BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 42,978
COMMITMENTS
6,635 2,002 4,960 24,018 26,630 35,614 33,592 7,364 9,386
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,044)
493 205 -68 646 223 1,072 360 -27 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 4.7 11.5 55.9 62.0 82.9 78.2 17.1 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
21 7 17 27 25 54 43
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 197,495
COMMITMENTS
33,034 27,642 49,073 95,269 84,035 177,377 160,751 20,118 36,744
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,169)
677 5,465 1,180 -1,773 -5,357 84 1,289 1,084 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 14.0 24.8 48.2 42.6 89.8 81.4 10.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
65 79 83 35 51 156 171
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED 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: 1,160
COMMITMENTS
3 627 80 567 0 650 708 510 452
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 54.1 6.9 48.9 0.0 56.1 61.0 43.9 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 14 2 5 0 7 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 269,851
COMMITMENTS
61,041 27,225 60,626 124,577 125,697 246,244 213,547 23,608 56,304
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 17,395)
3,541 114 5,629 5,017 6,011 14,188 11,754 3,207 5,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 10.1 22.5 46.2 46.6 91.3 79.1 8.7 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
100 52 98 88 124 238 240
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 7,784
COMMITMENTS
3,262 3,815 578 1,926 993 5,767 5,386 2,018 2,398
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 1,312)
749 470 83 104 466 936 1,019 376 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 49.0 7.4 24.7 12.8 74.1 69.2 25.9 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
26 21 5 13 14 40 39
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 31,648
COMMITMENTS
11,957 1,783 6,715 8,056 6,522 26,729 15,019 4,919 16,629
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 446)
-672 290 503 667 -59 498 734 -52 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 5.6 21.2 25.5 20.6 84.5 47.5 15.5 52.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
46 23 34 35 43 103 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 147,614
COMMITMENTS
75,565 14,399 10,215 22,666 93,253 108,446 117,867 39,168 29,747
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -36,283)
-15,659 5,109 -3,448 -13,773 -36,849 -32,880 -35,187 -3,404 -1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 9.8 6.9 15.4 63.2 73.5 79.8 26.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
38 16 16 22 20 68 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 75,070
COMMITMENTS
32,721 26,642 2,221 16,043 35,167 50,984 64,030 24,086 11,041
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 5,575)
4,418 3,717 326 -1,612 -77 3,132 3,965 2,443 1,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.6 35.5 3.0 21.4 46.8 67.9 85.3 32.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
26 16 4 7 14 36 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 94,273
COMMITMENTS
47,896 22,043 5,396 19,487 49,677 72,779 77,115 21,494 17,158
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 7,070)
8,248 -2,553 -221 720 9,957 8,746 7,183 -1,676 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.8 23.4 5.7 20.7 52.7 77.2 81.8 22.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
25 20 9 13 19 41 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 222,030
COMMITMENTS
48,106 50,890 18,824 118,290 129,290 185,220 199,004 36,810 23,026
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 6,955)
7,271 -12,527 -159 -1,124 19,603 5,988 6,917 968 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 22.9 8.5 53.3 58.2 83.4 89.6 16.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
37 39 19 26 26 74 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 246,858
COMMITMENTS
121,971 36,917 23,209 41,547 140,677 186,727 200,803 60,131 46,055
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 14,346)
-1,660 1,209 5,643 8,036 -3,756 12,020 3,096 2,326 11,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 15.0 9.4 16.8 57.0 75.6 81.3 24.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
71 50 35 29 33 122 96
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 19,060,749
COMMITMENTS
1321138 302,717 7399084 9062581 10065972 17782803 17767772 1277947 1292978
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -37,525)
10,070 -138,145 95,536 -193,100 -48,152 -87,494 -90,762 49,969 53,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.6 38.8 47.5 52.8 93.3 93.2 6.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
84 49 119 165 160 305 284
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 690,134
COMMITMENTS
49,304 88,989 81,443 439,839 369,363 570,586 539,794 119,547 150,340
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -262,079)
-13,349 -18,266 -57,943 -91,590 -155,344 -162,882 -231,553 -99,197 -30,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 12.9 11.8 63.7 53.5 82.7 78.2 17.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
42 56 63 84 61 165 141
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 1,858,335
COMMITMENTS
288,416 441,195 110,513 1068426 1150455 1467355 1702162 390,980 156,173
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -1,187,905)
-2,436 -250,922 -205,140 -935,796 -332,765 -1143373 -788,827 -44,532 -399,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 23.7 5.9 57.5 61.9 79.0 91.6 21.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
62 107 55 86 104 188 226
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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: 97,078
COMMITMENTS
9,902 25,425 0 73,619 67,882 83,521 93,307 13,557 3,771
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -34,622)
1,362 -1,171 -2,125 -27,604 -17,264 -28,367 -20,560 -6,255 -14,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 34 33 47 46
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED 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: 41,826
COMMITMENTS
9,064 10,778 157 24,443 19,793 33,664 30,728 8,162 11,098
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -47,003)
1,862 -15,332 -124 -42,657 -21,823 -40,918 -37,279 -6,085 -9,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 25.8 0.4 58.4 47.3 80.5 73.5 19.5 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
15 14 2 22 20 39 34
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 330,700
COMMITMENTS
110,123 100,919 13,189 158,233 197,319 281,545 311,428 49,155 19,273
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -252,113)
-20,925 -4,502 -21,396 -179,375 -218,402 -221,696 -244,299 -30,417 -7,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 30.5 4.0 47.8 59.7 85.1 94.2 14.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
82 53 19 47 51 140 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 75,749
COMMITMENTS
46,517 7,486 818 4,529 60,079 51,864 68,383 23,885 7,366
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: 14,447)
12,005 -3,884 -9 1,826 18,729 13,822 14,836 625 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.4 9.9 1.1 6.0 79.3 68.5 90.3 31.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
25 7 4 7 17 33 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED 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: 30,612
COMMITMENTS
1,277 9,923 8 19,444 14,155 20,729 24,087 9,883 6,525
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -38,112)
926 -3,525 -812 -33,514 -30,053 -33,400 -34,390 -4,712 -3,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 32.4 0.0 63.5 46.2 67.7 78.7 32.3 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 18 2 20 17 23 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 581,039
COMMITMENTS
60,615 251,748 9,585 500,487 271,886 570,687 533,220 10,351 47,819
CHANGES FROM 09/18/07 (CHANGE IN OPEN INTEREST: -161,553)
-16,577 -13,769 -15,672 -109,099 -106,113 -141,348 -135,554 -20,205 -25,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 43.3 1.6 86.1 46.8 98.2 91.8 1.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
27 135 43 52 83 117 223
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 66,492
COMMITMENTS
9,868 31,451 1 47,719 21,675 57,588 53,127 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 TRADER
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: 68)
10 26 2 17 18 29 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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