,388 216,915 58,353 35,826
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -3,584)
-20,423 -3,796 3,511 19,251 -1,555 2,339 -1,840 -5,923 -1,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 10.8 8.9 31.9 66.1 76.9 85.8 23.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
65 34 31 35 32 112 85
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 31,708
COMMITMENTS
16,345 2,308 0 12,769 27,971 29,114 30,279 2,594 1,429
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -908)
-1,433 1,190 0 209 -2,028 -1,224 -838 316 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 7.3 0.0 40.3 88.2 91.8 95.5 8.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 4 0 11 11 25 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,501,306
COMMITMENTS
1680178 736,650 8042635 11417529 12323511 21140343 21102796 1360963 1398510
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 506,156)
-252,337 -129,823 468,057 138,792 106,774 354,512 445,008 151,643 61,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 3.3 35.7 50.7 54.8 94.0 93.8 6.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
83 72 135 190 191 342 337
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 903,270
COMMITMENTS
55,136 98,997 185,250 504,077 487,607 744,462 771,853 158,808 131,417
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 75,299)
-1,963 9,203 36,846 25,144 18,669 60,027 64,718 15,272 10,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 11.0 20.5 55.8 54.0 82.4 85.5 17.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
58 61 83 92 63 191 166
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,388,533
COMMITMENTS
358,209 672,057 239,077 1584084 1280627 2181369 2191761 207,164 196,772
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 77,793)
33,132 12,847 24,313 73,385 89,850 130,831 127,010 -53,038 -49,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 28.1 10.0 66.3 53.6 91.3 91.8 8.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
76 133 88 103 109 237 272
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 83,249
COMMITMENTS
6,267 25,836 0 70,901 53,940 77,168 79,776 6,081 3,473
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -2,778)
-1,706 -1,069 0 -20 -259 -1,726 -1,328 -1,052 -1,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 31.0 0.0 85.2 64.8 92.7 95.8 7.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
9 15 0 34 39 43 54
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,939
COMMITMENTS
3,537 21,767 152 57,164 35,094 60,853 57,012 7,085 10,926
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 422)
-1,508 1,168 67 1,766 -1,221 325 13 98 409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 32.0 0.2 84.1 51.7 89.6 83.9 10.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 21 3 29 21 39 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 442,205
COMMITMENTS
144,566 115,549 22,342 221,463 286,095 388,371 423,986 53,834 18,219
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -17,859)
-6,297 14,252 -1,254 -10,637 -24,840 -18,189 -11,843 329 -6,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 26.1 5.1 50.1 64.7 87.8 95.9 12.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
74 67 31 48 57 138 139
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 107,280
COMMITMENTS
42,572 19,123 2,070 35,006 75,934 79,648 97,126 27,633 10,154
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -5,459)
-10,399 -3,173 1,060 2,716 -2,497 -6,623 -4,610 1,164 -848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 17.8 1.9 32.6 70.8 74.2 90.5 25.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
25 8 4 12 17 38 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 57,983
COMMITMENTS
372 10,349 11 49,874 42,046 50,257 52,407 7,726 5,577
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,587)
5 -99 1 1,048 1,445 1,054 1,347 533 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 17.8 0.0 86.0 72.5 86.7 90.4 13.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 21 2 24 20 27 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 679,175
COMMITMENTS
59,611 260,708 22,103 581,036 352,537 662,750 635,347 16,425 43,828
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: -28,317)
-3,654 -27,144 1,898 -28,552 -8,565 -30,309 -33,811 1,992 5,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 38.4 3.3 85.6 51.9 97.6 93.5 2.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
45 142 66 51 91 137 258
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,029
COMMITMENTS
12,299 16,018 35 32,213 28,182 44,547 44,236 10,482 10,793
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,117)
898 1,340 35 -505 -985 428 390 689 727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 29.1 0.1 58.5 51.2 81.0 80.4 19.0 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 24 3 21 25 41 51
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 50,090
COMMITMENTS
13,840 7,655 184 29,158 31,185 43,182 39,024 6,908 11,066
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 1,065)
639 1,052 15 -628 2,640 26 3,707 1,039 -2,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 15.3 0.4 58.2 62.3 86.2 77.9 13.8 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
18 9 1 18 17 36 27
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 24,754
COMMITMENTS
5,460 859 1,784 14,215 19,275 21,459 21,918 3,295 2,836
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 3,194)
-3 324 1,181 42 -6 1,220 1,499 1,974 1,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 3.5 7.2 57.4 77.9 86.7 88.5 13.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 4 2 8 5 18 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/14/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 48,060
COMMITMENTS
13,576 6,979 4,497 20,302 20,569 38,375 32,045 9,685 16,015
CHANGES FROM 08/07/07 (CHANGE IN OPEN INTEREST: 2,822)
1,781 -15 76 568 727 2,425 788 397 2,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 14.5 9.4 42.2 42.8 79.8 66.7 20.2 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 12 8 24 28 41 44
Updated August 17, 2007