MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,390
COMMITMENTS
6,805 1,091 501 17,659 20,752 24,965 22,344 5,425 8,046
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -2,349)
-696 -643 -74 -881 -1,181 -1,651 -1,898 -698 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 3.6 1.6 58.1 68.3 82.1 73.5 17.9 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
13 8 9 23 21 40 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 180,816
COMMITMENTS
33,661 20,541 37,958 82,220 93,841 153,839 152,340 26,977 28,476
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,232)
-1,414 -1,681 -3,121 3,020 1,807 -1,515 -2,995 283 1,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 11.4 21.0 45.5 51.9 85.1 84.3 14.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
65 69 94 29 42 162 160
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,424
COMMITMENTS
338 256 146 243 252 727 654 697 770
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -99)
-159 52 81 47 21 -31 154 -68 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 18.0 10.3 17.1 17.7 51.1 45.9 48.9 54.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 6 3 4 4 15 11
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 285,021
COMMITMENTS
74,624 37,011 58,724 123,486 128,302 256,834 224,037 28,187 60,984
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 1,419)
-2,620 -938 3,333 1,621 -1,634 2,334 761 -915 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 13.0 20.6 43.3 45.0 90.1 78.6 9.9 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
102 65 103 81 147 264 264
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,042
COMMITMENTS
2,547 3,363 597 1,875 1,126 5,019 5,086 2,023 1,956
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -7)
-26 -253 18 -5 33 -13 -202 6 195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 47.8 8.5 26.6 16.0 71.3 72.2 28.7 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
21 28 9 11 15 38 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,846
COMMITMENTS
10,100 6,251 5,327 13,585 9,418 29,012 20,996 6,834 14,850
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -653)
-48 -1,047 -614 -100 591 -762 -1,070 109 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 17.4 14.9 37.9 26.3 80.9 58.6 19.1 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
39 24 30 40 51 101 97
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 156,871
COMMITMENTS
21,585 96,510 2,969 103,674 31,004 128,228 130,483 28,643 26,388
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 19,095)
4,022 22,523 304 16,644 -1,642 20,970 21,185 -1,875 -2,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 61.5 1.9 66.1 19.8 81.7 83.2 18.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 38 4 19 21 41 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 83,320
COMMITMENTS
16,859 38,726 140 48,582 32,079 65,581 70,945 17,739 12,375
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -20,058)
1,036 -21,782 133 -19,736 6,069 -18,567 -15,580 -1,491 -4,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 46.5 0.2 58.3 38.5 78.7 85.1 21.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
18 17 2 13 15 32 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 102,082
COMMITMENTS
30,810 46,405 1,751 66,234 49,740 98,795 97,896 3,287 4,186
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 7,326)
-2,852 12,925 1,626 9,542 -7,417 8,316 7,134 -990 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 45.5 1.7 64.9 48.7 96.8 95.9 3.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 43 7 20 12 48 60
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 152,524
COMMITMENTS
57,219 29,826 583 65,622 101,299 123,424 131,708 29,100 20,816
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -7,710)
-31,094 9,541 349 32,900 -14,441 2,155 -4,551 -9,865 -3,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 19.6 0.4 43.0 66.4 80.9 86.4 19.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
29 22 3 21 19 52 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 278,491
COMMITMENTS
30,479 93,365 5,152 202,412 146,414 238,043 244,931 40,448 33,560
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -49,804)
-8,904 -60,644 2,332 -33,957 12,737 -40,529 -45,575 -9,275 -4,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 33.5 1.8 72.7 52.6 85.5 87.9 14.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
29 47 14 27 24 65 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 201,319
COMMITMENTS
107,164 18,485 2,323 36,846 152,682 146,333 173,490 54,986 27,829
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -20,152)
-16,344 -2,425 -415 3,370 -12,414 -13,389 -15,254 -6,763 -4,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.2 9.2 1.2 18.3 75.8 72.7 86.2 27.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
63 27 17 30 26 103 60
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,159
COMMITMENTS
14,404 115 105 4,468 19,240 18,977 19,460 2,182 1,699
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,620)
-2,394 -177 105 1,045 -1,784 -1,244 -1,856 -376 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.1 0.5 0.5 21.1 90.9 89.7 92.0 10.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 1 1 10 12 25 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 54,354
COMMITMENTS
11,370 1,035 1 40,691 50,806 52,062 51,842 2,292 2,512
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -12,793)
-17 -5,354 1 -10,180 -4,416 -10,196 -9,769 -2,597 -3,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 1.9 0.0 74.9 93.5 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 1 13 10 18 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,156,583
COMMITMENTS
966,516 391,747 1287938 7870353 8176121 10124807 9855806 1031776 1300777
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 103,290)
-110,171 -224,821 34,258 330,681 448,681 254,768 258,118 -151,478 -154,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 3.5 11.5 70.5 73.3 90.8 88.3 9.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
62 56 92 152 175 264 283
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 668,743
COMMITMENTS
63,566 57,579 9,351 456,490 493,138 529,407 560,068 139,336 108,675
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 12,288)
-2,427 2,092 1,551 18,693 9,617 17,817 13,260 -5,529 -972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 8.6 1.4 68.3 73.7 79.2 83.7 20.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
42 44 24 84 51 138 107
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,101,358
COMMITMENTS
341,698 465,385 53,317 1366754 1399204 1761769 1917906 339,589 183,452
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 94,936)
-78,939 15,689 -11,245 224,418 60,865 134,234 65,309 -39,298 29,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 22.1 2.5 65.0 66.6 83.8 91.3 16.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
76 108 46 85 87 182 220
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,879
COMMITMENTS
987 0 0 3,841 5,704 4,828 5,704 3,051 2,175
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -351)
-356 0 0 -202 -185 -558 -185 207 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 0.0 0.0 48.7 72.4 61.3 72.4 38.7 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 11 13 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,687
COMMITMENTS
8,915 33,619 451 59,450 40,486 68,816 74,556 9,871 4,131
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,870)
-3,405 -1,772 80 3,756 785 431 -907 -2,301 -963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 42.7 0.6 75.6 51.5 87.5 94.8 12.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 15 3 40 31 55 48
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,607
COMMITMENTS
9,763 8,563 46 28,044 42,115 37,853 50,724 19,754 6,883
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 1,812)
-3,892 1,994 -478 414 588 -3,956 2,104 5,768 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 14.9 0.1 48.7 73.1 65.7 88.1 34.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
14 14 3 27 31 42 48
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 438,592
COMMITMENTS
63,195 148,416 3,886 324,337 185,376 391,418 337,678 47,174 100,914
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 59,517)
-49,318 -15,195 46 104,107 11,931 54,835 -3,218 4,682 62,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 33.8 0.9 73.9 42.3 89.2 77.0 10.8 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
66 72 13 58 52 132 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 120,959
COMMITMENTS
45,971 18,961 1,352 49,184 89,906 96,507 110,219 24,452 10,740
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -19,077)
-46,698 9,367 1,329 32,977 -28,580 -12,392 -17,884 -6,685 -1,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 15.7 1.1 40.7 74.3 79.8 91.1 20.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
32 8 1 13 14 45 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 44,076
COMMITMENTS
1,783 5,371 0 36,534 33,576 38,317 38,947 5,759 5,129
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 6,791)
-131 1,292 -17 5,392 5,447 5,244 6,722 1,547 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 12.2 0.0 82.9 76.2 86.9 88.4 13.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
2 13 0 25 27 27 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 486,855
COMMITMENTS
63,888 179,509 4,847 400,259 271,606 468,994 455,962 17,861 30,893
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 44,310)
-3,085 -52 -1,114 54,202 33,519 50,003 32,353 -5,693 11,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 36.9 1.0 82.2 55.8 96.3 93.7 3.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
29 91 12 52 75 87 172
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 70,004
COMMITMENTS
11,158 16,420 11,925 32,711 28,820 55,794 57,165 14,210 12,839
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 12,991)
1,373 -1,110 10,930 -624 1,118 11,679 10,938 1,312 2,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 23.5 17.0 46.7 41.2 79.7 81.7 20.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
19 14 11 29 27 58 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 88,406
COMMITMENTS
11,092 8,025 9,837 34,525 37,442 55,454 55,304 32,952 33,102
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 32,907)
-20 3,598 8,048 6,697 -434 14,725 11,212 18,182 21,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 9.1 11.1 39.1 42.4 62.7 62.6 37.3 37.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 17 8 22 22 47 43
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,484
COMMITMENTS
6,511 1,959 311 14,264 18,483 21,086 20,753 398 731
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 1,102)
711 436 -5 239 404 945 835 157 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 9.1 1.4 66.4 86.0 98.1 96.6 1.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 8 2 7 4 16 13
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 67,734
COMMITMENTS
3,133 14,820 6,228 30,207 32,879 39,568 53,927 28,166 13,807
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,049)
25 -1,439 -856 -4,597 -3,355 -5,428 -5,650 4,379 4,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 21.9 9.2 44.6 48.5 58.4 79.6 41.6 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 21 12 26 26 43 52
Updated March 9, 2007