BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,349
COMMITMENTS
137 3 30 2,332 3,209 2,499 3,242 850 107
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 24)
-7 2 1 10 9 4 12 20 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 0.1 0.9 69.6 95.8 74.6 96.8 25.4 3.2
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 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,989
COMMITMENTS
4,951 2,475 5,688 25,416 24,766 36,055 32,929 5,934 9,060
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 2,280)
-77 330 714 2,266 626 2,903 1,670 -623 610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 5.9 13.5 60.5 59.0 85.9 78.4 14.1 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 9 17 32 30 55 50
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 212,715
COMMITMENTS
39,663 36,454 53,560 98,420 82,447 191,642 172,460 21,073 40,255
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 16,545)
655 894 7,136 7,131 6,440 14,922 14,469 1,623 2,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 17.1 25.2 46.3 38.8 90.1 81.1 9.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
65 77 88 31 49 153 176
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,878
COMMITMENTS
108 905 191 933 166 1,232 1,261 647 617
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 164)
76 100 -12 41 23 105 111 59 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 48.2 10.1 49.7 8.8 65.6 67.2 34.4 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
2 17 4 5 3 11 20
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 250,670
COMMITMENTS
56,199 38,980 47,773 129,114 114,812 233,085 201,564 17,585 49,106
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -1,224)
-1,340 3,812 -1,213 2,425 -2,182 -128 417 -1,096 -1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 15.6 19.1 51.5 45.8 93.0 80.4 7.0 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
72 86 83 70 117 184 254
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,624
COMMITMENTS
4,415 4,530 903 2,181 1,626 7,498 7,058 2,126 2,565
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 23)
144 252 45 -4 38 185 336 -163 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 47.1 9.4 22.7 16.9 77.9 73.3 22.1 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
29 26 9 20 21 54 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,742
COMMITMENTS
11,589 2,816 5,012 7,933 5,775 24,534 13,603 4,208 15,139
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -1,182)
-864 257 127 -189 -145 -925 238 -257 -1,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 9.8 17.4 27.6 20.1 85.4 47.3 14.6 52.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
41 24 31 32 40 91 85
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 168,339
COMMITMENTS
81,301 10,555 14,534 29,348 109,341 125,182 134,429 43,157 33,910
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 1,310)
-3,591 -455 1,042 3,798 -832 1,248 -245 62 1,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 6.3 8.6 17.4 65.0 74.4 79.9 25.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
36 21 15 24 21 68 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 76,876
COMMITMENTS
32,197 21,915 1,780 18,702 42,338 52,679 66,033 24,197 10,844
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 3,495)
6,097 -2,291 -99 -3,827 9,236 2,172 6,845 1,324 -3,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 28.5 2.3 24.3 55.1 68.5 85.9 31.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
26 15 3 8 15 36 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 118,034
COMMITMENTS
76,830 7,065 321 34,897 107,722 112,048 115,108 5,986 2,926
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 21,710)
25,727 1,221 67 -3,898 20,534 21,896 21,822 -186 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.1 6.0 0.3 29.6 91.3 94.9 97.5 5.1 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
70 14 2 15 18 86 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 150,590
COMMITMENTS
69,769 15,722 7,777 44,145 104,445 121,690 127,943 28,900 22,647
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 16,413)
7,871 269 897 4,490 13,725 13,258 14,891 3,155 1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 10.4 5.2 29.3 69.4 80.8 85.0 19.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
35 19 7 18 21 55 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 278,338
COMMITMENTS
54,787 65,484 28,139 156,835 161,796 239,762 255,419 38,577 22,919
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -1,722)
10,969 -824 1,118 -15,882 -488 -3,795 -194 2,073 -1,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 23.5 10.1 56.3 58.1 86.1 91.8 13.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
40 37 17 29 26 75 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 247,653
COMMITMENTS
101,342 29,719 28,237 55,683 140,903 185,261 198,860 62,392 48,793
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 10,695)
1,899 1,698 1,618 4,706 5,865 8,223 9,182 2,472 1,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 12.0 11.4 22.5 56.9 74.8 80.3 25.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
62 42 34 33 40 115 96
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,253
COMMITMENTS
19,101 4,433 98 4,134 20,665 23,333 25,196 2,920 1,057
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -4,240)
-4,701 82 0 724 -3,670 -3,977 -3,588 -263 -652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.8 16.9 0.4 15.7 78.7 88.9 96.0 11.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 6 1 10 12 24 19
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 62,158
COMMITMENTS
6,780 7,070 3,309 47,580 47,021 57,669 57,400 4,489 4,758
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 4,865)
-333 409 17 5,538 4,290 5,222 4,716 -357 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 11.4 5.3 76.5 75.6 92.8 92.3 7.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 1 1 17 18 19 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,341,789
COMMITMENTS
1294440 349,930 7317522 9296281 10267453 17908243 17934905 1433546 1406884
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 526,512)
-12,835 -14,471 331,241 158,150 166,373 476,557 483,143 49,954 43,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.8 37.8 48.1 53.1 92.6 92.7 7.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
79 53 119 165 157 306 279
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 735,951
COMMITMENTS
59,918 88,472 84,575 459,961 407,372 604,455 580,420 131,497 155,531
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 16,583)
5,717 900 5,085 3,193 2,400 13,995 8,385 2,589 8,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 12.0 11.5 62.5 55.4 82.1 78.9 17.9 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
51 55 66 86 59 180 137
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,151,492
COMMITMENTS
325,433 541,197 107,044 1243249 1332251 1675726 1980493 475,765 170,999
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 69,108)
17,825 19,147 -581 16,448 57,119 33,692 75,686 35,416 -6,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 25.2 5.0 57.8 61.9 77.9 92.1 22.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
62 108 65 100 100 208 227
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,143
COMMITMENTS
11,845 26,355 25 73,346 69,492 85,216 95,872 14,927 4,271
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 858)
-1,413 611 -110 2,326 -459 803 42 55 816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 26.3 0.0 73.2 69.4 85.1 95.7 14.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
14 12 1 37 35 51 48
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,261
COMMITMENTS
12,640 11,407 340 34,321 28,406 47,301 40,153 9,960 17,108
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 1,880)
-1,163 -48 175 3,287 721 2,299 849 -419 1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 19.9 0.6 59.9 49.6 82.6 70.1 17.4 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
19 13 3 25 19 46 33
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 439,002
COMMITMENTS
163,639 144,880 11,709 185,372 263,606 360,720 420,196 78,282 18,806
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 4,043)
-10,769 12,019 -1,437 9,859 -4,524 -2,347 6,058 6,390 -2,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 33.0 2.7 42.2 60.0 82.2 95.7 17.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
94 65 27 56 49 166 126
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 93,476
COMMITMENTS
54,250 8,829 1,708 9,769 73,959 65,726 84,497 27,750 8,979
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 4,317)
2,873 775 373 -352 4,713 2,894 5,861 1,422 -1,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 9.4 1.8 10.5 79.1 70.3 90.4 29.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
35 11 3 14 18 50 31
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,223
COMMITMENTS
2,662 10,933 6 19,626 16,198 22,294 27,137 10,929 6,086
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: -352)
-204 -324 0 -59 -203 -263 -527 -89 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 32.9 0.0 59.1 48.8 67.1 81.7 32.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 21 1 18 19 23 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 594,198
COMMITMENTS
60,989 244,588 13,554 504,924 279,614 579,468 537,756 14,730 56,442
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 2,895)
-3,777 2,894 2,654 650 521 -473 6,069 3,368 -3,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 41.2 2.3 85.0 47.1 97.5 90.5 2.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
29 146 49 60 80 131 233
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 70,917
COMMITMENTS
13,840 30,966 0 47,880 27,803 61,720 58,769 9,197 12,148
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 853)
1,041 -2,602 0 249 3,676 1,290 1,074 -437 -221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 43.7 0.0 67.5 39.2 87.0 82.9 13.0 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
14 19 1 18 21 33 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 63,562
COMMITMENTS
23,300 6,699 177 34,379 24,247 57,856 31,123 5,706 32,439
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 640)
-3,327 1,369 -68 6,515 1,046 3,120 2,347 -2,480 -1,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 10.5 0.3 54.1 38.1 91.0 49.0 9.0 51.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 7 1 18 18 35 26
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,063
COMMITMENTS
6,369 1,716 0 14,257 19,674 20,626 21,390 1,437 673
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 31)
-89 -24 0 67 -171 -22 -195 53 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 7.8 0.0 64.6 89.2 93.5 96.9 6.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 4 0 6 2 16 6
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 35,646
COMMITMENTS
6,245 7,695 4,362 12,819 16,814 23,426 28,871 12,220 6,775
CHANGES FROM 10/23/07 (CHANGE IN OPEN INTEREST: 1,655)
354 -266 0 131 305 485 39 1,170 1,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 21.6 12.2 36.0 47.2 65.7 81.0 34.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 13 8 18 24 31 41
Updated November 2, 2007