BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,438
COMMITMENTS
0 83 25 1,697 2,227 1,722 2,335 716 103
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 1)
0 29 -26 14 31 -12 34 13 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 3.4 1.0 69.6 91.3 70.6 95.8 29.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
0 3 2 14 11 16 14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,344
COMMITMENTS
4,977 2,692 1,098 20,983 20,143 27,058 23,933 5,286 8,411
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 106)
652 192 -156 -176 -103 320 -67 -214 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 8.3 3.4 64.9 62.3 83.7 74.0 16.3 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
11 12 13 27 23 48 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 206,110
COMMITMENTS
40,152 38,634 47,530 95,364 80,728 183,046 166,892 23,064 39,218
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -2,268)
-3,163 -2,551 3,185 -1,371 -1,490 -1,349 -856 -919 -1,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 18.7 23.1 46.3 39.2 88.8 81.0 11.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
67 73 80 32 49 154 170
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,781
COMMITMENTS
237 477 294 752 373 1,283 1,144 498 637
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -31)
78 -15 -19 -74 52 -15 18 -16 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 26.8 16.5 42.2 20.9 72.0 64.2 28.0 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 11 3 5 4 12 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 238,458
COMMITMENTS
55,183 45,822 33,405 128,418 109,560 217,006 188,787 21,452 49,671
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -3,900)
1,265 286 -3,301 -539 -24 -2,575 -3,039 -1,325 -861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 19.2 14.0 53.9 45.9 91.0 79.2 9.0 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
56 95 74 67 126 167 264
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,932
COMMITMENTS
4,328 3,642 699 2,053 2,128 7,080 6,469 1,852 2,463
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 71)
-33 -142 76 -13 -38 30 -104 41 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.5 40.8 7.8 23.0 23.8 79.3 72.4 20.7 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
23 24 11 10 26 39 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,017
COMMITMENTS
13,483 3,791 2,732 7,378 7,558 23,593 14,081 3,424 12,936
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 894)
394 -207 170 110 966 674 929 220 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 14.0 10.1 27.3 28.0 87.3 52.1 12.7 47.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
37 20 19 24 42 72 76
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 112,354
COMMITMENTS
39,532 10,533 3,155 42,233 79,718 84,920 93,406 27,434 18,948
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 2,821)
-2,042 1,251 -6 6,169 2,909 4,121 4,154 -1,300 -1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 9.4 2.8 37.6 71.0 75.6 83.1 24.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
30 17 12 21 21 56 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 81,879
COMMITMENTS
37,072 23,870 645 19,959 47,666 57,676 72,181 24,203 9,698
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -1,302)
-93 437 126 1,351 -1,416 1,384 -853 -2,686 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.3 29.2 0.8 24.4 58.2 70.4 88.2 29.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
31 15 3 10 16 42 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 90,471
COMMITMENTS
26,351 14,582 1,221 58,090 71,935 85,662 87,738 4,809 2,733
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -3,768)
-5,280 -142 479 2,249 -3,139 -2,552 -2,802 -1,216 -966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 16.1 1.3 64.2 79.5 94.7 97.0 5.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
43 12 5 17 16 61 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 121,270
COMMITMENTS
56,430 21,368 975 42,362 79,383 99,767 101,726 21,503 19,544
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -1,317)
2,080 1,403 -416 -1,731 -3,554 -67 -2,567 -1,250 1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 17.6 0.8 34.9 65.5 82.3 83.9 17.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
27 23 2 15 21 44 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 192,574
COMMITMENTS
68,104 36,772 1,099 84,172 137,579 153,375 175,450 39,199 17,124
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -635)
84 -847 217 1,010 2,671 1,311 2,041 -1,946 -2,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 19.1 0.6 43.7 71.4 79.6 91.1 20.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
42 29 7 29 21 75 53
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 222,881
COMMITMENTS
91,335 24,779 1,455 75,599 155,245 168,389 181,479 54,492 41,402
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -4,359)
-7,213 -3,741 22 5,442 856 -1,749 -2,863 -2,610 -1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 11.1 0.7 33.9 69.7 75.6 81.4 24.4 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
59 32 12 32 35 96 74
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,618
COMMITMENTS
11,672 4,813 0 8,489 16,820 20,161 21,633 2,457 985
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -601)
-460 -265 0 177 -564 -283 -829 -318 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.6 21.3 0.0 37.5 74.4 89.1 95.6 10.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 5 0 12 10 25 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 39,729
COMMITMENTS
10,659 0 0 23,238 33,274 33,897 33,274 5,832 6,455
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -31,587)
-3,675 -12,406 -13,781 -13,592 -7,469 -31,048 -33,656 -539 2,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 0.0 0.0 58.5 83.8 85.3 83.8 14.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 8 13 11 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,688,777
COMMITMENTS
1770055 689,166 1094312 6535536 7578418 9399903 9361896 1288874 1326881
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 117,316)
-1,771 20,151 88,537 1,710 -68,272 88,476 40,416 28,840 76,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 6.4 10.2 61.1 70.9 87.9 87.6 12.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
78 39 94 145 147 264 253
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 629,753
COMMITMENTS
55,407 72,853 12,204 433,846 404,126 501,457 489,183 128,296 140,570
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 8,153)
802 1,389 2,064 544 4,080 3,410 7,533 4,743 620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 11.6 1.9 68.9 64.2 79.6 77.7 20.4 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
45 36 22 85 61 143 106
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,150,535
COMMITMENTS
314,271 504,882 62,888 1320719 1387347 1697878 1955117 452,657 195,418
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 1,161)
11,527 -23,533 18,767 -10,345 14,987 19,949 10,221 -18,788 -9,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 23.5 2.9 61.4 64.5 79.0 90.9 21.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
64 100 36 98 107 189 216
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,747
COMMITMENTS
7,720 28,247 0 80,712 70,535 88,432 98,782 14,315 3,965
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -66)
-325 1,066 0 482 -2,180 157 -1,114 -223 1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 27.5 0.0 78.6 68.6 86.1 96.1 13.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
10 13 0 35 34 45 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,842
COMMITMENTS
9,703 14,838 143 31,453 23,982 41,299 38,963 10,543 12,879
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 840)
-968 760 -324 83 -819 -1,209 -383 2,049 1,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 28.6 0.3 60.7 46.3 79.7 75.2 20.3 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 11 1 20 19 37 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 428,044
COMMITMENTS
127,476 195,723 10,249 229,574 201,804 367,299 407,776 60,745 20,268
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -4,305)
6,258 17,866 -124 -11,226 -16,397 -5,092 1,345 787 -5,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 45.7 2.4 53.6 47.1 85.8 95.3 14.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
95 58 18 61 48 162 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 64,572
COMMITMENTS
30,147 4,493 43 14,051 51,273 44,241 55,809 20,331 8,763
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -5,454)
-5,157 -315 -134 -196 -6,519 -5,487 -6,968 33 1,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 7.0 0.1 21.8 79.4 68.5 86.4 31.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
23 7 1 9 16 32 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,996
COMMITMENTS
483 14,516 10 24,940 19,519 25,433 34,045 13,563 4,951
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 626)
0 1,135 -10 1,422 856 1,412 1,981 -786 -1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 37.2 0.0 64.0 50.1 65.2 87.3 34.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
2 23 2 21 22 25 45
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 661,050
COMMITMENTS
75,375 233,882 3,843 571,168 354,900 650,386 592,625 10,664 68,425
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 8,689)
1,020 -3,408 1,065 8,628 7,568 10,713 5,225 -2,024 3,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 35.4 0.6 86.4 53.7 98.4 89.6 1.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
39 131 16 61 77 111 213
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 68,262
COMMITMENTS
9,441 25,244 173 48,242 30,041 57,856 55,458 10,406 12,804
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 332)
-22 -1,176 8 -64 686 -78 -482 410 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 37.0 0.3 70.7 44.0 84.8 81.2 15.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 19 2 19 23 32 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,716
COMMITMENTS
18,129 3,096 265 31,714 34,124 50,108 37,485 8,608 21,231
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -52)
-367 200 -12 510 1,007 131 1,195 -183 -1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 5.3 0.5 54.0 58.1 85.3 63.8 14.7 36.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
18 4 2 18 19 36 25
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,487
COMMITMENTS
6,066 659 0 14,251 20,510 20,317 21,169 1,170 318
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: -75)
38 -56 0 11 -56 49 -112 -124 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 3.1 0.0 66.3 95.5 94.6 98.5 5.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 4 0 6 4 18 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 11/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 39,122
COMMITMENTS
7,214 5,203 4,954 15,832 20,064 28,000 30,221 11,122 8,901
CHANGES FROM 11/20/07 (CHANGE IN OPEN INTEREST: 283)
968 -63 -495 1,038 468 1,511 -90 -1,228 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 13.3 12.7 40.5 51.3 71.6 77.2 28.4 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 8 8 21 24 34 38
Updated November 30, 2007