MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,786
COMMITMENTS
3,684 1,426 6,053 23,686 22,230 33,424 29,709 6,363 10,078
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 754)
-301 -849 96 856 1,230 651 477 104 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 3.6 15.2 59.5 55.9 84.0 74.7 16.0 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 11 14 30 32 54 47
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 225,008
COMMITMENTS
42,934 42,703 58,643 100,970 84,210 202,547 185,557 22,461 39,451
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -2,362)
145 6,730 -2,173 -878 -4,969 -2,906 -412 544 -1,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 19.0 26.1 44.9 37.4 90.0 82.5 10.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
54 77 77 33 50 143 164
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,724
COMMITMENTS
59,560 47,524 50,845 128,684 108,490 239,089 206,860 21,635 53,864
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -1,485)
-1,135 4,106 2,736 -2,156 -7,490 -555 -648 -930 -837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 18.2 19.5 49.4 41.6 91.7 79.3 8.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
62 103 79 85 128 194 276
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,488
COMMITMENTS
3,923 4,340 817 2,637 2,103 7,376 7,260 2,111 2,227
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -1,298)
-130 24 -1,009 52 -131 -1,087 -1,115 -211 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 45.7 8.6 27.8 22.2 77.7 76.5 22.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
26 29 11 17 24 47 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,627
COMMITMENTS
15,519 4,059 5,502 8,463 7,647 29,483 17,208 4,144 16,419
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 2,310)
707 272 1,009 588 221 2,304 1,503 6 807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 12.1 16.4 25.2 22.7 87.7 51.2 12.3 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
36 33 32 36 50 92 100
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 141,140
COMMITMENTS
38,950 11,147 12,224 57,545 96,640 108,719 120,012 32,420 21,128
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 5,521)
1,999 -2,360 3,740 2,325 3,295 8,064 4,675 -2,543 846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 7.9 8.7 40.8 68.5 77.0 85.0 23.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
27 14 15 24 22 59 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 65,701
COMMITMENTS
15,033 21,548 2,625 28,096 30,283 45,754 54,456 19,948 11,246
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -26,050)
-11,242 -2,100 -1,105 -13,013 -24,781 -25,360 -27,987 -690 1,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 32.8 4.0 42.8 46.1 69.6 82.9 30.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
15 12 4 11 13 28 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 89,937
COMMITMENTS
70,710 3,821 182 12,927 83,917 83,819 87,920 6,118 2,017
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -36,840)
12,510 -15,476 -737 -49,647 -20,781 -37,874 -36,994 1,034 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.6 4.2 0.2 14.4 93.3 93.2 97.8 6.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
56 9 1 6 18 63 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 78,040
COMMITMENTS
32,328 18,180 8,089 19,981 31,910 60,399 58,179 17,642 19,861
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -89,469)
-45,267 -599 1,516 -45,263 -90,065 -89,014 -89,147 -455 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.4 23.3 10.4 25.6 40.9 77.4 74.5 22.6 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 21 10 13 17 35 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 218,063
COMMITMENTS
50,468 40,600 17,192 117,583 140,126 185,242 197,918 32,821 20,146
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -40,556)
-15,014 3,014 -2,625 -17,337 -41,748 -34,975 -41,358 -5,580 803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 18.6 7.9 53.9 64.3 84.9 90.8 15.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
35 21 12 32 25 70 55
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 179,070
COMMITMENTS
67,029 34,850 18,961 41,214 86,434 127,204 140,245 51,865 38,824
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -105,434)
-22,004 9,927 -5,668 -75,624 -105,446 -103,297 -101,187 -2,137 -4,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 19.5 10.6 23.0 48.3 71.0 78.3 29.0 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
43 33 25 30 31 86 76
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 19,080
COMMITMENTS
12,556 2,930 81 3,200 15,991 15,837 19,002 3,243 78
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -8,378)
-1,491 224 -369 -6,086 -6,392 -7,946 -6,537 -432 -1,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.8 15.4 0.4 16.8 83.8 83.0 99.6 17.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
11 5 1 6 10 17 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,735,356
COMMITMENTS
1047079 347,670 6849380 8295972 9070807 16192431 16267857 1542926 1467499
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -4,323,688)
-246,874 -75,104 -2477832 -1670801 -1859197 -4395507 -4412134 71,819 88,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 2.0 38.6 46.8 51.1 91.3 91.7 8.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
68 40 100 132 131 247 236
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 841,097
COMMITMENTS
55,753 71,664 108,064 505,215 496,112 669,033 675,840 172,064 165,257
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 23,443)
-8,577 -13,962 9,187 7,467 42,657 8,077 37,881 15,366 -14,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 8.5 12.8 60.1 59.0 79.5 80.4 20.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
63 50 81 94 64 195 157
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,911,274
COMMITMENTS
349,790 510,298 221,238 1814654 1877465 2385682 2609001 525,592 302,273
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 423,123)
67,851 -47,699 56,084 345,967 326,987 469,901 335,372 -46,779 87,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 17.5 7.6 62.3 64.5 81.9 89.6 18.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
84 108 102 122 117 262 272
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 124,382
COMMITMENTS
8,538 26,540 1,542 99,657 91,518 109,737 119,600 14,645 4,782
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 19,440)
1,099 -7,358 1,418 17,613 27,344 20,130 21,404 -690 -1,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 21.3 1.2 80.1 73.6 88.2 96.2 11.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
9 12 3 41 36 53 48
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,280
COMMITMENTS
8,855 15,510 2,196 45,197 37,647 56,248 55,354 12,032 12,926
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 11,582)
-1,560 1,397 1,628 9,497 11,242 9,565 14,268 2,017 -2,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 22.7 3.2 66.2 55.1 82.4 81.1 17.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
14 18 10 31 27 51 49
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 550,785
COMMITMENTS
104,384 182,788 41,831 326,959 288,113 473,174 512,732 77,611 38,053
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 102,413)
-8,553 -3,966 21,043 93,141 70,007 105,631 87,085 -3,217 15,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 33.2 7.6 59.4 52.3 85.9 93.1 14.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
81 60 33 71 65 167 144
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 56,454
COMMITMENTS
19,347 8,339 722 13,956 38,786 34,025 47,847 22,428 8,607
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -20,793)
-16,743 5,133 159 -3,850 -25,763 -20,434 -20,471 -359 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 14.8 1.3 24.7 68.7 60.3 84.8 39.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 9 3 8 14 22 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 58,575
COMMITMENTS
1,920 15,230 723 39,042 35,587 41,685 51,539 16,890 7,035
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 19,563)
935 939 19 15,150 16,769 16,104 17,727 3,459 1,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 26.0 1.2 66.7 60.8 71.2 88.0 28.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
4 23 6 28 33 37 57
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 845,954
COMMITMENTS
70,193 238,970 36,924 708,228 469,018 815,344 744,911 30,610 101,043
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: 156,256)
3,809 421 22,184 117,863 105,992 143,856 128,596 12,401 27,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 28.2 4.4 83.7 55.4 96.4 88.1 3.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
54 135 67 64 94 149 265
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 62,819
COMMITMENTS
12,457 34,517 191 40,838 20,338 53,486 55,046 9,333 7,772
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -34,340)
1,647 1,052 -11,454 -21,272 -19,789 -31,080 -30,191 -3,260 -4,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 54.9 0.3 65.0 32.4 85.1 87.6 14.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
17 14 4 15 20 33 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 44,647
COMMITMENTS
17,864 975 40 10,982 35,490 28,886 36,505 15,761 8,142
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -22,120)
-754 -2,463 -583 -25,503 2,807 -26,840 -239 4,720 -21,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 2.2 0.1 24.6 79.5 64.7 81.8 35.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 2 1 10 11 19 14
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,439
COMMITMENTS
5,784 709 0 14,223 19,924 20,007 20,633 1,432 806
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -37)
274 425 0 -6 -341 268 84 -305 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 3.3 0.0 66.3 92.9 93.3 96.2 6.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 3 0 6 4 16 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/18/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 23,637
COMMITMENTS
6,115 3,881 1,930 12,422 10,000 20,467 15,811 3,170 7,826
CHANGES FROM 12/11/07 (CHANGE IN OPEN INTEREST: -15,898)
-3,598 -1,274 -2,049 -4,577 -11,237 -10,224 -14,560 -5,674 -1,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 16.4 8.2 52.6 42.3 86.6 66.9 13.4 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
8 3 6 15 19 24 27
Updated December 21, 2007