BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,438
COMMITMENTS
0 83 25 1,697 2,227 1,722 2,335 716 103
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 1)
0 29 -26 14 31 -12 34 13 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 3.4 1.0 69.6 91.3 70.6 95.8 29.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 14 11 16 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,138
COMMITMENTS
4,347 2,219 6,509 24,980 23,336 35,837 32,065 6,302 10,073
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 105)
440 239 -14 -89 -146 337 79 -232 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 5.3 15.4 59.3 55.4 85.0 76.1 15.0 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 7 15 33 30 56 47
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 228,817
COMMITMENTS
41,691 36,789 59,784 102,633 88,952 204,108 185,526 24,708 43,291
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -2,274)
-3,618 -2,721 3,245 -1,013 -1,437 -1,386 -913 -888 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 16.1 26.1 44.9 38.9 89.2 81.1 10.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
69 75 87 36 50 164 175
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,814
COMMITMENTS
237 482 318 752 373 1,307 1,173 507 641
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -19)
78 -14 -8 -74 52 -4 30 -15 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 26.6 17.5 41.5 20.6 72.0 64.7 28.0 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 11 4 5 4 13 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 259,339
COMMITMENTS
57,022 40,076 45,875 133,661 120,451 236,558 206,401 22,782 52,938
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -3,797)
844 209 -2,824 -559 -239 -2,539 -2,854 -1,258 -943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 15.5 17.7 51.5 46.4 91.2 79.6 8.8 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
70 87 85 87 133 201 274
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,386
COMMITMENTS
4,448 3,624 863 2,099 2,316 7,410 6,803 1,977 2,583
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 53)
-45 -128 66 -4 -56 17 -118 36 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 38.6 9.2 22.4 24.7 78.9 72.5 21.1 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
26 24 12 13 27 45 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,143
COMMITMENTS
13,550 2,741 4,312 7,555 7,926 25,416 14,978 3,726 14,164
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 917)
382 -229 198 122 988 703 958 214 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 9.4 14.8 25.9 27.2 87.2 51.4 12.8 48.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
42 17 26 33 43 88 79
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,887
COMMITMENTS
44,679 11,707 16,623 49,366 91,382 110,667 119,711 30,220 21,176
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 3,463)
-1,627 1,437 65 6,188 3,604 4,626 5,105 -1,163 -1,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 8.3 11.8 35.0 64.9 78.6 85.0 21.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
29 20 18 27 24 64 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 90,784
COMMITMENTS
37,010 23,661 5,149 22,510 50,648 64,669 79,458 26,115 11,326
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 311)
122 -112 1,434 1,725 -174 3,280 1,148 -2,969 -836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 26.1 5.7 24.8 55.8 71.2 87.5 28.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
31 17 6 10 17 43 38
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 90,471
COMMITMENTS
26,351 14,582 1,221 58,090 71,935 85,662 87,738 4,809 2,733
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -3,768)
-5,280 -142 479 2,249 -3,139 -2,552 -2,802 -1,216 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 16.1 1.3 64.2 79.5 94.7 97.0 5.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
43 12 5 17 16 61 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 134,847
COMMITMENTS
56,260 19,470 9,491 45,765 84,107 111,516 113,068 23,331 21,779
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -685)
2,275 1,742 -530 -1,405 -3,279 339 -2,067 -1,025 1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 14.4 7.0 33.9 62.4 82.7 83.8 17.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
27 26 10 16 22 50 51
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 257,761
COMMITMENTS
62,820 36,052 31,309 119,199 169,354 213,327 236,715 44,434 21,047
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 4,366)
1,052 625 1,950 3,530 4,214 6,532 6,789 -2,166 -2,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 14.0 12.1 46.2 65.7 82.8 91.8 17.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
43 32 16 33 24 85 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 276,825
COMMITMENTS
91,890 23,722 32,466 91,533 169,236 215,890 225,425 60,935 51,400
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -943)
-7,726 -3,802 2,691 6,719 1,329 1,684 217 -2,627 -1,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 8.6 11.7 33.1 61.1 78.0 81.4 22.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
56 43 34 37 41 115 96
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,618
COMMITMENTS
11,672 4,813 0 8,489 16,820 20,161 21,633 2,457 985
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -601)
-460 -265 0 177 -564 -283 -829 -318 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 21.3 0.0 37.5 74.4 89.1 95.6 10.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 5 0 12 10 25 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 39,729
COMMITMENTS
10,659 0 0 23,238 33,274 33,897 33,274 5,832 6,455
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -31,587)
-3,675 -12,406 -13,781 -13,592 -7,469 -31,048 -33,656 -539 2,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 0.0 0.0 58.5 83.8 85.3 83.8 14.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 8 13 11 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,746,981
COMMITMENTS
1310407 413,252 9256128 9761194 10650254 20327729 20319634 1419253 1427347
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 958,957)
-20,958 32,762 745,584 199,934 106,082 924,560 884,428 34,397 74,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 1.9 42.6 44.9 49.0 93.5 93.4 6.5 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
84 49 121 161 156 302 281
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 793,514
COMMITMENTS
61,096 73,135 107,119 478,161 450,233 646,376 630,487 147,138 163,027
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 29,557)
1,412 -395 12,952 7,057 11,666 21,421 24,222 8,136 5,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 9.2 13.5 60.3 56.7 81.5 79.5 18.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
59 44 72 93 66 186 148
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,299,690
COMMITMENTS
318,567 497,639 161,167 1353324 1432054 1833058 2090860 466,632 208,830
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 27,501)
11,572 -20,610 33,521 -2,116 21,439 42,977 34,351 -15,475 -6,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 21.6 7.0 58.8 62.3 79.7 90.9 20.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
70 102 69 102 110 218 235
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,747
COMMITMENTS
7,720 28,247 0 80,712 70,535 88,432 98,782 14,315 3,965
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -66)
-325 1,066 0 482 -2,180 157 -1,114 -223 1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 27.5 0.0 78.6 68.6 86.1 96.1 13.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
10 13 0 35 34 45 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,128
COMMITMENTS
9,703 14,858 248 31,507 23,999 41,458 39,104 10,670 13,024
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 812)
-968 732 -310 86 -819 -1,192 -397 2,003 1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 28.5 0.5 60.4 46.0 79.5 75.0 20.5 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
17 14 3 22 19 41 34
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 432,278
COMMITMENTS
127,259 194,951 13,398 230,344 203,044 371,002 411,394 61,276 20,884
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -3,893)
6,321 17,753 107 -11,103 -16,225 -4,675 1,635 781 -5,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 45.1 3.1 53.3 47.0 85.8 95.2 14.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
95 59 28 61 49 167 126
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 67,785
COMMITMENTS
30,102 4,493 811 14,379 51,735 45,292 57,040 22,493 10,745
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -5,918)
-5,074 -333 -280 -349 -6,584 -5,704 -7,197 -215 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 6.6 1.2 21.2 76.3 66.8 84.1 33.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
23 7 3 10 16 33 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 39,014
COMMITMENTS
483 14,517 10 24,941 19,519 25,434 34,046 13,580 4,968
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 628)
0 1,135 -10 1,422 856 1,412 1,981 -784 -1,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 37.2 0.0 63.9 50.0 65.2 87.3 34.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 24 2 21 22 25 46
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 671,522
COMMITMENTS
75,168 234,190 10,900 572,333 356,260 658,401 601,351 13,121 70,171
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 10,735)
1,108 -3,275 2,291 8,831 7,762 12,230 6,779 -1,495 3,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 34.9 1.6 85.2 53.1 98.0 89.6 2.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
54 142 49 61 78 142 242
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 68,268
COMMITMENTS
9,444 25,246 173 48,245 30,044 57,862 55,464 10,406 12,804
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 332)
-22 -1,176 8 -64 686 -78 -482 410 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 37.0 0.3 70.7 44.0 84.8 81.2 15.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
12 21 3 19 24 34 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,716
COMMITMENTS
18,129 3,096 265 31,714 34,124 50,108 37,485 8,608 21,231
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -52)
-367 200 -12 510 1,007 131 1,195 -183 -1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 5.3 0.5 54.0 58.1 85.3 63.8 14.7 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
18 4 2 18 19 36 25
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,487
COMMITMENTS
6,066 659 0 14,251 20,510 20,317 21,169 1,170 318
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -75)
38 -56 0 11 -56 49 -112 -124 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 3.1 0.0 66.3 95.5 94.6 98.5 5.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 4 0 6 4 18 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 39,122
COMMITMENTS
7,214 5,203 4,954 15,832 20,064 28,000 30,221 11,122 8,901
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 283)
968 -63 -495 1,038 468 1,511 -90 -1,228 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 13.3 12.7 40.5 51.3 71.6 77.2 28.4 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 8 8 21 24 34 38
Updated November 30, 2007