BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,268
COMMITMENTS
158 0 0 2,268 3,131 2,426 3,131 842 137
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -59)
-20 0 0 -42 -56 -62 -56 3 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 0.0 0.0 69.4 95.8 74.2 95.8 25.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 14 11 16 11
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,443
COMMITMENTS
5,085 2,114 4,972 23,077 24,057 33,134 31,144 6,309 8,299
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 821)
392 12 379 392 513 1,163 904 -342 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 5.4 12.6 58.5 61.0 84.0 79.0 16.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
17 8 17 29 27 53 45
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 186,796
COMMITMENTS
35,501 33,443 43,884 89,584 73,247 168,968 150,574 17,828 36,222
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -15,937)
-128 764 -7,339 -7,414 -7,741 -14,881 -14,316 -1,056 -1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 17.9 23.5 48.0 39.2 90.5 80.6 9.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
58 77 77 33 54 145 169
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,510
COMMITMENTS
80 789 117 763 130 960 1,036 550 474
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 136)
0 42 11 29 62 40 115 96 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 52.3 7.7 50.5 8.6 63.6 68.6 36.4 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 17 4 5 2 11 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 248,001
COMMITMENTS
56,022 34,492 48,469 124,423 116,082 228,914 199,044 19,087 48,958
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 419)
518 1,295 -102 213 1,239 630 2,432 -211 -2,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 13.9 19.5 50.2 46.8 92.3 80.3 7.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
83 74 89 75 116 203 247
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,809
COMMITMENTS
4,292 4,245 1,028 2,226 1,748 7,546 7,021 2,263 2,788
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -563)
157 210 -417 -44 -213 -305 -420 -258 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 43.3 10.5 22.7 17.8 76.9 71.6 23.1 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
30 30 12 18 21 56 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,891
COMMITMENTS
12,017 1,823 4,825 7,959 5,840 24,802 12,488 4,089 16,402
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -20)
-759 -128 492 464 -180 196 183 -216 -203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 6.3 16.7 27.5 20.2 85.8 43.2 14.2 56.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
45 20 30 36 45 98 83
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 171,436
COMMITMENTS
93,602 14,572 10,189 22,189 115,217 125,980 139,978 45,456 31,458
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -7,518)
-8,864 -3,169 1,699 -1,771 -9,421 -8,936 -10,891 1,418 3,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.6 8.5 5.9 12.9 67.2 73.5 81.7 26.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
41 20 15 22 24 71 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 79,718
COMMITMENTS
26,047 34,746 1,679 29,563 29,757 57,290 66,183 22,429 13,535
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 6,572)
-1,510 2,464 88 9,610 1,444 8,188 3,996 -1,616 2,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 43.6 2.1 37.1 37.3 71.9 83.0 28.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
21 16 3 7 9 29 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 84,626
COMMITMENTS
37,570 7,376 485 40,431 73,888 78,486 81,749 6,140 2,877
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 4,143)
11,691 -7,783 -89 -7,264 11,426 4,338 3,554 -195 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 8.7 0.6 47.8 87.3 92.7 96.6 7.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
56 15 4 12 16 70 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 117,301
COMMITMENTS
56,355 19,815 6,110 27,373 71,694 89,837 97,619 27,463 19,682
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 498)
2,007 -2,875 1,062 -3,939 2,377 -869 564 1,368 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 16.9 5.2 23.3 61.1 76.6 83.2 23.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
26 23 9 16 19 47 46
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 276,614
COMMITMENTS
44,553 84,381 22,206 174,203 142,475 240,962 249,062 35,652 27,553
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 8,032)
10,190 1,787 2,728 -4,737 1,928 8,181 6,443 -148 1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 30.5 8.0 63.0 51.5 87.1 90.0 12.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
38 46 18 28 24 74 80
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 242,832
COMMITMENTS
115,995 27,263 22,551 42,481 150,682 181,027 200,497 61,805 42,335
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 7,728)
-2,199 -1,806 3,422 7,598 6,165 8,821 7,781 -1,093 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 11.2 9.3 17.5 62.1 74.5 82.6 25.5 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
57 41 30 30 36 105 89
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,684
COMMITMENTS
25,591 3,206 105 2,407 25,560 28,103 28,871 2,581 1,813
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,426)
1,353 53 0 162 -1 1,515 52 -89 1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.4 10.4 0.3 7.8 83.3 91.6 94.1 8.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 6 1 6 13 20 20
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 47,995
COMMITMENTS
4,987 12,554 564 37,968 31,365 43,519 44,483 4,476 3,512
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -49,484)
-11,295 -4,602 -1,811 -32,309 -43,264 -45,415 -49,677 -4,069 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 26.2 1.2 79.1 65.4 90.7 92.7 9.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 2 1 14 12 17 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,270,956
COMMITMENTS
1137628 314,553 6116156 8694047 9498872 15947831 15929581 1323125 1341375
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -628,390)
-118,927 8,857 -350,267 -192,866 -306,530 -662,060 -647,939 33,670 19,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 1.8 35.4 50.3 55.0 92.3 92.2 7.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
69 52 109 161 154 286 268
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 726,809
COMMITMENTS
51,248 85,622 98,048 451,168 394,987 600,464 578,656 126,345 148,152
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 3,736)
-5,725 -4,464 4,769 3,031 13,702 2,075 14,007 1,661 -10,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 11.8 13.5 62.1 54.3 82.6 79.6 17.4 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
53 58 77 89 62 186 153
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,151,279
COMMITMENTS
323,147 514,262 137,351 1245125 1335230 1705623 1986843 445,656 164,436
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 54,736)
2,391 -19,516 6,204 32,399 74,252 40,994 60,940 13,743 -6,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 23.9 6.4 57.9 62.1 79.3 92.4 20.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
77 118 75 94 103 217 250
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,808
COMMITMENTS
13,099 25,812 24 74,566 72,543 87,689 98,379 15,119 4,429
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -1,323)
978 527 24 -350 1,861 652 2,412 -1,975 -3,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 25.1 0.0 72.5 70.6 85.3 95.7 14.7 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 11 1 39 35 55 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,592
COMMITMENTS
13,796 10,373 508 25,014 22,482 39,318 33,363 10,274 16,229
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,013)
491 714 173 209 1,227 873 2,114 140 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 20.9 1.0 50.4 45.3 79.3 67.3 20.7 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 14 3 26 17 47 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 432,019
COMMITMENTS
173,622 121,094 14,479 166,386 278,516 354,487 414,089 77,532 17,930
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 14,602)
15,674 -1,269 -4,992 3,631 24,519 14,313 18,258 289 -3,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 28.0 3.4 38.5 64.5 82.1 95.8 17.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
90 62 24 50 55 153 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 100,227
COMMITMENTS
64,664 9,267 1,244 7,679 79,418 73,587 89,929 26,640 10,298
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 2,303)
3,579 -2,966 252 -1,828 2,955 2,003 242 299 2,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.5 9.2 1.2 7.7 79.2 73.4 89.7 26.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
33 11 3 10 17 45 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,588
COMMITMENTS
2,436 10,982 8 18,065 14,347 20,509 25,337 11,079 6,251
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -33)
217 -118 0 -917 -266 -700 -384 666 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 34.8 0.0 57.2 45.4 64.9 80.2 35.1 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 22 2 18 18 23 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 586,088
COMMITMENTS
65,423 234,358 12,459 492,605 284,091 570,487 530,907 15,601 55,181
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 1,587)
3,684 -4,276 -3,549 -183 11,117 -48 3,292 1,635 -1,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 40.0 2.1 84.0 48.5 97.3 90.6 2.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
34 150 63 56 80 141 242
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 69,442
COMMITMENTS
12,402 32,806 195 48,582 24,394 61,180 57,395 8,262 12,047
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 528)
-490 811 -340 1,818 -113 988 358 -460 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 47.2 0.3 70.0 35.1 88.1 82.7 11.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
14 24 3 17 21 34 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 65,419
COMMITMENTS
28,903 4,997 100 29,760 23,429 58,763 28,526 6,656 36,893
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: 260)
76 351 0 60 -985 136 -634 124 894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 7.6 0.2 45.5 35.8 89.8 43.6 10.2 56.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
18 6 1 18 18 36 25
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,108
COMMITMENTS
6,575 1,784 0 14,315 19,942 20,890 21,726 1,218 382
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -301)
270 1 0 -71 -8 199 -7 -500 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 8.1 0.0 64.8 90.2 94.5 98.3 5.5 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 5 0 6 4 18 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 31,124
COMMITMENTS
4,524 7,526 3,513 11,458 15,829 19,495 26,868 11,629 4,256
CHANGES FROM 10/09/07 (CHANGE IN OPEN INTEREST: -2,475)
-116 -1,023 -804 -2,430 -925 -3,350 -2,752 875 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 24.2 11.3 36.8 50.9 62.6 86.3 37.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 12 7 18 23 29 39
Updated October 19, 2007