BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 42,282
COMMITMENTS
5,403 884 6,025 24,189 27,061 35,616 33,969 6,665 8,312
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -4,475)
-1,696 -140 -469 -1,992 -3,327 -4,157 -3,937 -318 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 2.1 14.2 57.2 64.0 84.2 80.3 15.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
21 5 15 31 29 57 45
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 193,268
COMMITMENTS
35,968 21,620 46,517 92,824 88,515 175,309 156,652 17,960 36,617
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -7,288)
-21 -7,455 -2,605 -5,971 4,055 -8,596 -6,004 1,308 -1,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 11.2 24.1 48.0 45.8 90.7 81.1 9.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
76 49 77 37 48 162 143
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 259,034
COMMITMENTS
64,463 28,236 52,744 120,809 127,061 238,016 208,040 21,017 50,994
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -24,663)
-3,332 2,053 -13,063 -7,057 -10,705 -23,451 -21,715 -1,212 -2,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 10.9 20.4 46.6 49.1 91.9 80.3 8.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
108 44 81 78 131 229 224
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 8,818
COMMITMENTS
2,669 2,286 1,808 2,605 2,588 7,083 6,683 1,735 2,135
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 331)
72 245 -45 423 338 450 538 -120 -208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 25.9 20.5 29.5 29.4 80.3 75.8 19.7 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
23 22 19 19 29 52 63
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 33,652
COMMITMENTS
12,710 3,209 6,777 8,032 6,637 27,520 16,624 6,133 17,029
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -1,984)
347 -52 -1,380 -680 -488 -1,714 -1,919 -270 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 9.5 20.1 23.9 19.7 81.8 49.4 18.2 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
48 27 31 37 48 106 91
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 150,044
COMMITMENTS
73,022 19,760 8,641 33,578 99,331 115,241 127,731 34,803 22,313
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 454)
3,412 1,307 -2,097 1,605 -227 2,920 -1,017 -2,466 1,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 13.2 5.8 22.4 66.2 76.8 85.1 23.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
36 16 13 27 19 68 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 124,614
COMMITMENTS
34,331 36,691 1,748 67,130 71,362 103,209 109,800 21,405 14,813
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 4,464)
6,189 -6,078 127 -8,226 11,827 -1,910 5,876 6,374 -1,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 29.4 1.4 53.9 57.3 82.8 88.1 17.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
24 21 3 9 15 35 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 135,487
COMMITMENTS
73,247 18,936 6,885 26,030 86,549 106,163 112,371 29,324 23,116
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -9,080)
-14,571 32 -5,041 12,122 -4,709 -7,490 -9,718 -1,590 638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.1 14.0 5.1 19.2 63.9 78.4 82.9 21.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
40 22 14 22 18 71 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 306,752
COMMITMENTS
42,692 82,312 17,463 198,727 175,596 258,882 275,371 47,870 31,380
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -2,230)
2,584 -16,305 -1,224 -2,867 19,815 -1,507 2,286 -723 -4,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 26.8 5.7 64.8 57.2 84.4 89.8 15.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
41 44 20 29 30 80 84
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 256,325
COMMITMENTS
111,670 31,161 19,033 61,346 168,560 192,049 218,754 64,275 37,570
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 8,244)
6,636 5,798 -1,403 3,049 4,761 8,283 9,156 -38 -912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 12.2 7.4 23.9 65.8 74.9 85.3 25.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
60 41 28 34 35 112 86
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 21,995,150
COMMITMENTS
1932516 866,473 7574578 11278737 12216737 20785831 20657788 1209319 1337362
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 703,531)
246,652 175,297 351,050 91,028 205,201 688,729 731,548 14,802 -28,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 3.9 34.4 51.3 55.5 94.5 93.9 5.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
84 68 130 192 191 341 332
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 827,971
COMMITMENTS
57,099 89,794 148,404 478,933 468,938 684,436 707,135 143,535 120,836
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 1,165)
6,155 -4,971 -13,978 -2,806 7,554 -10,629 -11,394 11,793 12,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 10.8 17.9 57.8 56.6 82.7 85.4 17.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
53 57 75 87 61 182 151
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 2,310,741
COMMITMENTS
325,077 659,210 214,763 1510698 1190777 2050539 2064751 260,202 245,990
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 148,254)
-23,596 14,708 31,205 84,217 32,708 91,826 78,621 56,427 69,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 28.5 9.3 65.4 51.5 88.7 89.4 11.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
65 142 88 99 109 228 275
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 4,842
COMMITMENTS
1,546 2,988 807 2,473 996 4,827 4,792 15 50
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 61.7 16.7 51.1 20.6 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 6 3 7 5 15 12
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED 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: 67,516
COMMITMENTS
5,046 20,599 85 55,398 36,315 60,529 56,999 6,988 10,517
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 162)
-1,427 -1,024 -86 415 -17 -1,098 -1,127 1,260 1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 30.5 0.1 82.1 53.8 89.7 84.4 10.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
9 16 3 29 20 40 37
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 460,064
COMMITMENTS
150,863 101,297 23,596 232,101 310,936 406,560 435,829 53,505 24,235
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: -192)
-21,096 -8,372 4,353 13,930 -875 -2,813 -4,894 2,621 4,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 22.0 5.1 50.4 67.6 88.4 94.7 11.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
85 49 30 45 54 141 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 112,739
COMMITMENTS
52,971 22,296 1,009 32,290 78,431 86,270 101,736 26,468 11,002
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 2,243)
-1,283 3,650 -5 4,489 -657 3,201 2,989 -958 -745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 19.8 0.9 28.6 69.6 76.5 90.2 23.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
33 8 4 12 16 46 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED 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: 56,397
COMMITMENTS
367 10,448 10 48,826 40,601 49,203 51,060 7,194 5,337
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 4,319)
-13 -75 5 4,493 4,187 4,485 4,117 -166 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 18.5 0.0 86.6 72.0 87.2 90.5 12.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 22 2 23 20 26 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 707,491
COMMITMENTS
63,265 287,851 20,205 609,589 361,102 693,058 669,158 14,433 38,334
CHANGES FROM 07/31/07 (CHANGE IN OPEN INTEREST: 26,468)
-5,998 9,344 142 33,643 17,568 27,787 27,054 -1,318 -586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 40.7 2.9 86.2 51.0 98.0 94.6 2.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
41 141 57 54 94 131 256
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 53,912
COMMITMENTS
11,401 14,678 0 32,718 29,168 44,119 43,846 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 TRADER
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: 81)
19 22 1 22 23 41 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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