BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,263
COMMITMENTS
219 0 0 3,042 4,176 3,261 4,176 1,002 87
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -571)
65 -60 -42 -540 -461 -517 -563 -54 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 0.0 0.0 71.4 98.0 76.5 98.0 23.5 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 14 10 17 10
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,243
COMMITMENTS
7,770 1,023 674 20,218 25,484 28,662 27,181 5,581 7,062
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -3,767)
-1,975 -28 18 -1,560 -3,141 -3,517 -3,151 -250 -616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 3.0 2.0 59.0 74.4 83.7 79.4 16.3 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
19 5 11 26 25 50 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 174,848
COMMITMENTS
34,276 30,165 33,917 90,006 77,656 158,199 141,738 16,649 33,110
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -8,776)
-486 -6,983 -3,478 -6,185 2,899 -10,149 -7,562 1,373 -1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 17.3 19.4 51.5 44.4 90.5 81.1 9.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
69 55 67 35 48 150 142
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 241,527
COMMITMENTS
64,256 36,321 40,197 116,949 116,727 221,402 193,245 20,125 48,282
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -10,313)
-1,790 -1,718 -4,037 -3,689 -3,233 -9,516 -8,988 -797 -1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 15.0 16.6 48.4 48.3 91.7 80.0 8.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
92 57 70 62 126 201 218
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,391
COMMITMENTS
2,707 2,318 1,590 2,463 2,497 6,760 6,405 1,631 1,986
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 288)
109 243 -71 397 354 435 526 -147 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 27.6 18.9 29.4 29.8 80.6 76.3 19.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 21 17 18 29 49 62
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,165
COMMITMENTS
12,677 4,948 3,912 7,909 5,767 24,498 14,627 5,667 15,538
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -2,032)
338 -246 -1,270 -742 -438 -1,674 -1,954 -358 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 16.4 13.0 26.2 19.1 81.2 48.5 18.8 51.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
46 26 24 29 37 91 77
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 135,946
COMMITMENTS
71,689 19,751 2,162 30,031 95,508 103,882 117,421 32,064 18,525
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 1,995)
3,551 1,311 -752 1,753 599 4,552 1,158 -2,557 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.7 14.5 1.6 22.1 70.3 76.4 86.4 23.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
38 14 7 23 18 64 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 121,823
COMMITMENTS
34,401 36,705 747 66,018 70,306 101,166 107,758 20,657 14,065
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 4,985)
6,092 -6,237 560 -8,097 12,022 -1,445 6,345 6,430 -1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 30.1 0.6 54.2 57.7 83.0 88.5 17.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
24 21 1 7 15 32 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 94,580
COMMITMENTS
27,157 10,787 894 57,344 79,484 85,395 91,165 9,185 3,415
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -1,360)
-7,258 -1,022 476 7,896 699 1,114 153 -2,474 -1,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 11.4 0.9 60.6 84.0 90.3 96.4 9.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
38 20 5 14 18 53 43
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 125,762
COMMITMENTS
74,315 20,182 884 23,108 84,134 98,307 105,200 27,455 20,562
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -2,960)
-15,207 -627 152 13,736 -2,556 -1,319 -3,031 -1,641 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.1 16.0 0.7 18.4 66.9 78.2 83.7 21.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
41 20 5 18 17 63 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 263,905
COMMITMENTS
47,110 81,603 1,227 172,806 152,366 221,143 235,196 42,762 28,709
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -366)
510 -16,159 532 -1,197 18,853 -155 3,226 -211 -3,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 30.9 0.5 65.5 57.7 83.8 89.1 16.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
37 40 9 27 28 69 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 227,532
COMMITMENTS
111,634 32,605 2,602 53,782 161,026 168,018 196,233 59,514 31,299
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 13,005)
7,445 6,869 600 4,291 6,307 12,336 13,776 669 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 14.3 1.1 23.6 70.8 73.8 86.2 26.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
60 34 9 29 31 95 68
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 32,616
COMMITMENTS
17,778 1,118 0 12,560 29,999 30,338 31,117 2,278 1,499
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 383)
2,321 -75 0 -1,602 835 719 760 -336 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.5 3.4 0.0 38.5 92.0 93.0 95.4 7.0 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 3 0 12 13 29 16
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 79,169
COMMITMENTS
6,249 24,625 4,854 64,735 45,360 75,838 74,839 3,331 4,330
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 36)
-6,434 -2,144 1,046 4,882 -994 -506 -2,092 542 2,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 31.1 6.1 81.8 57.3 95.8 94.5 4.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 2 2 20 11 25 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,750,632
COMMITMENTS
2155393 809,390 1035632 7470915 8682310 10661940 10527332 1088692 1223300
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 215,827)
180,026 203,571 79,652 -80,902 -51,574 178,776 231,649 37,051 -15,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 6.9 8.8 63.6 73.9 90.7 89.6 9.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
71 52 103 165 171 286 289
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 623,308
COMMITMENTS
50,384 87,455 10,161 438,462 428,887 499,007 526,503 124,301 96,805
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 18,999)
3,833 -4,128 2,067 -3,012 9,713 2,888 7,652 16,111 11,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 14.0 1.6 70.3 68.8 80.1 84.5 19.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
40 50 24 81 56 134 117
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,111,980
COMMITMENTS
341,914 687,186 55,889 1466944 1137665 1864747 1880740 247,233 231,240
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 130,807)
-5,953 1,543 17,844 75,352 27,928 87,243 47,315 43,564 83,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 32.5 2.6 69.5 53.9 88.3 89.1 11.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
63 132 39 95 106 183 252
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 6,468
COMMITMENTS
351 286 0 3,340 4,645 3,691 4,931 2,777 1,537
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 4.4 0.0 51.6 71.8 57.1 76.2 42.9 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 1 0 10 10 11 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 86,027
COMMITMENTS
7,973 26,905 0 70,921 54,199 78,894 81,104 7,133 4,923
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -3,101)
-452 -1,283 0 -2,807 -2,364 -3,259 -3,647 158 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 31.3 0.0 82.4 63.0 91.7 94.3 8.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
11 15 0 34 40 45 55
NEW YORK CDD - CHICAGO MERCANTILE EXCHANGE Code-16264C
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CME CDD INDEX X $20) OPEN INTEREST: 3,465
COMMITMENTS
1,846 2,865 0 1,604 550 3,450 3,415 15 50
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 82.7 0.0 46.3 15.9 99.6 98.6 0.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 6 0 6 3 12 9
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,311
COMMITMENTS
5,042 20,594 16 55,373 36,304 60,431 56,914 6,880 10,397
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 385)
-1,435 -1,022 3 421 -8 -1,011 -1,027 1,396 1,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 30.6 0.0 82.3 53.9 89.8 84.6 10.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 12 1 28 18 38 30
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 450,183
COMMITMENTS
150,411 101,856 15,537 231,282 308,969 397,230 426,362 52,953 23,821
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 129)
-20,704 -8,405 4,554 13,630 -609 -2,520 -4,460 2,649 4,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 22.6 3.5 51.4 68.6 88.2 94.7 11.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
83 48 16 45 53 133 113
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 110,617
COMMITMENTS
52,971 22,252 785 31,815 78,037 85,571 101,074 25,046 9,543
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 2,595)
-1,283 3,771 22 4,479 -551 3,218 3,242 -623 -647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.9 20.1 0.7 28.8 70.5 77.4 91.4 22.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
33 8 3 11 16 44 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 56,357
COMMITMENTS
366 10,448 5 48,825 40,601 49,196 51,054 7,161 5,303
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 4,309)
-14 -71 0 4,493 4,187 4,479 4,116 -170 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 18.5 0.0 86.6 72.0 87.3 90.6 12.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 21 1 23 20 25 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 686,119
COMMITMENTS
64,606 290,574 2,299 607,581 356,976 674,486 649,849 11,633 36,270
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 26,797)
-4,372 11,729 -2,379 33,279 17,693 26,528 27,043 269 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 42.4 0.3 88.6 52.0 98.3 94.7 1.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
25 123 12 53 93 85 221
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,901
COMMITMENTS
11,393 14,676 0 32,715 29,159 44,108 43,835 9,793 10,066
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 1,435)
-1,222 30 -1 2,026 364 803 393 632 1,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 27.2 0.0 60.7 54.1 81.8 81.3 18.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
17 19 0 22 22 39 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 49,025
COMMITMENTS
13,201 6,603 169 29,786 28,545 43,156 35,317 5,869 13,708
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 1,178)
-615 -467 14 3,085 1,902 2,484 1,449 -1,306 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 13.5 0.3 60.8 58.2 88.0 72.0 12.0 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
19 11 1 18 16 37 28
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,560
COMMITMENTS
5,463 535 603 14,173 19,281 20,239 20,419 1,321 1,141
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 546)
-301 -577 333 567 458 599 214 -53 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 2.5 2.8 65.7 89.4 93.9 94.7 6.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 3 3 8 5 18 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 08/07/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 45,238
COMMITMENTS
11,795 6,994 4,421 19,734 19,842 35,950 31,257 9,288 13,981
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -1,525)
346 -1,490 1,076 -749 273 673 -141 -2,198 -1,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 15.5 9.8 43.6 43.9 79.5 69.1 20.5 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 12 8 24 25 40 41
Updated August 10, 2007