MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,062
COMMITMENTS
2,432 1,524 5,801 25,507 22,468 33,740 29,794 6,322 10,268
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 276)
-1,252 99 -251 1,821 238 317 85 -41 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 3.8 14.5 63.7 56.1 84.2 74.4 15.8 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 8 13 31 32 54 47
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 225,305
COMMITMENTS
43,056 44,768 58,761 101,926 83,386 203,743 186,915 21,562 38,390
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 297)
122 2,064 118 956 -824 1,195 1,358 -899 -1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 19.9 26.1 45.2 37.0 90.4 83.0 9.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
55 79 78 32 51 144 165
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 259,105
COMMITMENTS
59,525 48,051 50,904 128,118 106,781 238,547 205,736 20,558 53,369
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -1,618)
-35 526 59 -566 -1,709 -542 -1,124 -1,077 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 18.5 19.6 49.4 41.2 92.1 79.4 7.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
61 102 78 86 131 194 277
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,862
COMMITMENTS
4,044 4,412 993 2,782 2,173 7,818 7,578 2,044 2,284
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 374)
121 72 176 145 70 442 318 -67 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 44.7 10.1 28.2 22.0 79.3 76.8 20.7 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
27 26 11 19 23 50 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,965
COMMITMENTS
16,915 4,562 5,375 8,319 7,853 30,609 17,790 4,356 17,175
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 1,338)
1,397 503 -127 -144 206 1,126 582 212 756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 13.0 15.4 23.8 22.5 87.5 50.9 12.5 49.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
40 28 31 35 46 93 95
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 96,990
COMMITMENTS
33,630 13,958 11,170 22,978 54,326 67,778 79,454 29,212 17,537
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -44,149)
-5,319 2,811 -1,055 -34,567 -42,314 -40,941 -40,558 -3,208 -3,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 14.4 11.5 23.7 56.0 69.9 81.9 30.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
19 18 11 25 24 53 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 66,390
COMMITMENTS
13,054 24,045 2,622 31,737 29,977 47,413 56,644 18,977 9,746
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 689)
-1,979 2,497 -2 3,641 -306 1,660 2,189 -971 -1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 36.2 3.9 47.8 45.2 71.4 85.3 28.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 14 3 11 11 25 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 94,387
COMMITMENTS
75,331 3,523 251 12,174 88,800 87,756 92,574 6,631 1,813
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 4,450)
4,621 -298 69 -753 4,883 3,937 4,654 513 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.8 3.7 0.3 12.9 94.1 93.0 98.1 7.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
55 10 2 6 18 61 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 89,519
COMMITMENTS
35,456 23,863 9,243 25,026 33,406 69,725 66,512 19,794 23,007
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 11,479)
3,128 5,683 1,154 5,045 1,496 9,327 8,333 2,153 3,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.6 26.7 10.3 28.0 37.3 77.9 74.3 22.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 22 11 15 17 37 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 221,408
COMMITMENTS
43,062 42,977 17,623 131,349 140,292 192,034 200,891 29,375 20,517
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 3,345)
-7,405 2,377 431 13,766 166 6,792 2,974 -3,447 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 19.4 8.0 59.3 63.4 86.7 90.7 13.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
33 28 13 32 27 70 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 188,097
COMMITMENTS
67,785 35,340 20,257 52,318 95,859 140,360 151,456 47,737 36,641
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 9,027)
756 490 1,295 11,104 9,425 13,155 11,210 -4,128 -2,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 18.8 10.8 27.8 51.0 74.6 80.5 25.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
43 36 26 33 33 89 82
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 20,826
COMMITMENTS
14,098 1,851 81 4,190 17,818 18,369 19,750 2,457 1,076
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 1,746)
1,542 -1,079 0 990 1,827 2,532 748 -786 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.7 8.9 0.4 20.1 85.6 88.2 94.8 11.8 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 4 1 7 12 19 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,494,831
COMMITMENTS
1036426 361,968 6922277 8235171 8968301 16193874 16252546 1300956 1242284
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -240,525)
-10,653 14,298 72,897 -60,800 -102,506 1,444 -15,311 -241,969 -225,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.1 39.6 47.1 51.3 92.6 92.9 7.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
70 38 102 127 126 243 233
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 596,190
COMMITMENTS
50,842 57,678 42,996 379,253 385,210 473,091 485,884 123,100 110,307
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -244,907)
-4,911 -13,986 -65,068 -125,963 -110,902 -195,942 -189,956 -48,965 -54,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 9.7 7.2 63.6 64.6 79.4 81.5 20.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
49 39 55 81 58 156 126
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,835,635
COMMITMENTS
319,382 390,720 86,485 1175348 1196246 1581215 1673451 254,420 162,184
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -1,075,639)
-30,408 -119,578 -134,753 -639,306 -681,219 -804,467 -935,550 -271,172 -140,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 21.3 4.7 64.0 65.2 86.1 91.2 13.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
60 89 54 101 92 192 204
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 107,361
COMMITMENTS
10,545 26,857 0 81,328 77,277 91,873 104,134 15,488 3,227
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -17,021)
2,007 317 -1,542 -18,329 -14,241 -17,864 -15,466 843 -1,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 25.0 0.0 75.8 72.0 85.6 97.0 14.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 10 0 35 33 48 43
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 36,846
COMMITMENTS
4,363 9,861 68 23,217 20,244 27,648 30,173 9,197 6,672
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -31,434)
-4,492 -5,649 -2,128 -21,979 -17,403 -28,600 -25,180 -2,834 -6,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 26.8 0.2 63.0 54.9 75.0 81.9 25.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 11 1 21 16 30 28
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 285,335
COMMITMENTS
77,716 127,623 9,445 161,166 127,685 248,327 264,753 37,008 20,582
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -265,451)
-26,668 -55,165 -32,386 -165,794 -160,429 -224,847 -247,979 -40,603 -17,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 44.7 3.3 56.5 44.7 87.0 92.8 13.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
73 52 16 53 54 132 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 58,682
COMMITMENTS
24,029 10,560 772 11,152 39,288 35,952 50,620 22,729 8,062
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 2,228)
4,682 2,221 49 -2,804 502 1,927 2,773 301 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 18.0 1.3 19.0 67.0 61.3 86.3 38.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 9 3 7 14 25 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,539
COMMITMENTS
1,315 11,439 383 23,635 18,246 25,333 30,069 9,206 4,470
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -24,036)
-605 -3,790 -340 -15,407 -17,341 -16,352 -21,471 -7,684 -2,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 33.1 1.1 68.4 52.8 73.3 87.1 26.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 19 3 18 22 24 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 574,762
COMMITMENTS
58,443 233,619 10,632 492,422 278,432 561,498 522,683 13,265 52,079
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -271,192)
-11,749 -5,350 -26,292 -215,806 -190,586 -253,847 -222,228 -17,346 -48,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 40.6 1.8 85.7 48.4 97.7 90.9 2.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
24 140 44 60 76 120 224
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 62,619
COMMITMENTS
13,354 36,475 82 41,184 19,774 54,621 56,332 7,998 6,287
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -200)
898 1,958 -109 346 -564 1,135 1,285 -1,335 -1,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 58.2 0.1 65.8 31.6 87.2 90.0 12.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 15 4 14 19 31 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,541
COMMITMENTS
18,896 3,025 49 12,428 35,301 31,373 38,375 17,168 10,166
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: 3,894)
1,032 2,050 9 1,446 -189 2,487 1,870 1,407 2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 6.2 0.1 25.6 72.7 64.6 79.1 35.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 3 2 14 10 25 15
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,178
COMMITMENTS
5,878 783 0 14,179 20,064 20,057 20,847 1,121 331
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -261)
94 74 0 -44 140 50 214 -311 -475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 3.7 0.0 67.0 94.7 94.7 98.4 5.3 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 3 0 6 5 16 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 23,567
COMMITMENTS
6,577 3,481 1,977 11,822 10,500 20,376 15,958 3,191 7,609
CHANGES FROM 12/18/07 (CHANGE IN OPEN INTEREST: -70)
462 -400 47 -600 500 -91 147 21 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 14.8 8.4 50.2 44.6 86.5 67.7 13.5 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 3 6 16 19 25 27
Updated December 28, 2007