BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,272
COMMITMENTS
198 0 0 3,071 4,121 3,269 4,121 1,003 151
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 35)
-116 0 -1 31 -22 -86 -23 121 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 0.0 0.0 71.9 96.5 76.5 96.5 23.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 14 9 16 9
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 44,357
COMMITMENTS
6,825 1,079 5,993 24,867 28,201 37,684 35,273 6,673 9,084
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 630)
68 2 53 225 445 346 500 284 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 2.4 13.5 56.1 63.6 85.0 79.5 15.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
21 8 19 29 29 57 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 195,151
COMMITMENTS
33,458 20,135 49,120 95,912 93,623 178,489 162,878 16,661 32,273
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 4,386)
1,925 963 80 2,015 2,243 4,020 3,287 366 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 10.3 25.2 49.1 48.0 91.5 83.5 8.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
67 50 70 37 50 150 141
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 248,443
COMMITMENTS
58,842 26,185 54,245 116,850 119,086 229,937 199,516 18,507 48,927
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 5,741)
9,328 -5,373 1,900 -3,853 4,760 7,375 1,287 -1,634 4,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 10.5 21.8 47.0 47.9 92.6 80.3 7.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
95 46 81 66 121 194 222
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,317
COMMITMENTS
2,357 2,563 823 2,331 1,918 5,510 5,304 1,806 2,013
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -746)
159 581 -682 -282 -481 -805 -582 59 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 35.0 11.2 31.9 26.2 75.3 72.5 24.7 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
19 21 10 13 20 37 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,723
COMMITMENTS
12,080 1,889 6,654 8,241 6,368 26,974 14,911 5,749 17,812
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 1,699)
834 -314 361 406 380 1,601 426 98 1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 5.8 20.3 25.2 19.5 82.4 45.6 17.6 54.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
50 22 30 38 44 104 84
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 153,229
COMMITMENTS
70,526 22,809 11,532 41,486 95,069 123,544 129,411 29,685 23,818
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 6,178)
8,207 3,057 -983 -1,368 3,727 5,856 5,802 322 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 14.9 7.5 27.1 62.0 80.6 84.5 19.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
33 15 13 28 22 65 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 122,218
COMMITMENTS
17,837 35,672 1,508 90,414 71,082 109,758 108,263 12,460 13,955
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 7,153)
3,311 4,368 -269 4,238 1,833 7,280 5,931 -127 1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 29.2 1.2 74.0 58.2 89.8 88.6 10.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 16 2 10 17 26 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 101,179
COMMITMENTS
10,761 30,963 568 84,807 65,280 96,136 96,811 5,043 4,368
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -325)
1,087 -2,845 365 -1,973 1,986 -521 -494 196 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 30.6 0.6 83.8 64.5 95.0 95.7 5.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
20 31 4 17 11 39 45
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 135,845
COMMITMENTS
56,123 20,613 7,382 49,385 89,150 112,891 117,145 22,955 18,700
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 5,691)
6,901 535 -541 2,252 6,888 8,613 6,882 -2,922 -1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 15.2 5.4 36.4 65.6 83.1 86.2 16.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
26 23 14 21 21 54 51
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 334,323
COMMITMENTS
62,725 56,134 25,872 203,475 224,802 292,072 306,807 42,251 27,516
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 4,287)
5,060 -3,423 219 -562 7,885 4,717 4,681 -430 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 16.8 7.7 60.9 67.2 87.4 91.8 12.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
35 43 17 28 26 75 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 256,958
COMMITMENTS
74,986 32,433 25,338 108,846 162,560 209,169 220,331 47,789 36,627
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 5,634)
460 -2,835 -326 11,313 4,427 11,447 1,266 -5,813 4,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 12.6 9.9 42.4 63.3 81.4 85.7 18.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
58 39 36 36 33 109 93
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,236
COMMITMENTS
8,429 4,604 105 18,194 22,069 26,728 26,778 2,508 2,458
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -306)
-3,483 1,577 0 3,005 -2,862 -478 -1,285 172 979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 15.7 0.4 62.2 75.5 91.4 91.6 8.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 5 1 13 12 24 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 61,216
COMMITMENTS
19,573 19,606 3,772 34,918 34,208 58,263 57,586 2,953 3,630
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 12,204)
10,710 4,428 -2,300 4,543 9,186 12,953 11,314 -749 890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 32.0 6.2 57.0 55.9 95.2 94.1 4.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 2 15 9 20 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,042,369
COMMITMENTS
1368536 442,878 8526667 10858709 11749303 20753912 20718847 1288457 1323522
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -741,100)
-125,791 -178,873 -95,882 -391,745 -348,364 -613,419 -623,119 -127,682 -117,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.0 38.7 49.3 53.3 94.2 94.0 5.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
84 61 130 188 179 334 314
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 868,832
COMMITMENTS
60,214 102,013 135,563 532,553 508,465 728,330 746,041 140,502 122,791
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 32,161)
-561 -80 7,003 23,383 18,660 29,825 25,584 2,336 6,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 11.7 15.6 61.3 58.5 83.8 85.9 16.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
46 55 68 96 70 179 156
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,293,066
COMMITMENTS
316,758 669,838 209,709 1533073 1216370 2059540 2095917 233,527 197,149
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 46,685)
1,119 -13,769 37,518 -16,084 4,726 22,553 28,475 24,131 18,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 29.2 9.1 66.9 53.0 89.8 91.4 10.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
66 126 65 105 112 216 258
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 85,011
COMMITMENTS
6,372 27,065 60 71,127 53,714 77,559 80,839 7,452 4,172
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 758)
-705 -571 60 2,334 94 1,689 -417 -931 1,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 31.8 0.1 83.7 63.2 91.2 95.1 8.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
7 16 3 34 38 44 54
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,356
COMMITMENTS
3,467 24,817 151 58,255 33,734 61,872 58,702 6,484 9,654
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 333)
414 1,024 40 163 -485 617 579 -283 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 36.3 0.2 85.2 49.4 90.5 85.9 9.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
11 18 4 28 21 41 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 418,558
COMMITMENTS
124,812 130,118 20,621 235,339 249,790 380,772 400,529 37,786 18,029
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: -6,797)
-4,141 2,558 2,658 176 -12,316 -1,308 -7,100 -5,489 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 31.1 4.9 56.2 59.7 91.0 95.7 9.0 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
72 65 29 51 53 136 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 98,729
COMMITMENTS
23,375 11,362 798 53,627 73,225 77,800 85,384 20,929 13,345
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 762)
-1,043 -7,901 -836 2,210 6,333 331 -2,403 431 3,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 11.5 0.8 54.3 74.2 78.8 86.5 21.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 11 3 15 14 31 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 58,355
COMMITMENTS
4 10,297 112 50,181 42,278 50,297 52,688 8,058 5,667
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 255)
-561 -175 94 795 78 328 -3 -73 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.6 0.2 86.0 72.4 86.2 90.3 13.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 21 3 23 20 26 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 611,787
COMMITMENTS
61,832 228,062 13,577 522,862 331,852 598,271 573,492 13,516 38,295
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 9,554)
1,214 7,332 1,053 9,118 5,660 11,386 14,045 -1,832 -4,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 37.3 2.2 85.5 54.2 97.8 93.7 2.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
32 138 49 55 93 122 245
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 61,129
COMMITMENTS
13,629 23,853 8 38,053 28,761 51,690 52,623 9,439 8,506
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 2,611)
830 4,845 7 3,205 1,258 4,042 6,110 -1,431 -3,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 39.0 0.0 62.2 47.1 84.6 86.1 15.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 27 3 22 22 44 51
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,715
COMMITMENTS
21,660 6,299 202 28,064 30,882 49,926 37,383 7,789 20,332
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 162)
4,024 -630 6 -4,440 1,127 -410 503 572 -341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 10.9 0.3 48.6 53.5 86.5 64.8 13.5 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
22 8 2 19 18 42 27
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,513
COMMITMENTS
5,073 2,343 270 14,531 17,436 19,874 20,049 639 464
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 851)
155 -58 0 732 777 887 719 -36 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 11.4 1.3 70.8 85.0 96.9 97.7 3.1 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 5 1 8 4 17 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/28/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 51,793
COMMITMENTS
12,221 7,887 4,603 25,396 19,894 42,220 32,384 9,573 19,409
CHANGES FROM 08/21/07 (CHANGE IN OPEN INTEREST: 511)
-1,167 1,148 251 1,334 4 418 1,403 93 -892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 15.2 8.9 49.0 38.4 81.5 62.5 18.5 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
10 12 7 23 28 37 44
Updated August 31, 2007