MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,714
COMMITMENTS
11,439 891 1,124 19,620 28,337 32,183 30,352 6,531 8,362
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 1,140)
1,627 -7 97 -590 1,222 1,134 1,312 6 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 2.3 2.9 50.7 73.2 83.1 78.4 16.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
22 4 15 24 22 51 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 182,184
COMMITMENTS
41,003 40,608 35,964 81,405 79,364 158,372 155,936 23,812 26,248
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -1,947)
1,495 1,896 -4,843 -1,066 -1,188 -4,414 -4,135 2,467 2,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 22.3 19.7 44.7 43.6 86.9 85.6 13.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
74 77 85 27 35 155 152
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 243,270
COMMITMENTS
57,108 32,586 45,453 117,409 113,319 219,970 191,358 23,300 51,912
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -7,788)
-2,530 -307 -1,832 -2,847 -5,938 -7,209 -8,077 -579 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 13.4 18.7 48.3 46.6 90.4 78.7 9.6 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
72 68 72 71 125 192 233
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,330
COMMITMENTS
2,706 2,654 1,606 1,952 1,995 6,264 6,255 2,066 2,075
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 325)
45 -91 155 35 104 235 168 90 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 31.9 19.3 23.4 23.9 75.2 75.1 24.8 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 25 16 17 23 50 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,730
COMMITMENTS
7,853 4,825 1,248 8,237 4,853 17,338 10,926 4,392 10,804
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 723)
-140 1,039 244 626 -489 730 794 -7 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 22.2 5.7 37.9 22.3 79.8 50.3 20.2 49.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
29 29 14 27 44 67 78
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 232,090
COMMITMENTS
98,404 36,399 4,125 95,888 165,135 198,417 205,659 33,673 26,431
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 47,368)
12,923 -5,224 1,354 35,390 51,822 49,667 47,952 -2,299 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 15.7 1.8 41.3 71.2 85.5 88.6 14.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
47 22 8 22 24 76 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 155,140
COMMITMENTS
10,341 89,522 1,074 131,863 43,904 143,278 134,500 11,862 20,640
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 55,593)
-1,195 19,734 549 55,573 34,726 54,927 55,009 666 584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 57.7 0.7 85.0 28.3 92.4 86.7 7.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 42 4 14 13 28 57
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 138,039
COMMITMENTS
72,598 16,268 4,392 50,730 112,620 127,720 133,280 10,319 4,759
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -3,393)
-24,767 9,959 1,097 20,127 -15,101 -3,543 -4,045 150 652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.6 11.8 3.2 36.8 81.6 92.5 96.6 7.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
59 17 9 14 24 79 45
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 133,395
COMMITMENTS
63,644 24,227 3,755 39,569 84,461 106,968 112,443 26,427 20,952
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -8,919)
-22,355 88 3,241 17,181 -12,778 -1,933 -9,449 -6,986 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 18.2 2.8 29.7 63.3 80.2 84.3 19.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
31 18 10 23 24 60 46
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 380,532
COMMITMENTS
48,791 176,353 2,091 279,030 162,878 329,912 341,322 50,620 39,210
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 69,244)
-4,990 -1,434 994 69,201 65,066 65,205 64,626 4,039 4,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 46.3 0.5 73.3 42.8 86.7 89.7 13.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
39 65 12 35 24 80 95
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 227,892
COMMITMENTS
93,562 42,924 2,945 71,199 140,403 167,706 186,272 60,186 41,620
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 12,944)
-25,779 8,548 216 37,702 3,446 12,139 12,210 805 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 18.8 1.3 31.2 61.6 73.6 81.7 26.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
55 39 20 35 34 97 86
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 55,629
COMMITMENTS
27,973 1,577 18 24,618 52,210 52,609 53,805 3,020 1,824
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 28,101)
6,763 285 12 20,795 27,394 27,570 27,691 531 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 2.8 0.0 44.3 93.9 94.6 96.7 5.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
21 2 1 10 17 31 20
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 58,606
COMMITMENTS
5,818 22,753 2,585 46,516 28,524 54,919 53,862 3,687 4,744
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 1,573)
-294 -194 161 1,438 1,010 1,305 977 268 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 38.8 4.4 79.4 48.7 93.7 91.9 6.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 16 12 20 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,887,492
COMMITMENTS
1578518 1146376 999,543 8128638 8232911 10706699 10378830 1180793 1508662
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -129,871)
134,083 -72,921 -186,939 -53,183 96,213 -106,039 -163,647 -23,832 33,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 9.6 8.4 68.4 69.3 90.1 87.3 9.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
78 54 96 152 173 266 298
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 768,946
COMMITMENTS
58,401 68,345 27,949 525,062 529,037 611,412 625,331 157,534 143,615
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 65,412)
-2,585 3,996 5,184 49,828 52,264 52,427 61,444 12,985 3,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 8.9 3.6 68.3 68.8 79.5 81.3 20.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
43 42 37 99 66 162 126
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,861,518
COMMITMENTS
478,837 745,970 100,544 1839955 1719044 2419336 2565558 442,182 295,960
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 456,404)
-15,779 -13,274 68,224 361,494 282,426 413,939 337,376 42,465 119,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 26.1 3.5 64.3 60.1 84.5 89.7 15.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
88 106 71 109 102 236 241
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,882
COMMITMENTS
953 0 0 7,666 8,626 8,619 8,626 3,263 3,256
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 2,232)
62 0 0 1,522 1,423 1,584 1,423 648 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 0.0 0.0 64.5 72.6 72.5 72.6 27.5 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 14 14 16 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 122,943
COMMITMENTS
12,181 28,692 685 92,002 85,460 104,868 114,837 18,075 8,106
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 26,262)
-450 1,516 685 20,748 19,587 20,983 21,788 5,279 4,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 23.3 0.6 74.8 69.5 85.3 93.4 14.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
17 15 2 45 42 63 59
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,436
COMMITMENTS
5,247 13,886 2,310 55,074 46,575 62,631 62,771 12,805 12,665
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 13,735)
-1,785 -71 2,283 7,721 9,431 8,219 11,643 5,516 2,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 18.4 3.1 73.0 61.7 83.0 83.2 17.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
10 18 7 30 28 45 49
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 605,929
COMMITMENTS
146,359 203,800 16,096 383,160 337,438 545,615 557,334 60,314 48,595
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 128,674)
-17,040 6,912 12,720 117,835 83,346 113,515 102,978 15,159 25,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 33.6 2.7 63.2 55.7 90.0 92.0 10.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
79 74 28 62 67 159 151
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 157,047
COMMITMENTS
90,443 17,069 1,821 29,955 125,734 122,219 144,624 34,828 12,423
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 34,927)
5,337 9,219 1,423 23,356 23,780 30,116 34,422 4,811 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.6 10.9 1.2 19.1 80.1 77.8 92.1 22.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
44 10 4 10 17 55 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 61,023
COMMITMENTS
2,420 8,271 1,361 50,370 43,562 54,151 53,194 6,872 7,829
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 9,873)
12 80 861 6,785 6,588 7,658 7,529 2,215 2,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 13.6 2.2 82.5 71.4 88.7 87.2 11.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 15 3 27 28 33 46
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 715,932
COMMITMENTS
65,140 265,256 14,240 603,647 397,436 683,027 676,932 32,905 39,000
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 115,170)
-7,051 223 11,419 91,821 87,989 96,189 99,631 18,981 15,539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 37.1 2.0 84.3 55.5 95.4 94.6 4.6 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
43 95 25 66 85 121 193
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 49,932
COMMITMENTS
8,940 12,961 98 29,307 23,786 38,345 36,845 11,587 13,087
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -33,503)
-4,212 -3,647 -5,093 -19,015 -17,263 -28,320 -26,003 -5,183 -7,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 26.0 0.2 58.7 47.6 76.8 73.8 23.2 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
17 16 3 19 19 37 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,023
COMMITMENTS
15,554 815 112 14,780 14,447 30,446 15,374 7,577 22,649
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -32,764)
-8,147 -3,985 -1,120 -13,802 -21,377 -23,069 -26,482 -9,695 -6,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 2.1 0.3 38.9 38.0 80.1 40.4 19.9 59.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 3 1 13 13 30 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,011
COMMITMENTS
5,048 1,233 319 14,412 18,405 19,779 19,957 1,232 1,054
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 591)
0 195 49 3 -98 52 146 539 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 5.9 1.5 68.6 87.6 94.1 95.0 5.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 6 3 7 5 18 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 61,044
COMMITMENTS
5,669 15,422 4,312 24,065 28,768 34,046 48,502 26,998 12,542
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 449)
3,507 -2,923 -1,198 -721 1,803 1,588 -2,318 -1,139 2,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 25.3 7.1 39.4 47.1 55.8 79.5 44.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 18 10 25 25 40 46
Updated June 15, 2007