BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,964
COMMITMENTS
211 50 16 2,950 3,753 3,177 3,819 787 145
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 231)
-23 -42 1 230 323 208 282 23 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 1.3 0.4 74.4 94.7 80.1 96.3 19.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 2 3 15 12 20 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,306
COMMITMENTS
8,030 2,055 491 20,498 25,087 29,019 27,633 6,287 7,673
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 487)
215 310 -27 284 99 472 382 15 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 5.8 1.4 58.1 71.1 82.2 78.3 17.8 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 9 13 23 23 48 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 175,478
COMMITMENTS
35,221 32,410 34,376 87,197 75,298 156,794 142,084 18,684 33,394
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -406)
1,573 4,172 265 -3,298 -4,542 -1,460 -105 1,054 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 18.5 19.6 49.7 42.9 89.4 81.0 10.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
57 80 75 29 49 140 166
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,147
COMMITMENTS
3 634 72 567 0 642 706 505 441
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 55.3 6.3 49.4 0.0 56.0 61.6 44.0 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 14 2 5 0 7 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 246,914
COMMITMENTS
59,737 33,851 46,674 118,090 113,221 224,501 193,746 22,413 53,168
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 15,886)
2,971 -386 5,348 4,218 5,479 12,537 10,441 3,349 5,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 13.7 18.9 47.8 45.9 90.9 78.5 9.1 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
90 58 89 66 117 209 228
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,327
COMMITMENTS
3,203 3,831 393 1,875 817 5,471 5,041 1,856 2,286
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,278)
734 488 64 103 397 901 949 377 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 52.3 5.4 25.6 11.2 74.7 68.8 25.3 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
23 22 4 12 13 37 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,695
COMMITMENTS
11,867 3,556 4,223 7,958 5,585 24,048 13,364 4,647 15,331
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 381)
-691 309 480 659 -74 448 715 -67 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 12.4 14.7 27.7 19.5 83.8 46.6 16.2 53.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
41 23 26 32 35 92 74
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 126,605
COMMITMENTS
73,042 13,880 2,179 18,564 88,538 93,785 104,597 32,820 22,008
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -41,075)
-15,716 4,950 -5,504 -14,608 -37,331 -35,828 -37,885 -5,247 -3,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.7 11.0 1.7 14.7 69.9 74.1 82.6 25.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
39 14 8 17 18 60 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 70,582
COMMITMENTS
32,958 26,666 2 14,495 33,804 47,455 60,472 23,127 10,110
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 4,460)
4,311 3,508 -1 -1,945 -256 2,365 3,251 2,095 1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 37.8 0.0 20.5 47.9 67.2 85.7 32.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
28 14 1 6 13 35 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 75,151
COMMITMENTS
18,346 31,267 201 51,773 40,054 70,320 71,522 4,831 3,629
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 2,597)
8,398 -6,753 201 -6,624 8,998 1,975 2,446 622 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 41.6 0.3 68.9 53.3 93.6 95.2 6.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
32 17 1 15 14 47 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 85,124
COMMITMENTS
47,380 22,823 356 17,251 46,447 64,987 69,626 20,137 15,498
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 6,331)
8,463 -2,701 -728 101 9,579 7,836 6,150 -1,505 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.7 26.8 0.4 20.3 54.6 76.3 81.8 23.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
21 22 3 11 18 33 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 171,770
COMMITMENTS
46,051 48,500 1,236 91,652 101,925 138,939 151,661 32,831 20,109
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 3,581)
4,517 -14,101 158 -2,087 17,809 2,588 3,866 993 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 28.2 0.7 53.4 59.3 80.9 88.3 19.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
36 33 8 24 21 65 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 209,652
COMMITMENTS
122,295 38,847 1,808 29,894 131,573 153,997 172,228 55,655 37,424
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 6,215)
-874 1,727 488 4,837 -4,952 4,451 -2,737 1,764 8,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.3 18.5 0.9 14.3 62.8 73.5 82.1 26.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
71 35 10 25 29 101 69
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,124
COMMITMENTS
15,904 3,182 105 2,731 16,473 18,740 19,760 2,384 1,364
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 2,109)
1,460 -90 -49 178 2,131 1,589 1,992 520 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.3 15.1 0.5 12.9 78.0 88.7 93.5 11.3 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 5 1 8 11 21 17
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 96,176
COMMITMENTS
17,778 17,986 2,946 67,330 70,393 88,054 91,325 8,122 4,851
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 10,818)
4,532 1,578 405 3,637 8,936 8,574 10,919 2,244 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 18.7 3.1 70.0 73.2 91.6 95.0 8.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 4 3 17 15 23 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,097,278
COMMITMENTS
1368606 395,515 1272500 6311626 7254852 8952732 8922867 1144546 1174411
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 57,523)
16,328 -152,281 97,198 -86,019 74,698 27,507 19,615 30,016 37,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 3.9 12.6 62.5 71.8 88.7 88.4 11.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
77 40 88 149 147 268 246
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 577,603
COMMITMENTS
48,347 90,846 5,485 413,082 344,861 466,914 441,192 110,689 136,411
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -197,169)
-8,720 -14,059 -15,504 -78,635 -146,069 -102,859 -175,632 -94,310 -21,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 15.7 0.9 71.5 59.7 80.8 76.4 19.2 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
33 44 14 71 55 112 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,747,463
COMMITMENTS
292,818 444,251 27,673 1042007 1130859 1362498 1602783 384,965 144,680
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -1,104,430)
-4,832 -248,932 -149,332 -909,001 -314,453 -1063165 -712,717 -41,265 -391,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 25.4 1.6 59.6 64.7 78.0 91.7 22.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
63 99 23 81 102 158 210
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 97,077
COMMITMENTS
9,902 25,425 0 73,619 67,882 83,521 93,307 13,556 3,770
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -34,589)
1,362 -1,171 -2,125 -27,604 -17,264 -28,367 -20,560 -6,222 -14,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 26.2 0.0 75.8 69.9 86.0 96.1 14.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 13 0 33 33 46 46
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 41,463
COMMITMENTS
9,064 10,809 0 24,398 19,778 33,462 30,587 8,001 10,876
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -46,912)
1,973 -15,251 -170 -42,627 -21,821 -40,824 -37,242 -6,088 -9,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 26.1 0.0 58.8 47.7 80.7 73.8 19.3 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 11 0 20 20 35 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 325,577
COMMITMENTS
111,158 102,961 7,690 157,913 196,221 276,761 306,872 48,816 18,705
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -248,211)
-19,162 -2,751 -20,394 -178,290 -217,764 -217,846 -240,909 -30,365 -7,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 31.6 2.4 48.5 60.3 85.0 94.3 15.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
83 50 11 47 50 135 106
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 74,017
COMMITMENTS
46,504 7,462 266 4,391 60,079 51,161 67,807 22,856 6,210
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 14,067)
11,992 -3,934 17 1,688 18,729 13,697 14,812 370 -745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.8 10.1 0.4 5.9 81.2 69.1 91.6 30.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
24 8 2 7 17 31 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,605
COMMITMENTS
1,276 9,923 8 19,443 14,155 20,727 24,086 9,878 6,519
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -38,096)
926 -3,525 -812 -33,514 -30,053 -33,400 -34,390 -4,696 -3,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 32.4 0.0 63.5 46.3 67.7 78.7 32.3 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 17 2 20 17 23 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 573,647
COMMITMENTS
60,683 252,586 3,891 499,339 270,740 563,913 527,217 9,734 46,430
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -155,196)
-17,117 -15,025 -9,847 -108,266 -105,135 -135,230 -130,007 -19,966 -25,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 44.0 0.7 87.0 47.2 98.3 91.9 1.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
28 110 10 51 82 85 196
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 66,487
COMMITMENTS
9,865 31,449 1 47,717 21,672 57,583 53,122 8,904 13,365
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -2,450)
1,716 -595 -299 -2,937 -291 -1,520 -1,185 -930 -1,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 47.3 0.0 71.8 32.6 86.6 79.9 13.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 24 1 17 17 27 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,413
COMMITMENTS
29,486 3,964 100 28,715 21,400 58,301 25,464 6,112 38,949
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -5,910)
-2,772 -230 -1 -2,837 1,342 -5,610 1,111 -300 -7,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.8 6.2 0.2 44.6 33.2 90.5 39.5 9.5 60.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 6 1 16 12 31 19
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,669
COMMITMENTS
6,701 1,695 2 14,093 19,742 20,796 21,439 873 230
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -2,428)
466 -1,108 2 -2,649 -922 -2,181 -2,028 -247 -400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 7.8 0.0 65.0 91.1 96.0 98.9 4.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 5 1 7 4 20 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/25/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 33,627
COMMITMENTS
4,391 8,722 4,453 13,181 15,258 22,025 28,433 11,602 5,194
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 5,770)
-102 1,677 -204 1,694 2,110 1,388 3,583 4,382 2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 25.9 13.2 39.2 45.4 65.5 84.6 34.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 15 8 19 23 31 42
Updated September 28, 2007