BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,437
COMMITMENTS
0 54 51 1,683 2,196 1,734 2,301 703 136
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -44)
-54 15 -6 17 -74 -43 -65 -1 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 2.2 2.1 69.1 90.1 71.2 94.4 28.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
0 3 3 13 10 16 13
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,033
COMMITMENTS
3,907 1,980 6,523 25,069 23,482 35,499 31,986 6,534 10,047
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 2,383)
-128 -386 1,025 1,091 933 1,988 1,573 395 810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 4.7 15.5 59.6 55.9 84.5 76.1 15.5 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
14 7 13 33 30 52 45
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 231,091
COMMITMENTS
45,309 39,510 56,539 103,646 90,389 205,494 186,439 25,596 44,652
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 2,931)
-1,064 -553 1,790 2,607 2,248 3,333 3,485 -403 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 17.1 24.5 44.9 39.1 88.9 80.7 11.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
72 82 86 34 49 159 179
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,833
COMMITMENTS
159 496 326 826 321 1,311 1,144 522 690
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -245)
-50 -255 -24 -140 62 -214 -218 -30 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 27.1 17.8 45.1 17.5 71.5 62.4 28.5 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 12 4 5 4 12 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 263,136
COMMITMENTS
56,178 39,867 48,699 134,220 120,689 239,096 209,255 24,040 53,881
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -4,774)
981 2,512 -3,756 -1,100 -1,940 -3,875 -3,184 -899 -1,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 15.2 18.5 51.0 45.9 90.9 79.5 9.1 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
68 91 93 88 131 209 278
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,333
COMMITMENTS
4,493 3,752 797 2,103 2,372 7,393 6,921 1,940 2,412
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 207)
-99 -289 208 -54 233 55 152 153 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 40.2 8.5 22.5 25.4 79.2 74.2 20.8 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
24 26 10 15 26 45 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,225
COMMITMENTS
13,168 2,970 4,113 7,432 6,938 24,713 14,021 3,512 14,205
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -1,507)
1,150 -127 -850 -743 298 -442 -679 -1,065 -828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 10.5 14.6 26.3 24.6 87.6 49.7 12.4 50.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
39 19 25 32 41 84 79
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 137,424
COMMITMENTS
46,305 10,270 16,559 43,178 87,778 106,042 114,606 31,383 22,818
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -13,884)
-14,395 -9 1,851 5,169 -11,216 -7,375 -9,374 -6,509 -4,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 7.5 12.0 31.4 63.9 77.2 83.4 22.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
27 20 17 26 22 62 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 90,472
COMMITMENTS
36,888 23,773 3,715 20,785 50,822 61,388 78,310 29,084 12,163
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 7,479)
3,412 6,265 1,637 1,655 1,208 6,704 9,110 775 -1,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 26.3 4.1 23.0 56.2 67.9 86.6 32.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
28 18 5 10 16 40 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 94,239
COMMITMENTS
31,631 14,724 742 55,841 75,074 88,214 90,540 6,025 3,699
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -8,610)
-14,007 3,325 45 7,307 -10,865 -6,655 -7,495 -1,955 -1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 15.6 0.8 59.3 79.7 93.6 96.1 6.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
46 13 3 15 16 62 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 135,533
COMMITMENTS
53,985 17,729 10,021 47,170 87,385 111,176 115,135 24,356 20,398
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 962)
-7,587 918 3,001 7,373 -1,719 2,787 2,200 -1,825 -1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 13.1 7.4 34.8 64.5 82.0 84.9 18.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
31 20 12 18 23 55 49
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 253,396
COMMITMENTS
61,767 35,427 29,359 115,669 165,140 206,795 229,926 46,600 23,470
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 3,554)
1,722 -7,212 3,749 -1,909 9,993 3,563 6,531 -9 -2,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 14.0 11.6 45.6 65.2 81.6 90.7 18.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
44 30 16 32 23 83 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 277,768
COMMITMENTS
99,616 27,524 29,776 84,815 167,908 214,206 225,207 63,562 52,561
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 15,562)
-334 -1,198 5,079 8,517 6,184 13,262 10,065 2,300 5,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 9.9 10.7 30.5 60.4 77.1 81.1 22.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
55 45 30 37 44 113 98
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,219
COMMITMENTS
12,132 5,078 0 8,312 17,384 20,444 22,462 2,775 757
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -898)
-3,237 132 0 2,527 -597 -710 -465 -188 -433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 21.9 0.0 35.8 74.9 88.0 96.7 12.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 7 0 12 10 26 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,788,024
COMMITMENTS
1331364 380,491 8510544 9561260 10544171 19403168 19435205 1384856 1352819
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 523,597)
-24,519 26,398 444,081 196,617 120,368 616,179 590,847 -92,582 -67,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 1.8 40.9 46.0 50.7 93.3 93.5 6.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
85 49 118 162 159 303 283
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 763,957
COMMITMENTS
59,684 73,530 94,167 471,104 438,568 624,955 606,265 139,003 157,693
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -8,070)
-333 -10,850 -13,318 4,449 17,262 -9,202 -6,906 1,132 -1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 9.6 12.3 61.7 57.4 81.8 79.4 18.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
56 49 72 92 65 187 147
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,272,189
COMMITMENTS
306,996 518,249 127,646 1355440 1410615 1790081 2056509 482,108 215,680
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 46,659)
26,196 -2,528 -35,011 52,250 96,937 43,435 59,398 3,224 -12,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 22.8 5.6 59.7 62.1 78.8 90.5 21.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
71 111 69 108 112 226 245
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 102,813
COMMITMENTS
8,045 27,181 0 80,230 72,715 88,275 99,896 14,538 2,917
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 2,311)
-1,007 1,995 0 4,181 966 3,174 2,961 -863 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 26.4 0.0 78.0 70.7 85.9 97.2 14.1 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 11 0 35 34 46 45
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,316
COMMITMENTS
10,671 14,126 558 31,421 24,817 42,650 39,501 8,667 11,815
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -530)
-603 -1,691 266 909 4,594 572 3,169 -1,103 -3,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 27.5 1.1 61.2 48.4 83.1 77.0 16.9 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
19 12 4 22 20 43 34
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 436,171
COMMITMENTS
120,938 177,199 13,292 241,447 219,269 375,676 409,759 60,494 26,412
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -9,941)
-7,507 24,513 -5,519 17,326 -28,249 4,301 -9,255 -14,242 -686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 40.6 3.0 55.4 50.3 86.1 93.9 13.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
79 68 29 60 50 151 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 73,703
COMMITMENTS
35,175 4,826 1,091 14,729 58,319 50,996 64,236 22,708 9,467
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -8,309)
-3,497 -1,246 -664 -1,334 -4,860 -5,494 -6,771 -2,814 -1,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 6.5 1.5 20.0 79.1 69.2 87.2 30.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
26 8 3 13 17 40 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,386
COMMITMENTS
483 13,382 20 23,519 18,663 24,022 32,065 14,364 6,322
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 1,818)
48 234 14 1,260 1,181 1,322 1,429 496 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 34.9 0.1 61.3 48.6 62.6 83.5 37.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 25 2 20 21 24 46
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 660,787
COMMITMENTS
74,060 237,465 8,609 563,503 348,498 646,172 594,572 14,615 66,215
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 15,593)
4,945 2,766 -4,873 14,002 24,189 14,073 22,082 1,520 -6,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 35.9 1.3 85.3 52.7 97.8 90.0 2.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
50 133 43 61 77 131 233
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 67,937
COMMITMENTS
9,466 26,422 165 48,309 29,359 57,941 55,946 9,996 11,990
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -2,956)
-2,565 -1,042 -390 -334 -1,174 -3,289 -2,606 333 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 38.9 0.2 71.1 43.2 85.3 82.4 14.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 21 2 19 23 32 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,768
COMMITMENTS
18,496 2,896 277 31,204 33,117 49,977 36,290 8,791 22,478
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -651)
-1,014 64 -111 36 3,386 -1,089 3,339 438 -3,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 4.9 0.5 53.1 56.4 85.0 61.8 15.0 38.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
20 3 2 17 21 37 26
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,562
COMMITMENTS
6,028 715 0 14,240 20,566 20,268 21,281 1,294 281
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: -1,718)
85 -684 0 -1,182 -427 -1,097 -1,111 -621 -607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 3.3 0.0 66.0 95.4 94.0 98.7 6.0 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 4 0 6 4 17 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 38,839
COMMITMENTS
6,246 5,266 5,449 14,794 19,596 26,489 30,311 12,350 8,528
CHANGES FROM 11/13/07 (CHANGE IN OPEN INTEREST: 2,701)
-1,752 -254 157 1,394 1,085 -201 988 2,902 1,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 13.6 14.0 38.1 50.5 68.2 78.0 31.8 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 8 8 20 24 34 38
Updated November 26, 2007