MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,032
COMMITMENTS
3,985 2,274 5,957 22,830 21,000 32,773 29,232 6,259 9,801
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 767)
190 294 1 535 435 726 730 41 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 5.8 15.3 58.5 53.8 84.0 74.9 16.0 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 9 15 30 31 55 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 227,370
COMMITMENTS
42,789 35,973 60,817 101,847 89,180 205,453 185,970 21,917 41,400
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -2,010)
1,047 -2,385 -376 -1,077 1,569 -405 -1,192 -1,605 -818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 15.8 26.7 44.8 39.2 90.4 81.8 9.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
71 77 86 37 53 168 172
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 262,209
COMMITMENTS
60,694 43,418 48,110 130,840 115,980 239,644 207,508 22,565 54,701
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 1,602)
3,166 -1,053 2,328 -4,419 -3,077 1,075 -1,802 528 3,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 16.6 18.3 49.9 44.2 91.4 79.1 8.6 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
68 99 80 88 133 204 275
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,786
COMMITMENTS
4,053 4,316 1,825 2,585 2,234 8,463 8,375 2,323 2,410
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -138)
86 443 -336 -19 -87 -269 20 131 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 40.0 16.9 24.0 20.7 78.5 77.7 21.5 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
29 26 15 21 27 55 66
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,317
COMMITMENTS
14,812 3,787 4,492 7,875 7,426 27,179 15,705 4,138 15,612
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 1,105)
804 907 -49 -190 -397 566 461 540 644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.3 12.1 14.3 25.1 23.7 86.8 50.1 13.2 49.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
38 36 30 32 46 89 97
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 135,619
COMMITMENTS
36,950 13,507 8,484 55,220 93,345 100,655 115,337 34,964 20,282
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -8,269)
-2,062 -5,893 -9,870 1,708 5,953 -10,224 -9,809 1,955 1,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 10.0 6.3 40.7 68.8 74.2 85.0 25.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
20 15 13 23 21 50 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 91,751
COMMITMENTS
26,275 23,649 3,730 41,109 55,064 71,114 82,442 20,638 9,309
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 5,044)
-3,922 387 -1,418 12,780 7,533 7,441 6,503 -2,397 -1,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 25.8 4.1 44.8 60.0 77.5 89.9 22.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
24 13 6 12 18 39 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 126,777
COMMITMENTS
58,200 19,297 919 62,574 104,698 121,693 124,914 5,084 1,863
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 21,738)
25,652 -3,215 132 -3,747 25,675 22,037 22,592 -299 -854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 15.2 0.7 49.4 82.6 96.0 98.5 4.0 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
51 16 4 15 19 68 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 167,509
COMMITMENTS
77,596 18,779 6,573 65,243 121,974 149,412 147,326 18,097 20,183
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 35,191)
26,932 1,193 -2,977 19,320 39,733 43,275 37,950 -8,084 -2,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 11.2 3.9 38.9 72.8 89.2 88.0 10.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
19 19 11 16 23 41 47
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 258,619
COMMITMENTS
65,481 37,586 19,816 134,919 181,874 220,217 239,276 38,402 19,343
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 739)
-1,953 -428 -11,033 17,962 13,037 4,976 1,576 -4,237 -837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 14.5 7.7 52.2 70.3 85.2 92.5 14.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
44 29 19 36 28 90 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 284,503
COMMITMENTS
89,033 24,922 24,630 116,839 191,880 230,501 241,432 54,002 43,071
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -3,984)
-4,822 1,892 -8,243 16,256 10,342 3,191 3,991 -7,175 -7,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 8.8 8.7 41.1 67.4 81.0 84.9 19.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
54 36 25 33 35 101 82
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,458
COMMITMENTS
14,047 2,706 450 9,286 22,383 23,783 25,539 3,675 1,919
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 5,439)
-77 -419 369 3,800 4,360 4,092 4,310 1,347 1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 9.9 1.6 33.8 81.5 86.6 93.0 13.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 6 2 9 15 22 22
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 54,518
COMMITMENTS
13,763 3,333 1,308 33,809 45,581 48,880 50,222 5,638 4,296
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 8,764)
-106 833 1,308 6,668 6,002 7,870 8,143 894 621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 6.1 2.4 62.0 83.6 89.7 92.1 10.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 2 14 17 19 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 22,059,044
COMMITMENTS
1293953 422,775 9327212 9966773 10930005 20587938 20679991 1471106 1379053
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -642,941)
-87,282 -34,763 -384,679 -196,126 -198,571 -668,088 -618,013 25,147 -24,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 1.9 42.3 45.2 49.5 93.3 93.7 6.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
88 48 129 169 163 313 297
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 817,654
COMMITMENTS
64,330 85,626 98,877 497,748 453,455 660,956 637,959 156,698 179,696
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 25,421)
139 -269 5,981 9,153 8,237 15,273 13,949 10,148 11,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 10.5 12.1 60.9 55.5 80.8 78.0 19.2 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
68 41 72 94 66 191 150
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,488,151
COMMITMENTS
281,939 557,997 165,154 1468688 1550478 1915781 2273630 572,370 214,522
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 190,839)
21,089 29,956 4,571 102,542 125,206 128,202 159,733 62,637 31,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 22.4 6.6 59.0 62.3 77.0 91.4 23.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
73 117 77 112 111 233 257
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 104,942
COMMITMENTS
7,439 33,898 124 82,044 64,174 89,607 98,196 15,335 6,746
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 749)
910 -2,628 43 -1,862 1,635 -909 -950 1,658 1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 32.3 0.1 78.2 61.2 85.4 93.6 14.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
9 15 1 39 31 49 46
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,698
COMMITMENTS
10,415 14,113 568 35,700 26,405 46,683 41,086 10,015 15,612
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 3,686)
1,198 -239 308 1,835 940 3,341 1,009 345 2,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 24.9 1.0 63.0 46.6 82.3 72.5 17.7 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
17 13 4 23 19 42 34
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 448,372
COMMITMENTS
112,937 186,754 20,788 233,819 218,106 367,543 425,647 80,829 22,725
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 26,438)
-13,804 4,643 5,298 19,090 11,371 10,584 21,312 15,854 5,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 41.7 4.6 52.1 48.6 82.0 94.9 18.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
77 67 31 65 54 159 136
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 77,247
COMMITMENTS
36,090 3,206 564 17,806 64,548 54,459 68,318 22,787 8,928
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 6,266)
4,980 -4,465 -437 1,900 14,482 6,442 9,579 -176 -3,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 4.2 0.7 23.1 83.6 70.5 88.4 29.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
23 6 2 13 18 37 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 39,012
COMMITMENTS
985 14,291 703 23,893 18,818 25,581 33,812 13,431 5,200
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 97)
416 -213 186 -145 -227 458 -253 -360 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 36.6 1.8 61.2 48.2 65.6 86.7 34.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
3 24 5 25 24 32 49
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 689,698
COMMITMENTS
66,384 238,549 14,740 590,365 363,026 671,489 616,315 18,210 73,383
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 17,072)
-2,837 1,486 5,351 10,220 8,802 12,735 15,639 4,337 1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 34.6 2.1 85.6 52.6 97.4 89.4 2.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
43 136 53 60 84 130 246
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 97,158
COMMITMENTS
10,810 33,465 11,645 62,110 40,127 84,565 85,237 12,593 11,921
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 26,306)
461 2,512 10,966 11,583 12,797 23,010 26,275 3,296 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 34.4 12.0 63.9 41.3 87.0 87.7 13.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 24 7 28 31 49 55
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 66,767
COMMITMENTS
18,618 3,438 623 36,485 32,683 55,726 36,744 11,041 30,023
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 7,408)
565 26 354 3,328 337 4,247 717 3,161 6,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 5.1 0.9 54.6 49.0 83.5 55.0 16.5 45.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
18 4 6 19 20 39 28
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,476
COMMITMENTS
5,510 284 0 14,229 20,265 19,739 20,549 1,737 927
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: 376)
-152 -161 -37 13 -28 -176 -226 552 602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 1.3 0.0 66.3 94.4 91.9 95.7 8.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 2 0 6 3 16 5
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/11/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 39,535
COMMITMENTS
9,713 5,155 3,979 16,999 21,237 30,691 30,371 8,844 9,164
CHANGES FROM 12/04/07 (CHANGE IN OPEN INTEREST: -2,758)
-1,008 -47 27 -594 -595 -1,575 -615 -1,183 -2,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 13.0 10.1 43.0 53.7 77.6 76.8 22.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 8 8 21 25 34 39
Updated December 14, 2007