BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,501
COMMITMENTS
279 0 2 2,434 3,380 2,715 3,382 786 119
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -771)
81 0 2 -637 -741 -554 -739 -217 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.1 69.5 96.5 77.5 96.6 22.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 0 1 14 9 18 10
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,440
COMMITMENTS
5,417 1,272 5,349 21,738 24,711 32,505 31,332 6,935 8,108
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -4,917)
-1,408 193 -644 -3,128 -3,490 -5,179 -3,940 263 -976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 3.2 13.6 55.1 62.7 82.4 79.4 17.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 7 19 29 26 56 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 195,547
COMMITMENTS
33,642 21,227 47,014 98,052 93,088 178,708 161,328 16,839 34,218
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 396)
184 1,091 -2,106 2,140 -536 218 -1,550 178 1,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 10.9 24.0 50.1 47.6 91.4 82.5 8.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
63 59 73 34 49 147 147
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 253,578
COMMITMENTS
61,746 23,656 55,230 117,019 124,529 233,995 203,416 19,583 50,162
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 5,134)
2,904 -2,528 985 169 5,443 4,058 3,900 1,076 1,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 9.3 21.8 46.1 49.1 92.3 80.2 7.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
96 45 86 65 121 199 224
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,371
COMMITMENTS
2,199 2,783 469 2,112 1,190 4,780 4,443 1,591 1,928
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -946)
-158 220 -353 -219 -728 -730 -861 -215 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 43.7 7.4 33.1 18.7 75.0 69.7 25.0 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 19 7 14 16 35 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,169
COMMITMENTS
12,519 1,552 7,051 7,705 6,628 27,275 15,230 4,894 16,939
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -554)
440 -337 397 -536 259 301 319 -855 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 4.8 21.9 24.0 20.6 84.8 47.3 15.2 52.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
50 23 29 30 37 97 76
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 156,604
COMMITMENTS
76,525 23,528 12,342 36,822 98,136 125,689 134,006 30,915 22,598
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 3,375)
5,999 719 810 -4,664 3,067 2,145 4,595 1,230 -1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 15.0 7.9 23.5 62.7 80.3 85.6 19.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
38 16 14 30 22 74 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 134,503
COMMITMENTS
12,059 45,693 2,894 105,832 71,143 120,785 119,730 13,718 14,773
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 12,285)
-5,778 10,021 1,386 15,419 60 11,027 11,467 1,258 817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 34.0 2.2 78.7 52.9 89.8 89.0 10.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 19 3 13 15 28 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 109,118
COMMITMENTS
10,724 26,644 1,640 91,984 77,295 104,348 105,579 4,770 3,539
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 7,939)
-37 -4,319 1,072 7,177 12,015 8,212 8,768 -273 -829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 24.4 1.5 84.3 70.8 95.6 96.8 4.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
20 36 7 18 16 42 55
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 138,637
COMMITMENTS
53,500 19,782 8,180 52,579 91,202 114,258 119,164 24,378 19,473
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 2,791)
-2,624 -831 798 3,194 2,052 1,368 2,018 1,424 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 14.3 5.9 37.9 65.8 82.4 86.0 17.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 25 14 21 20 53 50
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 327,114
COMMITMENTS
55,726 65,357 26,016 204,980 208,155 286,722 299,527 40,392 27,586
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -7,210)
-6,999 9,223 144 1,505 -16,647 -5,350 -7,280 -1,859 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 20.0 8.0 62.7 63.6 87.7 91.6 12.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
39 38 19 30 25 79 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 259,089
COMMITMENTS
79,085 31,864 23,872 101,866 166,488 204,823 222,224 54,267 36,865
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 2,132)
4,099 -569 -1,466 -6,980 3,928 -4,347 1,893 6,478 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 12.3 9.2 39.3 64.3 79.1 85.8 20.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
58 38 31 39 32 111 87
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,416
COMMITMENTS
10,850 4,507 105 16,277 23,332 27,232 27,944 2,184 1,472
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 180)
2,421 -97 0 -1,917 1,263 504 1,166 -324 -986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.9 15.3 0.4 55.3 79.3 92.6 95.0 7.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 7 1 13 14 24 22
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 65,760
COMMITMENTS
17,900 21,319 1,881 43,142 40,678 62,923 63,878 2,837 1,882
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 4,544)
-1,673 1,713 -1,891 8,224 6,470 4,660 6,292 -116 -1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 32.4 2.9 65.6 61.9 95.7 97.1 4.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 2 3 18 13 24 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,339,060
COMMITMENTS
1540155 347,897 8820904 10658059 11832511 21019118 21001311 1319942 1337749
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 296,691)
171,619 -94,981 294,237 -200,650 83,208 265,205 282,464 31,486 14,227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.6 39.5 47.7 53.0 94.1 94.0 5.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
87 57 129 185 178 332 312
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 830,128
COMMITMENTS
60,072 102,836 120,101 513,620 498,342 693,792 721,279 136,336 108,850
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -38,704)
-142 823 -15,462 -18,933 -10,123 -34,538 -24,762 -4,166 -13,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 12.4 14.5 61.9 60.0 83.6 86.9 16.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
46 64 72 90 63 181 154
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,249,393
COMMITMENTS
299,317 658,314 196,817 1593424 1207044 2089558 2062175 159,835 187,218
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -43,674)
-17,441 -11,524 -12,892 60,351 -9,327 30,018 -33,743 -73,692 -9,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 29.3 8.7 70.8 53.7 92.9 91.7 7.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
54 120 63 101 117 204 251
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 86,431
COMMITMENTS
6,957 25,523 0 71,618 56,289 78,575 81,812 7,856 4,619
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 1,420)
585 -1,542 -60 491 2,575 1,016 973 404 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 29.5 0.0 82.9 65.1 90.9 94.7 9.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
8 12 0 35 38 43 50
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 71,872
COMMITMENTS
6,560 24,836 175 58,436 32,311 65,171 57,322 6,701 14,550
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 3,516)
3,094 19 25 181 -1,423 3,299 -1,380 217 4,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 34.6 0.2 81.3 45.0 90.7 79.8 9.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
14 17 3 28 18 44 36
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 447,085
COMMITMENTS
115,627 102,131 21,645 246,600 298,803 383,872 422,579 63,213 24,505
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 28,526)
-9,185 -27,987 1,024 11,261 49,013 3,100 22,051 25,426 6,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 22.8 4.8 55.2 66.8 85.9 94.5 14.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
73 60 31 50 56 140 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 105,853
COMMITMENTS
36,223 9,556 2,093 47,852 80,656 86,168 92,304 19,685 13,549
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 7,124)
12,848 -1,806 1,295 -5,775 7,431 8,368 6,919 -1,244 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 9.0 2.0 45.2 76.2 81.4 87.2 18.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
22 10 6 15 16 40 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 58,456
COMMITMENTS
4 9,948 60 50,163 42,356 50,227 52,365 8,229 6,091
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 101)
-0 -349 -52 -18 78 -70 -323 171 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 17.0 0.1 85.8 72.5 85.9 89.6 14.1 10.4
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 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 616,706
COMMITMENTS
63,806 226,899 17,836 523,272 330,721 604,913 575,455 11,792 41,250
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 4,919)
1,974 -1,163 4,258 410 -1,131 6,642 1,964 -1,723 2,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 36.8 2.9 84.8 53.6 98.1 93.3 1.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
33 142 50 52 91 126 242
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 67,333
COMMITMENTS
12,875 20,511 3,434 42,067 33,315 58,376 57,261 8,957 10,072
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 6,204)
-754 -3,342 3,426 4,014 4,554 6,686 4,638 -482 1,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 30.5 5.1 62.5 49.5 86.7 85.0 13.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
18 26 7 24 26 47 54
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,176
COMMITMENTS
23,514 4,205 364 28,070 32,352 51,948 36,921 5,228 20,255
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -539)
1,854 -2,094 162 6 1,470 2,022 -462 -2,561 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 7.4 0.6 49.1 56.6 90.9 64.6 9.1 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
26 5 3 20 20 47 27
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,013
COMMITMENTS
5,688 2,783 0 14,076 17,530 19,764 20,313 1,249 700
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: 500)
615 440 -270 -455 94 -110 264 610 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 13.2 0.0 67.0 83.4 94.1 96.7 5.9 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
9 5 0 6 3 15 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 51,645
COMMITMENTS
12,951 6,662 5,067 24,466 19,121 42,484 30,850 9,161 20,795
CHANGES FROM 08/28/07 (CHANGE IN OPEN INTEREST: -148)
730 -1,225 464 -930 -773 264 -1,534 -412 1,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 12.9 9.8 47.4 37.0 82.3 59.7 17.7 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 12 9 23 27 38 44
Updated September 7, 2007