MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,265
COMMITMENTS
3,796 1,981 5,956 22,295 20,565 32,047 28,502 6,218 9,764
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -3,873)
-551 -239 -554 -2,685 -2,771 -3,789 -3,564 -84 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 5.2 15.6 58.3 53.7 83.8 74.5 16.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
14 9 13 29 30 50 45
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,380
COMMITMENTS
41,742 38,359 61,192 102,924 87,611 205,859 187,161 23,521 42,219
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 563)
51 1,569 1,408 291 -1,341 1,750 1,636 -1,187 -1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 16.7 26.7 44.9 38.2 89.7 81.6 10.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
62 91 86 39 53 167 180
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,606
COMMITMENTS
57,529 44,472 45,781 135,259 119,058 238,569 209,311 22,037 51,296
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 1,267)
507 4,396 -93 1,598 -1,393 2,011 2,909 -744 -1,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 17.1 17.6 51.9 45.7 91.5 80.3 8.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
65 99 77 94 133 198 277
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,924
COMMITMENTS
3,967 3,873 2,161 2,603 2,321 8,732 8,355 2,192 2,568
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 1,537)
-481 249 1,298 505 5 1,322 1,552 215 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 35.5 19.8 23.8 21.2 79.9 76.5 20.1 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 29 20 21 29 60 71
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,212
COMMITMENTS
14,008 2,880 4,541 8,065 7,823 26,614 15,244 3,598 14,968
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 1,069)
458 139 229 510 -102 1,197 266 -128 803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 9.5 15.0 26.7 25.9 88.1 50.5 11.9 49.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
40 22 26 31 44 87 84
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,888
COMMITMENTS
39,012 19,400 18,354 53,513 87,392 110,879 125,146 33,008 18,741
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 3,000)
-5,666 7,693 1,731 4,147 -3,990 212 5,435 2,789 -2,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 13.5 12.8 37.2 60.7 77.1 87.0 22.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
29 22 20 27 23 66 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 86,707
COMMITMENTS
30,197 23,261 5,148 28,329 47,531 63,673 75,940 23,034 10,768
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -4,077)
-6,813 -399 -1 5,819 -3,117 -996 -3,518 -3,081 -559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 26.8 5.9 32.7 54.8 73.4 87.6 26.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
25 15 5 10 16 37 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 105,039
COMMITMENTS
32,548 22,512 787 66,321 79,023 99,656 102,322 5,383 2,717
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 14,568)
6,197 7,930 -434 8,231 7,088 13,994 14,584 574 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 21.4 0.7 63.1 75.2 94.9 97.4 5.1 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
36 19 5 13 17 52 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 132,318
COMMITMENTS
50,664 17,586 9,550 45,924 82,241 106,137 109,377 26,180 22,941
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -2,529)
-5,596 -1,884 59 159 -1,866 -5,378 -3,691 2,849 1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 13.3 7.2 34.7 62.2 80.2 82.7 19.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 23 9 14 21 47 47
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 257,880
COMMITMENTS
67,435 38,014 30,849 116,957 168,837 215,241 237,700 42,639 20,179
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 118)
4,615 1,963 -460 -2,241 -517 1,914 986 -1,795 -867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 14.7 12.0 45.4 65.5 83.5 92.2 16.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
43 30 16 33 25 84 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 288,487
COMMITMENTS
93,855 23,030 32,873 100,583 181,538 227,311 237,441 61,177 51,046
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 11,663)
1,964 -692 407 9,049 12,302 11,421 12,017 242 -354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 8.0 11.4 34.9 62.9 78.8 82.3 21.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
60 41 31 36 40 112 96
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,019
COMMITMENTS
14,124 3,125 81 5,486 18,023 19,691 21,229 2,328 790
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -599)
2,452 -1,688 81 -3,003 1,203 -470 -404 -129 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.1 14.2 0.4 24.9 81.9 89.4 96.4 10.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 5 1 9 13 24 19
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 45,754
COMMITMENTS
13,869 2,500 0 27,141 39,579 41,010 42,079 4,744 3,675
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 6,025)
3,210 2,500 0 3,903 6,305 7,113 8,805 -1,088 -2,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 5.5 0.0 59.3 86.5 89.6 92.0 10.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 9 15 13 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,701,986
COMMITMENTS
1381235 457,537 9711891 10162899 11128575 21256026 21298004 1445960 1403982
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 955,004)
70,829 44,285 455,763 401,705 478,322 928,297 978,370 26,707 -23,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 2.0 42.8 44.8 49.0 93.6 93.8 6.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
85 49 123 165 159 307 287
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 792,233
COMMITMENTS
64,191 85,895 92,896 488,596 445,218 645,683 624,009 146,550 168,224
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -1,281)
3,095 12,761 -14,223 10,435 -5,016 -693 -6,478 -588 5,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 10.8 11.7 61.7 56.2 81.5 78.8 18.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
60 44 69 92 66 184 147
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,297,313
COMMITMENTS
260,851 528,042 160,583 1366145 1425272 1787579 2113897 509,733 183,416
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -2,378)
-57,717 30,402 -583 12,821 -6,782 -45,479 23,037 43,101 -25,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 23.0 7.0 59.5 62.0 77.8 92.0 22.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
67 112 75 105 104 220 243
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 104,193
COMMITMENTS
6,529 36,526 81 83,906 62,539 90,516 99,146 13,677 5,047
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 1,446)
-1,191 8,279 81 3,194 -7,996 2,084 364 -638 1,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 35.1 0.1 80.5 60.0 86.9 95.2 13.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
8 18 1 38 32 46 51
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,012
COMMITMENTS
9,217 14,352 260 33,865 25,465 43,342 40,077 9,670 12,935
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 884)
-486 -506 12 2,357 1,467 1,884 973 -1,000 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 27.1 0.5 63.9 48.0 81.8 75.6 18.2 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 15 3 23 18 41 34
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 421,934
COMMITMENTS
126,741 182,111 15,490 214,728 206,735 356,959 404,335 64,974 17,598
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -10,344)
-518 -12,841 2,092 -15,616 3,691 -14,042 -7,058 3,698 -3,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 43.2 3.7 50.9 49.0 84.6 95.8 15.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
91 56 27 64 50 166 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 70,980
COMMITMENTS
31,110 7,671 1,001 15,906 50,067 48,017 58,739 22,964 12,242
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 3,195)
1,008 3,178 190 1,527 -1,669 2,725 1,699 471 1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 10.8 1.4 22.4 70.5 67.6 82.8 32.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
20 10 4 10 18 32 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,915
COMMITMENTS
569 14,504 517 24,038 19,045 25,124 34,066 13,791 4,849
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -99)
86 -13 507 -903 -474 -310 20 211 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 37.3 1.3 61.8 48.9 64.6 87.5 35.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
2 24 3 21 23 25 48
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 672,626
COMMITMENTS
69,221 237,063 9,389 580,144 354,224 658,754 600,676 13,873 71,951
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 1,104)
-5,947 2,873 -1,512 7,811 -2,036 353 -675 752 1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 35.2 1.4 86.3 52.7 97.9 89.3 2.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
54 131 51 61 79 136 240
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 70,852
COMMITMENTS
10,349 30,953 679 50,527 27,330 61,555 58,962 9,297 11,890
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 2,584)
905 5,706 506 2,282 -2,714 3,693 3,498 -1,109 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 43.7 1.0 71.3 38.6 86.9 83.2 13.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 22 5 23 23 42 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,359
COMMITMENTS
18,053 3,412 269 33,157 32,346 51,479 36,027 7,880 23,332
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 643)
-76 316 4 1,443 -1,778 1,371 -1,458 -728 2,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 5.7 0.5 55.9 54.5 86.7 60.7 13.3 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
17 4 2 18 19 36 24
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,100
COMMITMENTS
5,662 445 37 14,216 20,293 19,915 20,775 1,185 325
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: -387)
-404 -214 37 -35 -217 -402 -394 15 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 2.1 0.2 67.4 96.2 94.4 98.5 5.6 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 3 1 6 3 17 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/04/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 42,293
COMMITMENTS
10,721 5,202 3,952 17,593 21,832 32,266 30,986 10,027 11,307
CHANGES FROM 11/27/07 (CHANGE IN OPEN INTEREST: 3,171)
3,507 -1 -1,002 1,761 1,768 4,266 765 -1,095 2,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 12.3 9.3 41.6 51.6 76.3 73.3 23.7 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 8 8 21 25 34 39
Updated December 7, 2007