BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,673
COMMITMENTS
54 2 58 1,834 2,548 1,946 2,608 727 65
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -676)
-83 -1 28 -498 -661 -553 -634 -123 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 0.1 2.2 68.6 95.3 72.8 97.6 27.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 2 2 13 11 16 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,528
COMMITMENTS
3,849 2,521 5,306 23,914 21,894 33,069 29,721 5,458 8,807
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -3,461)
-1,102 45 -382 -1,502 -2,872 -2,986 -3,208 -475 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 6.5 13.8 62.1 56.8 85.8 77.1 14.2 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
11 12 15 32 29 53 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 221,031
COMMITMENTS
42,465 39,818 55,460 100,753 84,300 198,678 179,577 22,352 41,453
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 8,316)
2,802 3,364 1,900 2,333 1,853 7,036 7,117 1,280 1,198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 18.0 25.1 45.6 38.1 89.9 81.2 10.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
72 77 92 34 50 163 182
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,095
COMMITMENTS
169 932 308 1,003 205 1,480 1,445 616 651
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 217)
61 27 117 70 39 248 183 -31 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 44.5 14.7 47.9 9.8 70.6 68.9 29.4 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 16 4 5 3 13 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,575
COMMITMENTS
54,636 43,603 48,036 133,907 115,361 236,579 207,000 20,996 50,575
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 6,905)
-1,563 4,623 263 4,794 549 3,494 5,436 3,411 1,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 16.9 18.6 52.0 44.8 91.8 80.4 8.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
71 96 89 78 123 195 269
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,362
COMMITMENTS
4,558 4,693 601 2,254 1,728 7,413 7,022 1,949 2,340
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -262)
143 164 -302 73 102 -85 -36 -177 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 50.1 6.4 24.1 18.5 79.2 75.0 20.8 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
32 24 8 15 22 49 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,016
COMMITMENTS
12,198 3,239 5,285 7,966 6,191 25,449 14,715 4,566 15,301
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 1,274)
609 423 273 33 416 915 1,111 358 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 10.8 17.6 26.5 20.6 84.8 49.0 15.2 51.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
38 26 29 34 44 90 88
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 170,205
COMMITMENTS
76,616 12,708 18,443 36,934 106,060 131,994 137,211 38,211 32,994
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 1,866)
-4,685 2,153 3,910 7,587 -3,281 6,812 2,781 -4,946 -916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 7.5 10.8 21.7 62.3 77.6 80.6 22.4 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
37 25 19 25 21 73 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 92,816
COMMITMENTS
32,680 30,645 2,575 30,940 47,313 66,196 80,533 26,620 12,283
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 15,940)
483 8,730 795 12,238 4,975 13,517 14,501 2,423 1,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 33.0 2.8 33.3 51.0 71.3 86.8 28.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
25 15 5 9 17 36 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 113,300
COMMITMENTS
68,172 14,597 728 37,718 95,376 106,618 110,701 6,682 2,599
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -4,734)
-8,658 7,532 407 2,821 -12,346 -5,430 -4,407 696 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 12.9 0.6 33.3 84.2 94.1 97.7 5.9 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
66 16 3 14 16 81 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 162,525
COMMITMENTS
79,101 17,466 10,788 44,540 112,081 134,430 140,335 28,095 22,190
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 11,935)
9,333 1,744 3,011 395 7,636 12,739 12,392 -805 -457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 10.7 6.6 27.4 69.0 82.7 86.3 17.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
43 19 10 16 23 61 50
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 273,558
COMMITMENTS
56,942 65,793 28,388 149,648 156,536 234,978 250,717 38,580 22,841
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -4,780)
2,155 309 249 -7,188 -5,261 -4,784 -4,702 3 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 24.1 10.4 54.7 57.2 85.9 91.7 14.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
38 35 17 30 24 73 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 273,859
COMMITMENTS
108,631 30,406 33,156 66,179 159,591 207,965 223,152 65,894 50,707
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 26,206)
7,289 687 4,919 10,496 18,687 22,704 24,293 3,502 1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 11.1 12.1 24.2 58.3 75.9 81.5 24.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
62 44 37 36 38 119 98
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,305
COMMITMENTS
17,935 4,554 98 4,058 19,548 22,091 24,200 3,214 1,105
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -948)
-1,166 121 0 -76 -1,117 -1,242 -996 294 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.9 18.0 0.4 16.0 77.2 87.3 95.6 12.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 5 1 10 12 26 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 68,820
COMMITMENTS
12,159 10,808 11,827 38,340 41,188 62,326 63,823 6,494 4,997
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 6,662)
5,379 3,738 8,518 -9,240 -5,833 4,657 6,423 2,005 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 15.7 17.2 55.7 59.8 90.6 92.7 9.4 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 2 15 18 18 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,399,170
COMMITMENTS
1336001 362,297 7403459 9261508 10249913 18000968 18015669 1398202 1383502
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 57,381)
41,562 12,366 85,937 -34,773 -17,539 92,726 80,764 -35,344 -23,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 1.9 38.2 47.7 52.8 92.8 92.9 7.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
87 45 122 163 158 305 284
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 741,478
COMMITMENTS
59,083 84,224 90,307 457,848 410,516 607,238 585,047 134,240 156,431
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 5,527)
-835 -4,248 5,732 -2,113 3,143 2,784 4,628 2,743 899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 11.4 12.2 61.7 55.4 81.9 78.9 18.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
51 56 71 92 63 190 145
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,173,871
COMMITMENTS
291,037 563,891 128,000 1285000 1286791 1704038 1978682 469,833 195,188
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 22,379)
-34,395 22,694 20,956 41,751 -45,460 28,311 -1,811 -5,933 24,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 25.9 5.9 59.1 59.2 78.4 91.0 21.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
62 105 64 101 105 210 227
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,798
COMMITMENTS
12,162 25,576 0 75,317 71,279 87,479 96,855 13,319 3,943
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 655)
317 -779 -25 1,971 1,787 2,263 983 -1,608 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 25.4 0.0 74.7 70.7 86.8 96.1 13.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 11 0 35 33 51 44
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,958
COMMITMENTS
13,370 11,398 484 34,155 28,070 48,008 39,952 10,950 19,007
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 1,697)
730 -9 144 -166 -336 708 -202 989 1,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 19.3 0.8 57.9 47.6 81.4 67.8 18.6 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
20 13 4 25 19 47 34
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 454,856
COMMITMENTS
160,725 163,683 12,698 193,291 259,987 366,714 436,368 88,142 18,488
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 15,854)
-2,914 18,802 989 7,919 -3,619 5,994 16,172 9,860 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 36.0 2.8 42.5 57.2 80.6 95.9 19.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
99 67 25 51 53 163 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 98,751
COMMITMENTS
59,915 9,841 1,211 9,331 76,533 70,456 87,585 28,295 11,166
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 5,275)
5,665 1,012 -497 -438 2,574 4,730 3,088 545 2,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.7 10.0 1.2 9.4 77.5 71.3 88.7 28.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
38 9 3 12 18 51 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,205
COMMITMENTS
2,276 12,265 6 22,990 18,235 25,272 30,506 10,933 5,700
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 2,982)
-386 1,332 0 3,364 2,037 2,978 3,369 4 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 33.9 0.0 63.5 50.4 69.8 84.3 30.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 23 1 20 20 25 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 630,286
COMMITMENTS
61,816 243,932 11,378 541,866 312,970 615,059 568,280 15,226 62,006
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 36,088)
826 -656 -2,176 36,941 33,356 35,592 30,524 496 5,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 38.7 1.8 86.0 49.7 97.6 90.2 2.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
32 151 53 58 78 133 239
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 69,734
COMMITMENTS
13,783 28,320 1 47,071 29,918 60,855 58,239 8,879 11,495
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -1,183)
-57 -2,646 1 -809 2,115 -865 -530 -318 -653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 40.6 0.0 67.5 42.9 87.3 83.5 12.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
17 22 2 18 23 37 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 64,369
COMMITMENTS
20,612 5,627 282 34,646 27,269 55,540 33,178 8,829 31,191
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: 807)
-2,688 -1,072 105 267 3,022 -2,316 2,055 3,123 -1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 8.7 0.4 53.8 42.4 86.3 51.5 13.7 48.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
17 7 3 17 21 35 30
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,694
COMMITMENTS
5,985 1,534 0 14,295 19,744 20,280 21,278 1,414 416
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -369)
-384 -182 0 38 70 -346 -112 -23 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 7.1 0.0 65.9 91.0 93.5 98.1 6.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 4 0 6 3 15 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 35,329
COMMITMENTS
6,546 7,548 4,385 13,512 16,287 24,443 28,220 10,886 7,109
CHANGES FROM 10/30/07 (CHANGE IN OPEN INTEREST: -317)
301 -147 23 693 -527 1,017 -651 -1,334 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 21.4 12.4 38.2 46.1 69.2 79.9 30.8 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 13 7 19 24 31 41
Updated November 9, 2007