BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,327
COMMITMENTS
178 0 0 2,310 3,187 2,488 3,187 839 140
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -795)
-17 -54 -32 -759 -708 -808 -794 13 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 0.0 0.0 69.4 95.8 74.8 95.8 25.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 14 11 16 11
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,622
COMMITMENTS
4,693 2,103 4,593 22,685 23,544 31,971 30,240 6,651 8,382
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -5,238)
-1,817 232 -895 -2,296 -3,870 -5,008 -4,533 -230 -705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 5.4 11.9 58.7 61.0 82.8 78.3 17.2 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 7 15 29 26 52 42
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 202,733
COMMITMENTS
35,628 32,679 51,223 96,998 80,987 183,849 164,890 18,884 37,843
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 381)
419 2,460 548 1,177 -2,085 2,144 923 -1,763 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 16.1 25.3 47.8 39.9 90.7 81.3 9.3 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
63 90 84 33 50 156 174
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,374
COMMITMENTS
80 747 106 734 68 920 921 455 453
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 41)
48 1 -21 -14 39 13 19 28 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 54.4 7.7 53.4 4.9 66.9 67.0 33.1 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 17 4 5 1 11 18
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 247,583
COMMITMENTS
55,504 33,198 48,571 124,209 114,843 228,284 196,612 19,298 50,971
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -16,164)
-4,602 3,572 -9,147 -1,123 -8,028 -14,871 -13,603 -1,293 -2,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 13.4 19.6 50.2 46.4 92.2 79.4 7.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
81 71 89 72 115 202 240
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,372
COMMITMENTS
4,136 4,035 1,445 2,270 1,961 7,851 7,441 2,521 2,931
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 169)
485 -7 -125 -27 317 332 185 -163 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 38.9 13.9 21.9 18.9 75.7 71.7 24.3 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
27 32 18 20 24 61 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,911
COMMITMENTS
12,776 1,951 4,334 7,496 6,020 24,606 12,306 4,305 16,605
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -539)
-104 463 -783 184 -544 -704 -864 164 324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 6.7 15.0 25.9 20.8 85.1 42.6 14.9 57.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
46 20 26 36 42 97 76
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 178,954
COMMITMENTS
102,466 17,741 8,490 23,960 124,639 134,917 150,869 44,038 28,085
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 11,957)
12,620 -861 -2,764 -76 14,593 9,780 10,968 2,177 989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.3 9.9 4.7 13.4 69.6 75.4 84.3 24.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
40 19 13 24 22 71 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 73,146
COMMITMENTS
27,557 32,282 1,592 19,953 28,313 49,102 62,187 24,044 10,959
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -6,719)
-3,928 -2,473 -706 -378 -4,119 -5,011 -7,298 -1,709 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 44.1 2.2 27.3 38.7 67.1 85.0 32.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
23 15 3 8 9 32 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 80,483
COMMITMENTS
25,879 15,159 574 47,695 62,462 74,148 78,195 6,335 2,288
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 6,858)
7,781 -5,082 -7 -2,128 12,994 5,646 7,905 1,212 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 18.8 0.7 59.3 77.6 92.1 97.2 7.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
48 17 3 11 19 60 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 116,802
COMMITMENTS
54,348 22,690 5,048 31,311 69,317 90,707 97,054 26,096 19,748
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 7,468)
-1,233 -5,314 -1,803 9,097 14,532 6,061 7,415 1,407 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 19.4 4.3 26.8 59.3 77.7 83.1 22.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
26 21 8 16 20 46 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 268,582
COMMITMENTS
34,363 82,594 19,478 178,941 140,546 232,782 242,619 35,800 25,963
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 21,223)
-792 18,315 -1,423 25,188 3,671 22,972 20,562 -1,749 661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 30.8 7.3 66.6 52.3 86.7 90.3 13.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
34 45 17 25 22 65 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 235,104
COMMITMENTS
118,194 29,070 19,129 34,882 144,517 172,206 192,716 62,899 42,388
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -22,659)
-13,377 -7,452 -6,527 -3,147 -4,109 -23,051 -18,089 392 -4,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 12.4 8.1 14.8 61.5 73.2 82.0 26.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
66 37 28 30 35 109 87
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 29,258
COMMITMENTS
24,238 3,153 105 2,245 25,561 26,588 28,819 2,670 439
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 3,541)
3,264 673 0 42 3,534 3,306 4,207 235 -666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.8 10.8 0.4 7.7 87.4 90.9 98.5 9.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 6 1 6 13 20 20
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 97,479
COMMITMENTS
16,282 17,156 2,375 70,277 74,629 88,934 94,160 8,545 3,319
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -1,604)
-5,031 116 -134 4,012 1 -1,153 -17 -451 -1,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 17.6 2.4 72.1 76.6 91.2 96.6 8.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 2 2 20 17 25 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,899,346
COMMITMENTS
1256555 305,695 6466423 8886914 9805402 16609891 16577520 1289455 1321826
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -928,537)
-170,348 -15,866 -648,143 -123,450 -297,882 -941,940 -961,890 13,403 33,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 1.7 36.1 49.6 54.8 92.8 92.6 7.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
77 51 115 168 161 302 280
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 723,073
COMMITMENTS
56,973 90,087 93,278 448,137 381,284 598,389 564,649 124,684 158,424
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 10,548)
504 2,536 4,736 863 3,092 6,103 10,363 4,444 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 12.5 12.9 62.0 52.7 82.8 78.1 17.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
46 63 70 88 60 179 148
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,096,543
COMMITMENTS
320,756 533,778 131,147 1212726 1260978 1664630 1925903 431,913 170,640
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 104,718)
16,624 31,742 13,652 59,570 45,311 89,845 90,704 14,873 14,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 25.5 6.3 57.8 60.1 79.4 91.9 20.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
59 123 60 92 101 196 239
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 104,131
COMMITMENTS
12,121 25,285 0 74,916 70,682 87,037 95,967 17,094 8,164
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 1,786)
136 -112 0 3,046 4,051 3,182 3,939 -1,396 -2,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 24.3 0.0 71.9 67.9 83.6 92.2 16.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 12 0 37 36 51 48
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,579
COMMITMENTS
13,305 9,659 335 24,805 21,256 38,445 31,250 10,134 17,329
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 993)
504 -311 128 -122 -911 510 -1,094 483 2,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 19.9 0.7 51.1 43.8 79.1 64.3 20.9 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
15 12 2 24 17 41 29
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 417,416
COMMITMENTS
157,948 122,363 19,471 162,755 253,997 340,173 395,830 77,243 21,586
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 33,188)
15,388 10,382 1,464 8,801 19,910 25,653 31,756 7,535 1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 29.3 4.7 39.0 60.8 81.5 94.8 18.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
84 75 25 51 53 150 138
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 97,925
COMMITMENTS
61,085 12,233 992 9,506 76,462 71,584 89,687 26,341 8,237
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -2,177)
-5,786 -77 215 3,451 -2,101 -2,120 -1,962 -57 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.4 12.5 1.0 9.7 78.1 73.1 91.6 26.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
35 9 3 10 17 46 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,622
COMMITMENTS
2,219 11,100 8 18,982 14,613 21,209 25,721 10,412 5,901
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 254)
534 90 -0 -203 758 331 848 -77 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 35.1 0.0 60.0 46.2 67.1 81.3 32.9 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 22 2 19 18 24 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 584,501
COMMITMENTS
61,739 238,634 16,008 492,788 272,974 570,535 527,615 13,966 56,886
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -1,594)
1,135 484 2,652 -6,393 -3,195 -2,606 -59 1,012 -1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 40.8 2.7 84.3 46.7 97.6 90.3 2.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
30 152 54 54 77 130 237
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 68,913
COMMITMENTS
12,892 31,995 535 46,764 24,506 60,191 57,036 8,722 11,877
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 223)
510 143 -0 -889 -184 -379 -41 602 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 46.4 0.8 67.9 35.6 87.3 82.8 12.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
14 26 3 15 23 31 50
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,159
COMMITMENTS
28,827 4,646 100 29,700 24,414 58,627 29,160 6,532 35,999
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 1,336)
-186 -321 -1 1,261 1,231 1,074 909 262 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 7.1 0.2 45.6 37.5 90.0 44.8 10.0 55.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
18 8 1 17 15 35 24
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,409
COMMITMENTS
6,305 1,783 0 14,386 19,950 20,691 21,733 1,718 676
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: 287)
-409 -61 -24 -27 -46 -460 -131 747 418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 8.0 0.0 64.2 89.0 92.3 97.0 7.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 5 0 5 4 16 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 33,599
COMMITMENTS
4,640 8,549 4,317 13,888 16,754 22,845 29,620 10,754 3,979
CHANGES FROM 10/02/07 (CHANGE IN OPEN INTEREST: -1,053)
200 -448 -200 -1,379 -1,336 -1,379 -1,984 326 931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 25.4 12.8 41.3 49.9 68.0 88.2 32.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 14 8 18 22 30 40
Updated October 12, 2007