BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,733
COMMITMENTS
234 92 15 2,720 3,430 2,969 3,537 764 196
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 181)
-5 92 13 218 51 226 156 -45 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 2.5 0.4 72.9 91.9 79.5 94.7 20.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 3 15 11 20 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,933
COMMITMENTS
6,142 1,797 5,029 23,372 26,407 34,542 33,232 7,391 8,702
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 1,460)
255 329 13 961 1,110 1,229 1,453 232 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 4.3 12.0 55.7 63.0 82.4 79.2 17.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
19 8 17 28 25 54 43
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 196,326
COMMITMENTS
32,357 22,177 47,893 97,043 89,391 177,293 159,462 19,034 36,864
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 4,801)
-1,662 917 3,953 1,779 -1,763 4,071 3,107 730 1,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 11.3 24.4 49.4 45.5 90.3 81.2 9.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
66 65 83 33 50 151 163
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 252,457
COMMITMENTS
57,501 27,111 54,996 119,559 119,686 232,056 201,793 20,401 50,664
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 4,418)
-2,691 1,694 5,300 350 -1,677 2,960 5,318 1,458 -900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 10.7 21.8 47.4 47.4 91.9 79.9 8.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
98 49 93 78 121 221 234
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,472
COMMITMENTS
2,514 3,345 495 1,822 527 4,831 4,367 1,641 2,105
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 315)
152 370 121 6 -261 279 229 36 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 51.7 7.7 28.2 8.1 74.6 67.5 25.4 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 24 6 11 10 34 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,202
COMMITMENTS
12,629 1,493 6,212 7,390 6,580 26,231 14,286 4,971 16,916
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -1,973)
-599 380 -644 -579 -818 -1,822 -1,083 -151 -890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 4.8 19.9 23.7 21.1 84.1 45.8 15.9 54.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
52 23 31 32 42 103 84
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 183,897
COMMITMENTS
91,224 9,290 13,662 36,439 130,101 141,325 153,054 42,572 30,843
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 25,653)
10,202 -11,402 4,580 3,011 22,790 17,793 15,968 7,860 9,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.6 5.1 7.4 19.8 70.7 76.9 83.2 23.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
42 12 17 27 20 78 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 69,495
COMMITMENTS
28,303 22,925 1,895 17,654 35,245 47,852 60,064 21,643 9,431
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -69,087)
1,921 -436 -1,368 -73,229 -62,832 -72,676 -64,637 3,589 -4,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 33.0 2.7 25.4 50.7 68.9 86.4 31.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
21 16 5 10 11 35 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 72,554
COMMITMENTS
9,948 38,020 0 58,397 31,056 68,345 69,076 4,209 3,478
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -56,293)
-6,857 8,082 -2,624 -45,375 -61,445 -54,856 -55,987 -1,437 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 52.4 0.0 80.5 42.8 94.2 95.2 5.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
20 34 0 14 12 34 46
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 87,203
COMMITMENTS
39,648 24,596 5,617 18,767 39,719 64,032 69,932 23,171 17,271
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -63,109)
-22,779 5,240 -2,899 -34,022 -62,675 -59,699 -60,334 -3,409 -2,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 28.2 6.4 21.5 45.5 73.4 80.2 26.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
23 21 11 12 15 39 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 215,074
COMMITMENTS
40,834 63,418 18,983 119,415 109,687 179,232 192,087 35,842 22,987
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -130,858)
-21,189 5,636 339 -101,496 -130,945 -122,346 -124,970 -8,511 -5,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 29.5 8.8 55.5 51.0 83.3 89.3 16.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
33 39 17 27 21 69 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 232,512
COMMITMENTS
123,631 35,708 17,566 33,511 144,433 174,707 197,707 57,804 34,805
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -25,916)
36,448 7,283 2,543 -66,631 -35,116 -27,639 -25,290 1,724 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.2 15.4 7.6 14.4 62.1 75.1 85.0 24.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
68 39 28 29 31 115 80
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,015
COMMITMENTS
14,444 3,272 154 2,553 14,342 17,151 17,768 1,864 1,247
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -14,383)
431 -1,067 -138 -14,367 -12,820 -14,074 -14,025 -309 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.0 17.2 0.8 13.4 75.4 90.2 93.4 9.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
10 7 2 6 9 16 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 85,358
COMMITMENTS
13,246 16,408 2,541 63,693 61,457 79,480 80,406 5,878 4,952
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -2,208)
-6,580 -7,027 -764 2,128 2,007 -5,216 -5,784 3,008 3,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 19.2 3.0 74.6 72.0 93.1 94.2 6.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
3 2 2 16 15 20 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,098,274
COMMITMENTS
1311068 440,862 7303548 9255681 10114124 17870297 17858533 1227978 1239741
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -4,174,533)
-147,577 133,374 -2154512 -1772374 -2098360 -4074463 -4119498 -100,070 -55,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 2.3 38.2 48.5 53.0 93.6 93.5 6.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
81 55 119 164 159 303 284
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 952,213
COMMITMENTS
62,653 107,255 139,386 531,429 524,706 733,468 771,347 218,745 180,866
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 72,885)
-674 1,320 2,900 16,077 18,651 18,303 22,872 54,582 50,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 11.3 14.6 55.8 55.1 77.0 81.0 23.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
46 67 78 97 71 194 166
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,046,240
COMMITMENTS
290,853 692,117 315,653 2004222 1483220 2610728 2490989 435,512 555,251
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 607,311)
6,940 9,221 103,088 280,705 238,114 390,734 350,424 216,577 256,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 22.7 10.4 65.8 48.7 85.7 81.8 14.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
67 129 99 113 125 249 285
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,777
COMMITMENTS
340 234 229 4,206 5,361 4,775 5,824 5,002 3,953
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.4 2.3 43.0 54.8 48.8 59.6 51.2 40.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 1 12 9 14 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 131,701
COMMITMENTS
8,540 26,596 2,125 101,223 85,146 111,888 113,867 19,812 17,834
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 43,198)
1,704 909 2,125 27,897 27,112 31,726 30,146 11,471 13,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 20.2 1.6 76.9 64.7 85.0 86.5 15.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
14 13 4 47 43 62 60
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 88,829
COMMITMENTS
7,202 26,110 281 67,100 41,615 74,582 68,006 14,247 20,822
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 15,859)
898 523 131 8,143 8,415 9,172 9,069 6,687 6,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 29.4 0.3 75.5 46.8 84.0 76.6 16.0 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
14 20 5 33 24 51 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 582,814
COMMITMENTS
131,048 105,421 34,585 337,608 415,721 503,241 555,727 79,572 27,087
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 85,256)
13,133 -748 14,786 49,436 64,901 77,355 78,939 7,901 6,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 18.1 5.9 57.9 71.3 86.3 95.4 13.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
86 61 36 62 64 164 145
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 61,302
COMMITMENTS
34,512 11,370 827 2,703 41,350 38,042 53,547 23,260 7,755
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -46,721)
-5,407 1,999 -1,005 -40,795 -43,274 -47,207 -42,280 486 -4,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 18.5 1.3 4.4 67.5 62.1 87.3 37.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
20 9 3 4 16 26 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 68,724
COMMITMENTS
351 13,448 820 52,958 44,208 54,129 58,477 14,595 10,247
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 8,347)
-4 59 745 2,046 2,521 2,787 3,325 5,560 5,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 19.6 1.2 77.1 64.3 78.8 85.1 21.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 21 4 26 22 31 45
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 742,592
COMMITMENTS
77,192 265,517 25,258 609,586 377,999 712,036 668,773 30,556 73,818
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 74,070)
3,994 8,441 9,502 40,639 28,408 54,135 46,352 19,935 27,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 35.8 3.4 82.1 50.9 95.9 90.1 4.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
35 148 69 61 86 147 254
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 68,942
COMMITMENTS
8,152 32,046 300 50,656 21,966 59,108 54,312 9,834 14,630
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -53,849)
-4,367 9,096 -18,025 -22,222 -40,496 -44,614 -49,425 -9,235 -4,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 46.5 0.4 73.5 31.9 85.7 78.8 14.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
12 27 2 18 16 32 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,323
COMMITMENTS
32,258 4,194 101 31,552 20,058 63,911 24,353 6,412 45,970
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -22,715)
13,438 457 -16,696 -4,988 -19,647 -8,246 -35,886 -14,469 13,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 6.0 0.1 44.9 28.5 90.9 34.6 9.1 65.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
17 6 2 17 10 35 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 24,097
COMMITMENTS
6,235 2,803 0 16,742 20,664 22,977 23,467 1,120 630
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: 2,559)
501 -135 -7 2,798 3,135 3,292 2,993 -733 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 11.6 0.0 69.5 85.8 95.4 97.4 4.6 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 5 0 7 4 17 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 27,857
COMMITMENTS
4,493 7,045 4,657 11,487 13,148 20,637 24,850 7,220 3,007
CHANGES FROM 09/11/07 (CHANGE IN OPEN INTEREST: -20,020)
-5,507 758 -531 -13,032 -5,365 -19,070 -5,138 -950 -14,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 25.3 16.7 41.2 47.2 74.1 89.2 25.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 15 7 18 22 30 40
Updated September 21, 2007