BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,509
COMMITMENTS
0 47 0 1,829 2,343 1,829 2,390 680 119
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 1.9 0.0 72.9 93.4 72.9 95.3 27.1 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 0 11 13 11 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,517
COMMITMENTS
2,342 1,813 6,055 25,959 22,747 34,355 30,615 6,161 9,902
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 455)
-90 289 254 452 279 615 821 -161 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 4.5 14.9 64.1 56.1 84.8 75.6 15.2 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 9 15 31 33 56 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,940
COMMITMENTS
43,967 49,104 60,596 106,945 83,420 211,508 193,120 18,432 36,820
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 4,635)
911 4,336 1,835 5,019 34 7,765 6,205 -3,130 -1,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 21.4 26.4 46.5 36.3 92.0 84.0 8.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
56 78 74 36 53 142 172
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,474
COMMITMENTS
62,317 46,911 52,293 125,969 107,534 240,578 206,738 19,896 53,736
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,369)
2,792 -1,140 1,389 -2,149 753 2,031 1,002 -662 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 18.0 20.1 48.4 41.3 92.4 79.4 7.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
72 92 84 88 136 201 281
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,641
COMMITMENTS
4,118 4,703 704 2,985 2,024 7,807 7,431 1,834 2,211
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -221)
75 291 -288 203 -150 -11 -148 -210 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 48.8 7.3 31.0 21.0 81.0 77.1 19.0 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
23 28 10 15 22 44 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,080
COMMITMENTS
17,748 4,798 5,864 8,373 8,335 31,985 18,998 4,095 17,082
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,115)
833 236 490 54 482 1,376 1,207 -261 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 13.3 16.3 23.2 23.1 88.7 52.7 11.3 47.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
37 31 30 39 51 96 98
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 103,386
COMMITMENTS
39,268 11,686 11,620 22,951 61,494 73,840 84,801 29,546 18,585
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 6,396)
5,638 -2,272 451 -27 7,169 6,061 5,347 334 1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 11.3 11.2 22.2 59.5 71.4 82.0 28.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
22 14 13 24 24 55 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 67,423
COMMITMENTS
18,832 23,130 2,746 28,048 32,212 49,626 58,087 17,797 9,336
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,033)
5,778 -915 123 -3,689 2,235 2,212 1,443 -1,180 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 34.3 4.1 41.6 47.8 73.6 86.2 26.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 12 3 11 11 28 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 85,765
COMMITMENTS
62,193 5,903 248 16,392 77,103 78,833 83,254 6,932 2,511
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -8,622)
-13,138 2,380 -3 4,218 -11,697 -8,923 -9,320 301 698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.5 6.9 0.3 19.1 89.9 91.9 97.1 8.1 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
42 15 2 10 15 54 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 93,355
COMMITMENTS
29,521 29,787 10,252 37,266 30,792 77,040 70,831 16,315 22,524
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 3,835)
-5,935 5,924 1,009 12,240 -2,615 7,314 4,319 -3,479 -483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 31.9 11.0 39.9 33.0 82.5 75.9 17.5 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
11 31 11 20 14 39 48
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 225,253
COMMITMENTS
41,750 44,833 18,141 134,516 140,852 194,407 203,826 30,845 21,426
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 3,844)
-1,312 1,857 519 3,167 559 2,374 2,935 1,470 909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 19.9 8.1 59.7 62.5 86.3 90.5 13.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
31 28 12 33 26 68 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 199,270
COMMITMENTS
71,448 33,202 21,740 56,397 101,003 149,585 155,944 49,685 43,326
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 11,173)
3,663 -2,138 1,483 4,079 5,144 9,225 4,488 1,948 6,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 16.7 10.9 28.3 50.7 75.1 78.3 24.9 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
47 34 27 33 34 95 80
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,344
COMMITMENTS
16,237 2,272 57 2,819 18,455 19,113 20,784 2,231 560
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 518)
2,139 421 -24 -1,371 637 744 1,034 -226 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.1 10.6 0.3 13.2 86.5 89.5 97.4 10.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 6 1 7 13 22 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,201,162
COMMITMENTS
1063873 418,583 7322289 8497003 9202530 16883165 16943402 1317997 1257760
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 706,331)
27,447 56,614 400,012 261,831 234,229 689,291 690,856 17,041 15,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 2.3 40.2 46.7 50.6 92.8 93.1 7.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
61 42 101 128 128 243 233
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 607,231
COMMITMENTS
52,531 63,958 49,778 381,889 395,203 484,197 508,939 123,034 98,293
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 11,041)
1,688 6,281 6,782 2,636 9,993 11,106 23,055 -65 -12,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 10.5 8.2 62.9 65.1 79.7 83.8 20.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
57 39 58 82 61 163 134
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,822,758
COMMITMENTS
352,906 418,406 84,077 1173103 1174842 1610086 1677325 212,672 145,433
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -12,877)
33,524 27,686 -2,409 -2,245 -21,404 28,871 3,874 -41,748 -16,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 23.0 4.6 64.4 64.5 88.3 92.0 11.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
73 83 58 102 90 204 202
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,381
COMMITMENTS
11,012 27,132 0 74,528 71,031 85,540 98,163 15,841 3,218
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -5,980)
467 275 0 -6,800 -6,246 -6,333 -5,971 353 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 26.8 0.0 73.5 70.1 84.4 96.8 15.6 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
12 11 0 34 32 46 43
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 9,331
COMMITMENTS
2,596 3,893 1,583 4,585 3,323 8,765 8,799 566 532
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 41.7 17.0 49.1 35.6 93.9 94.3 6.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 4 10 12 15 18
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 38,182
COMMITMENTS
5,046 9,875 68 24,305 22,721 29,419 32,664 8,764 5,518
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,337)
683 14 0 1,087 2,477 1,770 2,491 -434 -1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 25.9 0.2 63.7 59.5 77.0 85.5 23.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 11 1 21 17 31 29
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 286,677
COMMITMENTS
87,483 138,752 9,027 161,743 126,451 258,252 274,229 28,424 12,448
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,342)
9,767 11,129 -418 577 -1,234 9,925 9,476 -8,583 -8,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 48.4 3.1 56.4 44.1 90.1 95.7 9.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
76 52 17 53 54 137 115
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 62,022
COMMITMENTS
26,822 8,877 588 12,940 44,018 40,351 53,483 21,671 8,538
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 3,340)
2,794 -1,683 -183 1,788 4,730 4,398 2,864 -1,059 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 14.3 0.9 20.9 71.0 65.1 86.2 34.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 6 2 8 13 26 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,492
COMMITMENTS
1,394 13,081 477 25,147 19,496 27,018 33,054 10,474 4,437
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 2,953)
79 1,642 94 1,512 1,250 1,685 2,986 1,268 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 34.9 1.3 67.1 52.0 72.1 88.2 27.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 21 3 19 24 24 46
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 599,969
COMMITMENTS
58,118 253,919 11,533 513,389 278,491 583,039 543,943 16,930 56,026
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 25,207)
-326 20,299 901 20,967 59 21,541 21,259 3,665 3,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 42.3 1.9 85.6 46.4 97.2 90.7 2.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
35 129 50 59 72 124 222
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 63,950
COMMITMENTS
13,305 37,017 83 41,688 20,321 55,075 57,421 8,875 6,530
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 1,331)
-50 542 0 504 547 454 1,089 877 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 57.9 0.1 65.2 31.8 86.1 89.8 13.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 16 4 14 19 31 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 51,317
COMMITMENTS
17,638 4,035 190 16,133 37,547 33,961 41,772 17,356 9,545
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 2,776)
-1,258 1,010 141 3,705 2,246 2,588 3,397 188 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 7.9 0.4 31.4 73.2 66.2 81.4 33.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 3 1 15 13 23 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,580
COMMITMENTS
6,264 992 0 14,133 20,339 20,397 21,331 1,183 249
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: 402)
386 209 0 -46 275 340 484 62 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 4.6 0.0 65.5 94.2 94.5 98.8 5.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 3 0 6 5 17 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 23,461
COMMITMENTS
6,577 3,481 1,977 11,922 10,500 20,476 15,958 2,985 7,503
CHANGES FROM 12/24/07 (CHANGE IN OPEN INTEREST: -106)
0 0 0 100 0 100 0 -206 -106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 14.8 8.4 50.8 44.8 87.3 68.0 12.7 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 3 6 16 19 25 27
Updated January 4, 2008