BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,552
COMMITMENTS
239 0 2 2,502 3,379 2,743 3,381 809 171
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 51)
-40 0 0 68 -1 28 -1 23 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 0.1 70.4 95.1 77.2 95.2 22.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 1 15 11 18 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,473
COMMITMENTS
5,887 1,467 5,015 22,411 25,296 33,314 31,779 7,160 8,694
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 1,033)
470 195 -334 673 585 809 446 224 587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 3.6 12.4 55.4 62.5 82.3 78.5 17.7 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 5 17 29 25 55 43
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 191,525
COMMITMENTS
34,018 21,261 43,940 95,263 91,155 173,221 156,355 18,304 35,170
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -4,021)
377 34 -3,074 -2,789 -1,933 -5,487 -4,973 1,465 952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 11.1 22.9 49.7 47.6 90.4 81.6 9.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
65 63 72 33 49 145 148
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 248,039
COMMITMENTS
60,191 25,416 49,696 119,209 121,363 229,096 196,475 18,942 51,563
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -5,539)
-1,555 1,760 -5,534 2,190 -3,166 -4,899 -6,941 -640 1,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 10.2 20.0 48.1 48.9 92.4 79.2 7.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
91 48 88 69 119 206 222
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,157
COMMITMENTS
2,361 2,975 374 1,816 789 4,552 4,138 1,605 2,019
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -214)
162 192 -95 -295 -402 -228 -305 14 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 48.3 6.1 29.5 12.8 73.9 67.2 26.1 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
20 20 6 12 13 34 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,175
COMMITMENTS
13,228 1,113 6,857 7,969 7,399 28,053 15,369 5,122 17,806
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 1,006)
709 -439 -194 264 771 779 138 227 868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 3.4 20.7 24.0 22.3 84.6 46.3 15.4 53.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
54 19 31 31 44 102 84
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,244
COMMITMENTS
81,022 20,692 9,083 33,427 107,311 123,533 137,086 34,712 21,158
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 1,640)
4,497 -2,836 -3,259 -3,394 9,175 -2,156 3,080 3,796 -1,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 13.1 5.7 21.1 67.8 78.1 86.6 21.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
37 16 18 25 20 72 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 138,583
COMMITMENTS
26,382 23,361 3,263 90,884 98,077 120,528 124,701 18,055 13,882
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 4,080)
14,323 -22,332 369 -14,949 26,934 -257 4,971 4,337 -891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 16.9 2.4 65.6 70.8 87.0 90.0 13.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
23 11 7 12 19 37 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 128,847
COMMITMENTS
16,805 29,938 2,624 103,772 92,501 123,201 125,063 5,646 3,784
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 19,729)
6,081 3,294 984 11,788 15,206 18,853 19,484 876 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 23.2 2.0 80.5 71.8 95.6 97.1 4.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 34 9 17 17 43 56
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 150,312
COMMITMENTS
62,427 19,355 8,516 52,788 102,394 123,732 130,266 26,580 20,046
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 11,675)
8,927 -427 337 209 11,192 9,473 11,102 2,202 573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 12.9 5.7 35.1 68.1 82.3 86.7 17.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 19 10 19 24 50 50
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 345,932
COMMITMENTS
62,023 57,782 18,644 220,911 240,632 301,578 317,058 44,354 28,875
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 18,818)
6,297 -7,575 -7,372 15,931 32,477 14,856 17,530 3,962 1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 16.7 5.4 63.9 69.6 87.2 91.7 12.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
38 36 17 32 29 77 75
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 258,427
COMMITMENTS
87,182 28,425 15,022 100,142 179,550 202,347 222,997 56,081 35,431
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -662)
8,098 -3,439 -8,849 -1,725 13,061 -2,476 773 1,814 -1,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 11.0 5.8 38.8 69.5 78.3 86.3 21.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
56 35 28 37 34 110 80
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 33,398
COMMITMENTS
14,013 4,339 292 16,920 27,162 31,225 31,793 2,173 1,605
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 3,982)
3,163 -168 187 643 3,830 3,993 3,849 -11 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 13.0 0.9 50.7 81.3 93.5 95.2 6.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 8 2 13 14 25 24
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 87,566
COMMITMENTS
19,826 23,435 3,305 61,565 59,450 84,696 86,190 2,870 1,376
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 21,806)
1,926 2,116 1,424 18,423 18,772 21,773 22,312 33 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 26.8 3.8 70.3 67.9 96.7 98.4 3.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 4 20 16 26 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 23,272,808
COMMITMENTS
1458644 307,488 9458060 11028056 12212484 21944760 21978032 1328048 1294776
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 933,748)
-81,510 -40,409 637,156 369,997 379,974 925,642 976,721 8,105 -42,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 1.3 40.6 47.4 52.5 94.3 94.4 5.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
97 50 129 180 173 330 306
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 879,328
COMMITMENTS
63,327 105,934 136,485 515,353 506,055 715,165 748,475 164,163 130,853
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 49,200)
3,256 3,098 16,384 1,733 7,713 21,373 27,196 27,826 22,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 12.0 15.5 58.6 57.6 81.3 85.1 18.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
52 65 82 90 66 189 166
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,438,930
COMMITMENTS
283,913 682,896 212,564 1723517 1245105 2219994 2140565 218,935 298,365
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 189,537)
-15,404 24,582 15,747 130,093 38,062 130,436 78,390 59,100 111,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 28.0 8.7 70.7 51.1 91.0 87.8 9.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
56 128 65 99 111 206 254
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 88,503
COMMITMENTS
6,836 25,687 0 73,326 58,034 80,162 83,721 8,341 4,782
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 2,072)
-121 164 0 1,708 1,745 1,587 1,909 485 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 29.0 0.0 82.9 65.6 90.6 94.6 9.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
7 11 0 36 35 43 46
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 72,970
COMMITMENTS
6,304 25,588 150 58,957 33,200 65,410 58,938 7,560 14,032
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 1,098)
-257 752 -25 521 890 239 1,616 859 -518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 35.1 0.2 80.8 45.5 89.6 80.8 10.4 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
15 19 3 29 20 46 40
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 497,558
COMMITMENTS
117,915 106,169 19,799 288,172 350,820 425,886 476,788 71,671 20,770
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 50,473)
2,289 4,039 -1,847 41,573 52,017 42,015 54,209 8,458 -3,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 21.3 4.0 57.9 70.5 85.6 95.8 14.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
86 58 28 51 58 151 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 108,023
COMMITMENTS
39,919 9,371 1,832 43,498 84,624 85,249 95,827 22,774 12,196
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 2,170)
3,696 -184 -261 -4,354 3,968 -920 3,523 3,089 -1,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 8.7 1.7 40.3 78.3 78.9 88.7 21.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 11 4 11 15 32 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 60,378
COMMITMENTS
355 13,389 75 50,912 41,687 51,342 55,152 9,035 5,226
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 1,921)
351 3,441 15 749 -669 1,115 2,787 806 -866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 22.2 0.1 84.3 69.0 85.0 91.3 15.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 22 3 23 21 27 44
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 668,522
COMMITMENTS
73,198 257,075 15,755 568,947 349,591 657,901 622,422 10,621 46,100
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 51,816)
9,392 30,176 -2,080 45,675 18,870 52,987 46,966 -1,171 4,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 38.5 2.4 85.1 52.3 98.4 93.1 1.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
32 146 60 58 92 137 251
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 122,791
COMMITMENTS
12,519 22,950 18,325 72,878 62,461 103,722 103,737 19,069 19,054
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 55,458)
-356 2,439 14,891 30,811 29,146 45,346 46,476 10,112 8,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 18.7 14.9 59.4 50.9 84.5 84.5 15.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
20 27 12 26 34 52 67
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 93,038
COMMITMENTS
18,820 3,737 16,797 36,540 39,705 72,157 60,239 20,881 32,799
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 35,862)
-4,694 -468 16,433 8,470 7,353 20,209 23,318 15,653 12,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 4.0 18.1 39.3 42.7 77.6 64.7 22.4 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
19 7 9 21 17 45 28
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,538
COMMITMENTS
5,734 2,938 7 13,944 17,529 19,685 20,474 1,853 1,064
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: 525)
46 155 7 -132 -1 -79 161 604 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 13.6 0.0 64.7 81.4 91.4 95.1 8.6 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 6 1 5 4 14 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 47,877
COMMITMENTS
10,000 6,287 5,188 24,519 18,513 39,707 29,988 8,170 17,889
CHANGES FROM 09/04/07 (CHANGE IN OPEN INTEREST: -3,768)
-2,951 -375 121 53 -608 -2,777 -862 -991 -2,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 13.1 10.8 51.2 38.7 82.9 62.6 17.1 37.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 12 9 23 26 38 44
Updated September 14, 2007