BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,325
COMMITMENTS
144 1 29 2,322 3,200 2,495 3,230 830 95
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 57)
-14 1 29 54 69 69 99 -12 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 0.0 0.9 69.8 96.2 75.0 97.1 25.0 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 1 1 14 11 17 12
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,709
COMMITMENTS
5,028 2,146 4,974 23,150 24,140 33,152 31,259 6,557 8,450
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 266)
-56 31 2 73 82 19 116 247 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 5.4 12.5 58.3 60.8 83.5 78.7 16.5 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
19 6 17 30 28 54 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 196,170
COMMITMENTS
39,008 35,560 46,424 91,288 76,007 176,720 157,990 19,449 38,179
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 9,374)
3,507 2,116 2,540 1,705 2,760 7,752 7,417 1,622 1,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 18.1 23.7 46.5 38.7 90.1 80.5 9.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
64 78 84 31 53 151 178
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,714
COMMITMENTS
32 805 202 892 143 1,126 1,150 587 564
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 204)
-48 16 86 129 13 167 114 37 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 47.0 11.8 52.0 8.3 65.7 67.1 34.3 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 18 4 5 3 10 21
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 251,894
COMMITMENTS
57,539 35,168 48,986 126,689 116,993 233,214 201,147 18,680 50,747
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 3,893)
1,517 676 517 2,266 911 4,300 2,104 -407 1,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 14.0 19.4 50.3 46.4 92.6 79.9 7.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
80 78 86 76 118 197 250
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,601
COMMITMENTS
4,271 4,277 857 2,185 1,588 7,312 6,723 2,288 2,878
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -208)
-22 33 -171 -42 -160 -234 -298 26 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 44.6 8.9 22.8 16.5 76.2 70.0 23.8 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
30 26 9 23 24 58 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,924
COMMITMENTS
12,452 2,560 4,885 8,122 5,920 25,459 13,365 4,465 16,559
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 1,033)
435 737 60 163 80 657 877 376 156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 8.6 16.3 27.1 19.8 85.1 44.7 14.9 55.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
44 22 29 35 45 96 83
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 167,029
COMMITMENTS
84,893 11,010 13,492 25,550 110,173 123,934 134,675 43,095 32,354
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -4,407)
-8,710 -3,561 3,303 3,361 -5,045 -2,046 -5,303 -2,361 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.8 6.6 8.1 15.3 66.0 74.2 80.6 25.8 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
38 22 18 24 24 72 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 73,381
COMMITMENTS
26,100 24,206 1,879 22,529 33,102 50,508 59,188 22,873 14,193
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -6,337)
53 -10,540 200 -7,034 3,345 -6,782 -6,995 445 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 33.0 2.6 30.7 45.1 68.8 80.7 31.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
20 16 3 7 12 28 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 96,324
COMMITMENTS
51,103 5,844 254 38,795 87,188 90,152 93,286 6,172 3,038
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 11,698)
13,533 -1,532 -231 -1,636 13,300 11,666 11,537 32 161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.1 6.1 0.3 40.3 90.5 93.6 96.8 6.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
60 13 2 10 18 70 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 134,177
COMMITMENTS
61,898 15,453 6,880 39,654 90,720 108,432 113,053 25,745 21,125
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 16,877)
5,543 -4,362 770 12,282 19,026 18,595 15,434 -1,718 1,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 11.5 5.1 29.6 67.6 80.8 84.3 19.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
28 19 9 16 22 47 47
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 280,060
COMMITMENTS
43,818 66,308 27,021 172,717 162,285 243,556 255,614 36,504 24,446
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 3,446)
-735 -18,073 4,815 -1,486 19,810 2,594 6,552 852 -3,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 23.7 9.6 61.7 57.9 87.0 91.3 13.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
35 41 17 29 28 73 77
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 236,958
COMMITMENTS
99,442 28,021 26,619 50,977 135,038 177,038 189,678 59,920 47,280
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -5,874)
-16,552 758 4,067 8,497 -15,644 -3,989 -10,819 -1,886 4,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 11.8 11.2 21.5 57.0 74.7 80.0 25.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
55 42 30 30 34 103 88
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 30,493
COMMITMENTS
23,802 4,351 98 3,410 24,335 27,310 28,784 3,183 1,709
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -191)
-1,789 1,145 -7 1,003 -1,225 -793 -87 602 -104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.1 14.3 0.3 11.2 79.8 89.6 94.4 10.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 7 1 8 12 20 20
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 57,293
COMMITMENTS
7,113 6,661 3,292 42,042 42,731 52,447 52,684 4,846 4,609
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 9,298)
2,126 -5,893 2,728 4,074 11,366 8,928 8,201 370 1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 11.6 5.7 73.4 74.6 91.5 92.0 8.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 2 1 16 16 18 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,815,277
COMMITMENTS
1307274 364,402 6986281 9138131 10101079 17431685 17451762 1383592 1363516
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 1,544,321)
169,646 49,849 870,124 444,083 602,207 1483854 1522181 60,467 22,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.9 37.1 48.6 53.7 92.6 92.8 7.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
83 53 120 159 153 300 277
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 719,368
COMMITMENTS
54,201 87,572 79,491 456,768 404,972 590,460 572,035 128,908 147,333
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -7,441)
2,953 1,950 -18,557 5,600 9,985 -10,004 -6,622 2,563 -819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 12.2 11.1 63.5 56.3 82.1 79.5 17.9 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
46 53 60 86 62 170 137
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,082,384
COMMITMENTS
307,607 522,050 107,625 1226802 1275132 1642035 1904807 440,349 177,576
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -68,895)
-15,540 7,788 -29,726 -18,323 -60,098 -63,589 -82,036 -5,307 13,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 25.1 5.2 58.9 61.2 78.9 91.5 21.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
59 103 61 91 95 195 214
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 99,285
COMMITMENTS
13,258 25,744 135 71,020 69,951 84,413 95,830 14,872 3,455
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -3,523)
159 -68 111 -3,546 -2,592 -3,276 -2,549 -247 -974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 25.9 0.1 71.5 70.5 85.0 96.5 15.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
18 11 1 36 36 54 48
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,381
COMMITMENTS
13,803 11,455 165 31,034 27,685 45,001 39,305 10,380 16,077
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 5,789)
7 1,082 -343 6,020 5,203 5,684 5,941 105 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 20.7 0.3 56.0 50.0 81.3 71.0 18.7 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 13 2 25 18 46 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 434,959
COMMITMENTS
174,408 132,862 13,146 175,514 268,131 363,067 414,138 71,892 20,821
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 2,940)
786 11,767 -1,333 9,127 -10,385 8,580 49 -5,640 2,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 30.5 3.0 40.4 61.6 83.5 95.2 16.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
98 65 26 53 53 163 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 89,160
COMMITMENTS
51,376 8,055 1,335 10,121 69,246 62,832 78,636 26,327 10,524
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -11,068)
-13,288 -1,212 91 2,442 -10,171 -10,755 -11,293 -313 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.6 9.0 1.5 11.4 77.7 70.5 88.2 29.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
32 10 3 13 17 46 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,575
COMMITMENTS
2,866 11,257 6 19,685 16,401 22,557 27,664 11,018 5,911
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 1,987)
430 275 -2 1,620 2,054 2,048 2,326 -61 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 33.5 0.0 58.6 48.8 67.2 82.4 32.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 22 1 19 21 25 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 591,303
COMMITMENTS
64,766 241,693 10,900 504,275 279,093 579,941 531,687 11,362 59,617
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 5,216)
-657 7,336 -1,559 11,670 -4,998 9,454 779 -4,238 4,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 40.9 1.8 85.3 47.2 98.1 89.9 1.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
31 142 43 61 81 130 228
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 70,064
COMMITMENTS
12,799 33,568 0 47,631 24,127 60,430 57,695 9,634 12,369
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 622)
396 762 -195 -951 -267 -750 300 1,372 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 47.9 0.0 68.0 34.4 86.2 82.3 13.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
14 23 1 17 21 32 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 62,922
COMMITMENTS
26,627 5,330 245 27,864 23,201 54,736 28,776 8,186 34,146
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -2,497)
-2,276 333 145 -1,896 -228 -4,027 250 1,530 -2,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 8.5 0.4 44.3 36.9 87.0 45.7 13.0 54.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
17 6 1 14 15 31 22
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,032
COMMITMENTS
6,458 1,740 0 14,190 19,845 20,648 21,585 1,384 447
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: -76)
-117 -44 0 -125 -97 -242 -141 166 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 7.9 0.0 64.4 90.1 93.7 98.0 6.3 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 5 0 6 4 16 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 33,991
COMMITMENTS
5,891 7,961 4,362 12,688 16,509 22,941 28,832 11,050 5,159
CHANGES FROM 10/16/07 (CHANGE IN OPEN INTEREST: 2,867)
1,367 435 849 1,230 680 3,446 1,964 -579 903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 23.4 12.8 37.3 48.6 67.5 84.8 32.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 13 8 18 24 30 41
Updated October 26, 2007