BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,481
COMMITMENTS
54 39 57 1,666 2,270 1,777 2,366 704 115
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -192)
0 37 -1 -168 -278 -169 -242 -23 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 1.6 2.3 67.2 91.5 71.6 95.4 28.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 3 3 12 10 16 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,650
COMMITMENTS
4,035 2,366 5,498 23,978 22,549 33,511 30,413 6,138 9,237
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 1,122)
186 -155 192 64 655 442 692 680 430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 6.0 13.9 60.5 56.9 84.5 76.7 15.5 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 9 15 32 31 53 49
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 228,160
COMMITMENTS
46,373 40,063 54,750 101,038 88,142 202,161 182,954 25,999 45,206
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 7,129)
3,908 245 -710 285 3,842 3,483 3,377 3,647 3,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 17.6 24.0 44.3 38.6 88.6 80.2 11.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
69 90 84 34 49 160 176
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,078
COMMITMENTS
209 751 351 966 259 1,526 1,361 552 717
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -17)
40 -181 43 -37 54 46 -83 -64 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 36.2 16.9 46.5 12.5 73.4 65.5 26.6 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 15 5 5 3 14 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 267,911
COMMITMENTS
55,197 37,355 52,455 135,320 122,629 242,972 212,440 24,939 55,471
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 10,336)
561 -6,248 4,419 1,412 7,269 6,392 5,440 3,943 4,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 13.9 19.6 50.5 45.8 90.7 79.3 9.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
71 95 100 85 127 214 281
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,126
COMMITMENTS
4,592 4,041 589 2,157 2,139 7,338 6,769 1,788 2,357
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -236)
34 -652 -12 -97 411 -74 -253 -161 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 44.3 6.5 23.6 23.4 80.4 74.2 19.6 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
31 24 9 15 25 51 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,733
COMMITMENTS
12,018 3,097 4,963 8,175 6,640 25,155 14,700 4,577 15,033
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -283)
-181 -142 -322 209 449 -294 -15 11 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 10.4 16.7 27.5 22.3 84.6 49.4 15.4 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
38 21 26 32 42 84 80
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 151,308
COMMITMENTS
60,700 10,279 14,708 38,009 98,993 113,417 123,980 37,891 27,328
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -18,896)
-15,916 -2,428 -3,735 1,075 -7,067 -18,577 -13,231 -319 -5,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 6.8 9.7 25.1 65.4 75.0 81.9 25.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
30 19 17 23 21 62 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 82,993
COMMITMENTS
33,476 17,508 2,078 19,130 49,613 54,684 69,199 28,309 13,794
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -9,823)
796 -13,137 -497 -11,810 2,301 -11,512 -11,334 1,689 1,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.3 21.1 2.5 23.1 59.8 65.9 83.4 34.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
23 12 3 9 15 33 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 102,849
COMMITMENTS
45,638 11,399 697 48,534 85,939 94,869 98,035 7,980 4,814
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -10,451)
-22,534 -3,198 -31 10,816 -9,437 -11,749 -12,666 1,298 2,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.4 11.1 0.7 47.2 83.6 92.2 95.3 7.8 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
56 12 3 14 15 70 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 134,570
COMMITMENTS
61,573 16,810 7,020 39,797 89,104 108,389 112,934 26,181 21,636
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -27,955)
-17,529 -656 -3,769 -4,743 -22,976 -26,040 -27,401 -1,914 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.8 12.5 5.2 29.6 66.2 80.5 83.9 19.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
35 16 7 17 22 54 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 249,842
COMMITMENTS
60,045 42,639 25,610 117,577 155,147 203,233 223,395 46,609 26,446
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -23,716)
3,103 -23,154 -2,779 -32,070 -1,389 -31,746 -27,322 8,029 3,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 17.1 10.3 47.1 62.1 81.3 89.4 18.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
46 32 16 31 23 82 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 262,206
COMMITMENTS
99,951 28,722 24,696 76,298 161,724 200,944 215,143 61,262 47,064
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -11,653)
-8,680 -1,684 -8,459 10,119 2,133 -7,021 -8,010 -4,632 -3,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 11.0 9.4 29.1 61.7 76.6 82.1 23.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
53 41 26 35 42 105 92
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,117
COMMITMENTS
15,369 4,946 0 5,785 17,981 21,154 22,927 2,963 1,190
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -1,188)
-2,566 392 -98 1,727 -1,567 -937 -1,273 -251 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.7 20.5 0.0 24.0 74.6 87.7 95.1 12.3 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 4 0 10 9 25 13
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 71,316
COMMITMENTS
14,334 12,406 13,781 36,830 40,743 64,945 66,930 6,371 4,386
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 2,496)
2,175 1,598 1,954 -1,510 -445 2,619 3,107 -123 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 17.4 19.3 51.6 57.1 91.1 93.8 8.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 2 2 17 18 20 20
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,264,428
COMMITMENTS
1355883 354,092 8066463 9364643 10423803 18786990 18844358 1477438 1420069
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 865,257)
19,882 -8,204 663,004 103,135 173,890 786,021 828,690 79,236 36,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 1.7 39.8 46.2 51.4 92.7 93.0 7.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
85 47 122 158 158 301 284
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 772,027
COMMITMENTS
60,017 84,380 107,485 466,655 421,306 634,156 613,171 137,871 158,856
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 30,549)
934 156 17,178 8,807 10,790 26,918 28,124 3,631 2,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 10.9 13.9 60.4 54.6 82.1 79.4 17.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
58 53 77 91 64 193 152
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,225,530
COMMITMENTS
280,800 520,777 162,657 1303190 1313678 1746647 1997112 478,883 228,418
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 51,659)
-10,238 -43,114 34,657 18,189 26,887 42,609 18,430 9,050 33,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 23.4 7.3 58.6 59.0 78.5 89.7 21.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
65 115 73 102 107 222 240
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 100,502
COMMITMENTS
9,052 25,186 0 76,049 71,749 85,101 96,935 15,401 3,567
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -296)
-3,110 -390 0 732 470 -2,378 80 2,082 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 25.1 0.0 75.7 71.4 84.7 96.5 15.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 10 0 36 33 49 43
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,847
COMMITMENTS
11,274 15,817 291 30,511 20,223 42,077 36,332 9,770 15,515
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -7,111)
-2,096 4,419 -192 -3,643 -7,846 -5,931 -3,620 -1,180 -3,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 30.5 0.6 58.8 39.0 81.2 70.1 18.8 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
22 13 4 22 16 46 31
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 446,112
COMMITMENTS
128,445 152,686 18,811 224,120 247,518 371,376 419,014 74,736 27,098
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -8,744)
-32,280 -10,997 6,113 30,829 -12,470 4,662 -17,354 -13,406 8,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 34.2 4.2 50.2 55.5 83.2 93.9 16.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
87 58 32 59 56 162 132
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 82,012
COMMITMENTS
38,672 6,072 1,755 16,063 63,180 56,490 71,007 25,522 11,005
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -16,739)
-21,242 -3,769 544 6,732 -13,353 -13,966 -16,578 -2,773 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 7.4 2.1 19.6 77.0 68.9 86.6 31.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
26 9 4 15 16 43 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,568
COMMITMENTS
435 13,148 6 22,259 17,482 22,700 30,636 13,868 5,933
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 363)
-1,841 883 0 -731 -753 -2,572 130 2,935 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 36.0 0.0 60.9 47.8 62.1 83.8 37.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 23 1 17 19 20 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 645,194
COMMITMENTS
69,115 234,698 13,482 549,501 324,309 632,098 572,489 13,096 72,705
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 14,908)
7,300 -9,234 2,104 7,635 11,339 17,039 4,209 -2,131 10,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 36.4 2.1 85.2 50.3 98.0 88.7 2.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
43 145 57 63 75 147 236
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 70,892
COMMITMENTS
12,031 27,464 555 48,643 30,532 61,229 58,552 9,663 12,340
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 1,158)
-1,752 -856 554 1,572 615 374 313 784 845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 38.7 0.8 68.6 43.1 86.4 82.6 13.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 23 2 19 21 37 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,419
COMMITMENTS
19,510 2,832 388 31,168 29,731 51,066 32,951 8,353 26,468
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: -4,950)
-1,102 -2,795 106 -3,478 2,462 -4,474 -227 -476 -4,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 4.8 0.7 52.5 50.0 85.9 55.5 14.1 44.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
21 4 4 15 20 37 27
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 23,280
COMMITMENTS
5,943 1,399 0 15,422 20,993 21,365 22,392 1,915 888
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 1,586)
-42 -135 0 1,127 1,249 1,085 1,114 501 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 6.0 0.0 66.2 90.2 91.8 96.2 8.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 3 0 8 6 17 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 36,138
COMMITMENTS
7,998 5,520 5,292 13,400 18,511 26,690 29,323 9,448 6,815
CHANGES FROM 11/06/07 (CHANGE IN OPEN INTEREST: 809)
1,452 -2,028 907 -112 2,224 2,247 1,103 -1,438 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 15.3 14.6 37.1 51.2 73.9 81.1 26.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 10 8 19 24 33 39
Updated November 16, 2007