MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,659
COMMITMENTS
7,317 373 598 18,280 22,559 26,195 23,530 5,464 8,129
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -2,306)
-1,299 -751 98 -328 -919 -1,529 -1,572 -777 -734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 1.2 1.9 57.7 71.3 82.7 74.3 17.3 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 3 9 24 22 42 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 176,879
COMMITMENTS
32,815 22,271 42,111 78,853 87,051 153,779 151,433 23,100 25,446
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -1,015)
1,904 792 1,288 -1,200 -2,750 1,992 -670 -3,007 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 12.6 23.8 44.6 49.2 86.9 85.6 13.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
62 67 70 26 35 132 138
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 298,482
COMMITMENTS
74,190 46,974 75,090 120,915 118,666 270,195 240,730 28,287 57,752
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -40)
531 4,800 -3,076 3,577 -871 1,032 853 -1,072 -893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 15.7 25.2 40.5 39.8 90.5 80.7 9.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
103 57 100 71 131 245 248
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,021
COMMITMENTS
2,523 4,011 1,381 2,318 1,441 6,222 6,833 2,799 2,188
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 895)
-108 274 650 -64 -171 478 753 417 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 44.5 15.3 25.7 16.0 69.0 75.7 31.0 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 31 16 17 18 51 62
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,623
COMMITMENTS
9,386 5,123 3,834 12,314 9,933 25,534 18,890 6,089 12,733
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -2,088)
231 -989 -813 -1,073 121 -1,655 -1,681 -433 -407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 16.2 12.1 38.9 31.4 80.7 59.7 19.3 40.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
42 20 27 31 54 94 91
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 113,096
COMMITMENTS
22,068 57,233 2,232 59,240 29,139 83,540 88,604 29,556 24,492
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -1,388)
-2,545 638 221 -1,688 298 -4,012 1,157 2,624 -2,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 50.6 2.0 52.4 25.8 73.9 78.3 26.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 32 3 17 19 38 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,666
COMMITMENTS
10,294 37,559 0 29,494 8,277 39,788 45,836 17,878 11,830
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 4,946)
-8,303 7,403 0 12,392 -3,486 4,089 3,917 857 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 65.1 0.0 51.1 14.4 69.0 79.5 31.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 21 0 7 10 20 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 73,102
COMMITMENTS
23,449 21,666 654 40,465 45,591 64,568 67,911 8,534 5,191
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 1,412)
-3,269 -1,508 0 -192 1,547 -3,461 39 4,873 1,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 29.6 0.9 55.4 62.4 88.3 92.9 11.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
34 20 1 13 15 47 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 122,932
COMMITMENTS
73,343 17,500 65 18,437 84,038 91,845 101,603 31,087 21,329
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 11,130)
10,074 -3,191 65 620 10,592 10,759 7,466 371 3,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.7 14.2 0.1 15.0 68.4 74.7 82.6 25.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
37 19 2 15 22 53 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 221,748
COMMITMENTS
36,845 100,703 2,377 140,812 81,355 180,034 184,435 41,714 37,313
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 17,675)
-920 15,458 -103 14,867 -5,844 13,844 9,511 3,831 8,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 45.4 1.1 63.5 36.7 81.2 83.2 18.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
33 43 5 28 19 63 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 198,368
COMMITMENTS
118,379 23,301 660 18,325 143,338 137,364 167,299 61,004 31,069
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 5,450)
2,032 695 6 -1,113 5,106 925 5,807 4,525 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.7 11.7 0.3 9.2 72.3 69.2 84.3 30.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
73 29 6 23 27 96 62
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,025
COMMITMENTS
23,361 836 0 1,912 24,441 25,273 25,277 1,752 1,748
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -586)
-463 -200 0 -105 -83 -568 -283 -18 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.4 3.1 0.0 7.1 90.4 93.5 93.5 6.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 1 0 6 15 23 16
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 76,257
COMMITMENTS
14,108 6,364 475 57,351 67,367 71,934 74,206 4,323 2,051
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 4,461)
3,665 -224 0 816 5,501 4,481 5,277 -20 -816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 8.3 0.6 75.2 88.3 94.3 97.3 5.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 1 17 16 22 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,321,104
COMMITMENTS
701,121 483,622 1329545 7237220 7249002 9267886 9062169 1053218 1258935
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 109,360)
-73,747 -138,936 89,085 65,964 121,690 81,302 71,839 28,058 37,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 4.7 12.9 70.1 70.2 89.8 87.8 10.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
64 60 92 141 163 252 277
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 627,963
COMMITMENTS
60,675 32,568 2,444 444,410 453,856 507,529 488,868 120,434 139,095
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 16,476)
4,562 -565 -967 17,513 19,079 21,108 17,547 -4,632 -1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 5.2 0.4 70.8 72.3 80.8 77.8 19.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
53 31 17 80 55 140 96
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,873,931
COMMITMENTS
299,690 646,898 21,600 1049992 1046385 1371282 1714883 502,649 159,048
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 132,421)
6,391 61,183 976 88,941 60,616 96,308 122,775 36,113 9,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 34.5 1.2 56.0 55.8 73.2 91.5 26.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
71 95 27 76 85 163 191
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,388
COMMITMENTS
1,021 0 0 3,968 5,457 4,989 5,457 2,399 1,931
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -66)
53 0 0 -135 -689 -82 -689 16 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 0.0 0.0 53.7 73.9 67.5 73.9 32.5 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 9 13 9
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 87,723
COMMITMENTS
10,652 25,988 0 65,340 57,346 75,992 83,334 11,731 4,389
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 3,015)
812 -3,489 -257 -1,354 7,619 -799 3,873 3,814 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 29.6 0.0 74.5 65.4 86.6 95.0 13.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 14 0 37 35 52 49
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,167
COMMITMENTS
5,515 14,277 86 33,573 24,218 39,174 38,581 6,993 7,586
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -1,000)
-433 333 -4 599 -734 162 -405 -1,162 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 30.9 0.2 72.7 52.5 84.9 83.6 15.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 17 2 25 25 37 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 350,189
COMMITMENTS
88,484 137,020 3,768 225,980 190,222 318,232 331,010 31,957 19,179
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 18,715)
23,258 1,767 2,563 -19,843 12,167 5,978 16,497 12,737 2,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 39.1 1.1 64.5 54.3 90.9 94.5 9.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
75 56 9 46 49 128 107
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,869
COMMITMENTS
87,803 5,972 1,290 4,459 103,094 93,552 110,356 28,317 11,513
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 1,649)
-705 -1,939 28 879 3,064 202 1,153 1,447 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.0 4.9 1.1 3.7 84.6 76.8 90.6 23.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
50 8 1 9 19 59 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,379
COMMITMENTS
1,434 6,858 0 27,531 20,892 28,965 27,750 4,414 5,629
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 774)
390 -696 0 213 1,112 603 416 171 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 20.5 0.0 82.5 62.6 86.8 83.1 13.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
3 15 0 23 20 26 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 416,746
COMMITMENTS
63,897 194,487 2,890 332,390 201,678 399,177 399,055 17,569 17,691
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 3,526)
4,122 783 -519 -237 4,022 3,366 4,286 160 -760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 46.7 0.7 79.8 48.4 95.8 95.8 4.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
35 81 8 49 68 91 150
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 51,162
COMMITMENTS
9,448 17,379 257 31,004 18,851 40,709 36,487 10,453 14,675
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 1,524)
-2,974 -624 -18 4,119 691 1,127 49 397 1,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 34.0 0.5 60.6 36.8 79.6 71.3 20.4 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
16 19 2 20 24 38 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,209
COMMITMENTS
20,085 2,017 635 18,232 23,810 38,952 26,462 8,257 20,747
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -1,311)
-5,287 42 418 2,903 1,559 -1,966 2,019 655 -3,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 4.3 1.3 38.6 50.4 82.5 56.1 17.5 43.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 7 3 19 16 38 25
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,759
COMMITMENTS
5,430 1,469 280 14,116 17,943 19,826 19,692 933 1,067
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 45)
204 -361 -26 -157 348 21 -39 24 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 7.1 1.3 68.0 86.4 95.5 94.9 4.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 5 2 9 5 21 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 49,938
COMMITMENTS
2,871 11,165 3,591 21,079 28,574 27,541 43,330 22,397 6,608
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -3,015)
-631 636 252 449 1,545 70 2,433 -3,085 -5,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 22.4 7.2 42.2 57.2 55.2 86.8 44.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 20 7 21 26 33 46
Updated April 6, 2007