BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,237
COMMITMENTS
314 0 1 3,040 4,143 3,355 4,144 882 93
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -15)
18 0 1 36 4 55 5 -70 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 0.0 0.0 71.7 97.8 79.2 97.8 20.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 1 14 10 18 11
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,727
COMMITMENTS
6,757 1,077 5,940 24,642 27,756 37,338 34,773 6,388 8,954
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 1,013)
762 -14 198 248 96 1,209 280 -196 733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 2.5 13.6 56.4 63.5 85.4 79.5 14.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 9 18 29 28 57 47
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 190,765
COMMITMENTS
31,533 19,172 49,039 93,897 91,380 174,470 159,591 16,295 31,173
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -6,193)
-3,670 -2,084 -766 -783 -2,339 -5,219 -5,189 -973 -1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 10.1 25.7 49.2 47.9 91.5 83.7 8.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
65 48 73 35 49 149 139
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 242,703
COMMITMENTS
49,514 31,558 52,345 120,703 114,326 222,562 198,230 20,141 44,473
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -85)
-4,242 3,297 2,806 1,472 -4,797 36 1,307 -121 -1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 13.0 21.6 49.7 47.1 91.7 81.7 8.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
89 49 78 66 119 191 217
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,063
COMMITMENTS
2,198 1,982 1,505 2,612 2,399 6,316 5,886 1,747 2,176
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -331)
36 -374 -112 -49 69 -126 -417 -205 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 24.6 18.7 32.4 29.7 78.3 73.0 21.7 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
19 24 14 18 25 49 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,024
COMMITMENTS
11,246 2,203 6,292 7,835 5,989 25,373 14,485 5,651 16,539
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -928)
-16 -530 -152 -270 -60 -438 -742 -490 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 7.1 20.3 25.3 19.3 81.8 46.7 18.2 53.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
47 19 31 36 46 100 85
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 147,051
COMMITMENTS
62,319 19,752 12,515 42,854 91,342 117,688 123,609 29,363 23,442
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -2,213)
-5,842 1,119 1,582 7,196 -1,802 2,936 899 -5,149 -3,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 13.4 8.5 29.1 62.1 80.0 84.1 20.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
29 17 14 28 22 65 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 115,065
COMMITMENTS
14,526 31,305 1,777 86,176 69,250 102,479 102,331 12,586 12,734
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -5,130)
-11,593 -8,540 -299 12,634 2,848 742 -5,991 -5,872 861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 27.2 1.5 74.9 60.2 89.1 88.9 10.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
14 17 3 11 16 26 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 101,504
COMMITMENTS
9,674 33,808 203 86,780 63,294 96,657 97,305 4,847 4,199
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 7,490)
-16,956 18,893 -440 25,504 -9,716 8,108 8,737 -618 -1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 33.3 0.2 85.5 62.4 95.2 95.9 4.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
17 32 2 19 14 36 48
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 130,154
COMMITMENTS
49,222 20,078 7,923 47,133 82,262 104,278 110,263 25,877 19,892
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -1,446)
-9,426 2,890 315 11,432 -3,748 2,320 -544 -3,766 -902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 15.4 6.1 36.2 63.2 80.1 84.7 19.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 25 12 19 19 47 49
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 330,036
COMMITMENTS
57,665 59,556 25,653 204,037 216,917 287,355 302,126 42,682 27,910
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 4,240)
4,626 -20,371 3,709 -1,698 22,245 6,637 5,583 -2,396 -1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 18.0 7.8 61.8 65.7 87.1 91.5 12.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
34 39 18 28 26 73 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 251,324
COMMITMENTS
74,525 35,269 25,664 97,533 158,133 197,722 219,066 53,601 32,258
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -1,417)
-16,722 7,904 3,119 16,937 -8,872 3,334 2,151 -4,751 -3,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 14.0 10.2 38.8 62.9 78.7 87.2 21.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
56 42 34 33 29 104 90
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,542
COMMITMENTS
11,912 3,027 105 15,189 24,931 27,206 28,063 2,336 1,479
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -2,166)
-4,433 719 105 2,420 -3,040 -1,908 -2,216 -258 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 10.2 0.4 51.4 84.4 92.1 95.0 7.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 5 1 14 12 27 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 49,012
COMMITMENTS
8,863 15,178 6,072 30,375 25,022 45,310 46,272 3,702 2,740
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -30,157)
2,614 -9,447 1,218 -34,360 -20,338 -30,528 -28,567 371 -1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 31.0 12.4 62.0 51.1 92.4 94.4 7.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 13 9 17 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,783,469
COMMITMENTS
1494327 621,751 8622549 11250455 12097666 21367331 21341966 1416138 1441503
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 282,163)
-185,851 -114,899 579,914 -167,075 -225,844 226,988 239,171 55,175 42,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 2.7 37.8 49.4 53.1 93.8 93.7 6.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
88 58 128 182 178 327 314
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 836,671
COMMITMENTS
60,775 102,093 128,560 509,169 489,805 698,505 720,457 138,167 116,214
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -66,599)
5,639 3,096 -56,690 5,093 2,198 -45,958 -51,396 -20,641 -15,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 12.2 15.4 60.9 58.5 83.5 86.1 16.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
44 59 66 95 70 176 158
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,246,381
COMMITMENTS
315,639 683,608 172,191 1549156 1211644 2036986 2067442 209,395 178,939
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -142,152)
-42,570 11,550 -66,886 -34,927 -68,983 -144,383 -124,319 2,231 -17,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 30.4 7.7 69.0 53.9 90.7 92.0 9.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
54 137 66 108 108 212 261
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,253
COMMITMENTS
7,077 27,636 0 68,793 53,620 75,870 81,256 8,383 2,997
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 1,004)
810 1,800 0 -2,108 -320 -1,298 1,480 2,302 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 32.8 0.0 81.7 63.6 90.1 96.4 9.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
7 17 0 35 39 42 56
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,023
COMMITMENTS
3,053 23,793 111 58,091 34,219 61,255 58,123 6,768 9,900
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 84)
-484 2,026 -41 927 -875 402 1,110 -318 -1,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 35.0 0.2 85.4 50.3 90.1 85.4 9.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
9 18 3 29 20 40 39
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 425,355
COMMITMENTS
128,953 127,560 17,963 235,163 262,106 382,080 407,629 43,276 17,727
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -16,850)
-15,613 12,010 -4,378 13,700 -23,990 -6,291 -16,358 -10,558 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 30.0 4.2 55.3 61.6 89.8 95.8 10.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
63 64 28 50 54 128 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 97,968
COMMITMENTS
24,418 19,263 1,634 51,417 66,891 77,469 87,788 20,499 10,180
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -9,313)
-18,154 140 -436 16,411 -9,042 -2,179 -9,339 -7,134 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 19.7 1.7 52.5 68.3 79.1 89.6 20.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 14 4 18 14 36 31
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 58,100
COMMITMENTS
565 10,472 18 49,386 42,200 49,969 52,691 8,131 5,409
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 116)
193 123 7 -488 154 -288 284 404 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 18.0 0.0 85.0 72.6 86.0 90.7 14.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 21 3 23 21 28 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 602,232
COMMITMENTS
60,618 220,731 12,524 513,744 326,192 586,885 559,447 15,348 42,786
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -76,942)
1,007 -39,977 -9,579 -67,293 -26,344 -75,865 -75,900 -1,077 -1,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 36.7 2.1 85.3 54.2 97.5 92.9 2.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
26 129 42 52 91 110 230
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 58,518
COMMITMENTS
12,799 19,008 1 34,847 27,504 47,648 46,513 10,870 12,005
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 3,489)
501 2,990 -34 2,635 -679 3,101 2,277 388 1,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 32.5 0.0 59.5 47.0 81.4 79.5 18.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 23 2 21 22 41 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,553
COMMITMENTS
17,636 6,929 196 32,504 29,755 50,336 36,880 7,217 20,673
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 7,463)
3,796 -726 12 3,346 -1,430 7,154 -2,144 309 9,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 12.0 0.3 56.5 51.7 87.5 64.1 12.5 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 8 1 23 17 45 26
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,662
COMMITMENTS
4,918 2,401 270 13,799 16,659 18,987 19,330 675 332
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: -5,092)
-542 1,542 -1,514 -416 -2,616 -2,472 -2,588 -2,620 -2,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 12.2 1.4 70.2 84.7 96.6 98.3 3.4 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 5 1 8 4 16 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/21/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 51,282
COMMITMENTS
13,388 6,739 4,352 24,062 19,890 41,802 30,981 9,480 20,301
CHANGES FROM 08/14/07 (CHANGE IN OPEN INTEREST: 3,222)
-188 -240 -145 3,760 -679 3,427 -1,064 -205 4,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 13.1 8.5 46.9 38.8 81.5 60.4 18.5 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 11 7 23 27 38 42
Updated August 24, 2007