BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,122
COMMITMENTS
195 54 32 3,069 3,895 3,296 3,981 826 141
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 158)
-16 4 16 119 142 119 162 39 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 1.3 0.8 74.5 94.5 80.0 96.6 20.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 3 16 12 21 15
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,860
COMMITMENTS
6,510 1,871 5,488 24,981 27,414 36,979 34,772 6,882 9,088
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 883)
-125 -131 527 963 784 1,365 1,181 -483 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 4.3 12.5 57.0 62.5 84.3 79.3 15.7 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
23 6 19 29 26 57 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 202,352
COMMITMENTS
35,209 30,219 50,675 95,821 83,072 181,705 163,967 20,647 38,385
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 4,857)
2,175 2,576 1,602 551 -962 4,328 3,216 529 1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 14.9 25.0 47.4 41.1 89.8 81.0 10.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
67 76 79 32 52 150 169
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,333
COMMITMENTS
32 746 127 748 29 907 902 426 431
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 173)
29 119 46 181 29 256 194 -83 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 56.0 9.5 56.1 2.2 68.0 67.7 32.0 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 18 4 5 1 10 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,747
COMMITMENTS
60,106 29,626 57,718 125,332 122,871 243,156 210,215 20,591 53,532
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -6,105)
-935 2,401 -2,908 755 -2,825 -3,088 -3,333 -3,017 -2,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 11.2 21.9 47.5 46.6 92.2 79.7 7.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
91 54 92 80 121 216 235
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 10,203
COMMITMENTS
3,651 4,041 1,571 2,297 1,644 7,519 7,256 2,684 2,947
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 2,419)
389 226 992 371 651 1,752 1,870 667 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 39.6 15.4 22.5 16.1 73.7 71.1 26.3 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 33 16 20 25 56 62
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,450
COMMITMENTS
12,881 1,488 5,117 7,312 6,565 25,310 13,169 4,141 16,281
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -2,198)
923 -295 -1,598 -744 43 -1,419 -1,850 -778 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 5.1 17.4 24.8 22.3 85.9 44.7 14.1 55.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
49 17 29 38 46 102 85
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 166,997
COMMITMENTS
89,846 18,601 11,254 24,036 110,046 125,136 139,901 41,861 27,096
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 19,383)
14,281 4,202 1,039 1,370 16,793 16,691 22,035 2,693 -2,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.8 11.1 6.7 14.4 65.9 74.9 83.8 25.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
46 16 17 24 21 76 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 79,866
COMMITMENTS
31,485 34,755 2,297 20,330 32,432 54,113 69,484 25,753 10,381
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 4,795)
-1,236 8,113 77 4,288 -2,735 3,129 5,455 1,667 -659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 43.5 2.9 25.5 40.6 67.8 87.0 32.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
24 19 6 11 12 38 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 73,625
COMMITMENTS
18,098 20,241 581 49,823 49,468 68,502 70,290 5,123 3,335
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -1,526)
-248 -11,026 380 -1,950 9,414 -1,818 -1,232 292 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 27.5 0.8 67.7 67.2 93.0 95.5 7.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
40 19 3 13 17 54 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 109,335
COMMITMENTS
55,580 28,004 6,851 22,215 54,785 84,646 89,639 24,689 19,695
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 15,061)
7,684 5,961 1,455 2,728 5,108 11,867 12,524 3,194 2,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.8 25.6 6.3 20.3 50.1 77.4 82.0 22.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
33 21 11 14 19 51 47
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 247,359
COMMITMENTS
35,155 64,280 20,901 153,753 136,875 209,809 222,056 37,549 25,302
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 25,329)
-12,951 13,389 2,078 35,463 7,586 24,590 23,053 739 2,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 26.0 8.4 62.2 55.3 84.8 89.8 15.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
33 43 17 26 26 68 77
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 257,763
COMMITMENTS
131,571 36,522 25,657 38,029 148,626 195,256 210,805 62,506 46,958
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 10,905)
9,599 -394 2,448 -3,518 7,948 8,529 10,002 2,376 903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 14.2 10.0 14.8 57.7 75.8 81.8 24.2 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
67 46 34 28 33 117 91
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,717
COMMITMENTS
20,974 2,480 105 2,203 22,027 23,282 24,612 2,435 1,105
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 4,593)
5,070 -702 0 -528 5,554 4,542 4,852 51 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.6 9.6 0.4 8.6 85.7 90.5 95.7 9.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 4 1 6 13 22 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 99,083
COMMITMENTS
21,313 17,040 2,509 66,265 74,628 90,087 94,177 8,996 4,906
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 2,907)
3,535 -946 -437 -1,065 4,235 2,033 2,852 874 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 17.2 2.5 66.9 75.3 90.9 95.0 9.1 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 2 2 17 16 22 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,827,883
COMMITMENTS
1426902 321,561 7114566 9010363 10103284 17551831 17539411 1276052 1288472
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -232,866)
105,764 18,844 -284,518 -52,218 37,312 -230,971 -228,361 -1,895 -4,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 1.7 37.8 47.9 53.7 93.2 93.2 6.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
81 52 116 168 161 306 281
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 712,526
COMMITMENTS
56,469 87,551 88,543 447,274 378,192 592,286 554,286 120,240 158,240
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 22,392)
7,165 -1,438 7,100 7,435 8,830 21,699 14,492 693 7,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 12.3 12.4 62.8 53.1 83.1 77.8 16.9 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
46 58 67 88 62 177 144
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,991,825
COMMITMENTS
304,132 502,037 117,495 1153157 1215667 1574784 1835199 417,041 156,626
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 133,490)
15,716 60,842 6,983 84,731 65,212 107,429 133,037 26,061 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 25.2 5.9 57.9 61.0 79.1 92.1 20.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
55 115 53 87 103 185 228
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,344
COMMITMENTS
11,985 25,397 0 71,869 66,631 83,854 92,028 18,490 10,316
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 5,266)
2,083 -28 0 -1,750 -1,251 333 -1,279 4,933 6,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 24.8 0.0 70.2 65.1 81.9 89.9 18.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
15 13 0 36 34 51 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,586
COMMITMENTS
12,801 9,970 207 24,927 22,167 37,935 32,344 9,651 15,242
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 5,760)
3,737 -808 50 484 2,374 4,271 1,616 1,489 4,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 21.0 0.4 52.4 46.6 79.7 68.0 20.3 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 13 2 22 18 41 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 384,228
COMMITMENTS
142,560 111,981 18,007 153,954 234,087 314,520 364,074 69,708 20,154
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 53,528)
32,436 11,062 4,818 -4,279 36,767 32,975 52,647 20,553 881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 29.1 4.7 40.1 60.9 81.9 94.8 18.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
91 59 27 48 55 154 126
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 100,102
COMMITMENTS
66,872 12,310 777 6,055 78,563 73,704 91,650 26,398 8,452
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 24,353)
20,355 4,824 -42 1,526 18,484 21,840 23,266 2,513 1,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.8 12.3 0.8 6.0 78.5 73.6 91.6 26.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
31 9 2 6 17 38 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,368
COMMITMENTS
1,685 11,010 8 19,185 13,855 20,878 24,873 10,490 6,495
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 756)
408 1,086 -0 -259 -300 149 786 607 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 35.1 0.0 61.2 44.2 66.6 79.3 33.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 21 2 20 17 24 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 586,095
COMMITMENTS
60,604 238,150 13,355 499,181 276,169 573,141 527,674 12,954 58,420
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 5,056)
-10 -13,598 3,770 -1,306 4,282 2,453 -5,545 2,603 10,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 40.6 2.3 85.2 47.1 97.8 90.0 2.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
32 146 51 54 81 125 239
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 68,691
COMMITMENTS
12,382 31,852 535 47,653 24,691 60,571 57,078 8,120 11,613
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 2,199)
2,515 401 534 -66 3,016 2,983 3,951 -784 -1,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 46.4 0.8 69.4 35.9 88.2 83.1 11.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
14 24 3 15 24 31 49
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 63,823
COMMITMENTS
29,013 4,967 101 28,439 23,183 57,553 28,251 6,270 35,572
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: -590)
-473 1,003 1 -276 1,783 -748 2,787 158 -3,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 7.8 0.2 44.6 36.3 90.2 44.3 9.8 55.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 9 2 15 13 31 23
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,122
COMMITMENTS
6,714 1,844 24 14,413 19,996 21,151 21,864 971 258
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 453)
13 149 22 320 254 355 425 98 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 8.3 0.1 65.2 90.4 95.6 98.8 4.4 1.2
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 10/02/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 34,652
COMMITMENTS
4,440 8,997 4,517 15,267 18,090 24,224 31,604 10,428 3,048
CHANGES FROM 09/25/07 (CHANGE IN OPEN INTEREST: 1,025)
49 275 64 2,086 2,832 2,199 3,171 -1,174 -2,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 26.0 13.0 44.1 52.2 69.9 91.2 30.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 14 8 18 23 30 41
Updated October 5, 2007