BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,511
COMMITMENTS
67 0 0 3,490 4,441 3,557 4,441 954 70
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 6)
0 0 0 42 7 42 7 -36 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 0.0 77.4 98.4 78.9 98.4 21.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 10 16 10
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,369
COMMITMENTS
9,304 1,300 714 21,509 27,857 31,527 29,871 5,842 7,498
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -23)
131 98 -146 -92 155 -107 107 84 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 3.5 1.9 57.6 74.5 84.4 79.9 15.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 4 11 24 22 47 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 169,978
COMMITMENTS
31,978 52,579 36,078 83,999 51,326 152,055 139,983 17,923 29,995
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 542)
498 3,465 -2,255 1,058 -2,018 -699 -808 1,241 1,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 30.9 21.2 49.4 30.2 89.5 82.4 10.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
45 100 76 29 37 130 175
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,572
COMMITMENTS
58,623 42,518 39,083 111,121 100,202 208,827 181,803 20,745 47,769
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 9,329)
8,589 2,457 -958 -1,979 3,602 5,652 5,101 3,677 4,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 18.5 17.0 48.4 43.6 91.0 79.2 9.0 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
77 65 72 51 118 172 221
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,130
COMMITMENTS
2,822 1,950 838 1,800 2,530 5,460 5,318 1,670 1,812
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -354)
68 -104 -140 -1 154 -73 -90 -281 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 27.3 11.8 25.2 35.5 76.6 74.6 23.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
20 18 8 15 28 42 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,557
COMMITMENTS
9,185 5,008 3,142 7,817 4,541 20,144 12,691 5,413 12,866
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 2,047)
1,213 -465 767 69 437 2,049 739 -2 1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 19.6 12.3 30.6 17.8 78.8 49.7 21.2 50.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
39 26 25 27 39 86 77
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,434
COMMITMENTS
82,889 15,511 1,483 22,255 106,004 106,627 122,998 36,807 20,436
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 299)
3,236 1,111 -6 -4,654 2,000 -1,424 3,105 1,723 -2,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.8 10.8 1.0 15.5 73.9 74.3 85.8 25.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
38 15 3 17 19 57 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 102,992
COMMITMENTS
20,339 58,411 0 70,250 26,864 90,589 85,275 12,403 17,717
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 7,962)
5,463 9,960 0 446 -503 5,909 9,457 2,053 -1,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 56.7 0.0 68.2 26.1 88.0 82.8 12.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
19 27 0 10 11 29 38
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 95,605
COMMITMENTS
59,061 6,849 371 26,730 85,855 86,162 93,075 9,443 2,530
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 1,016)
3,445 13 43 -1,514 1,270 1,974 1,326 -958 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.8 7.2 0.4 28.0 89.8 90.1 97.4 9.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
53 12 2 13 20 67 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 156,362
COMMITMENTS
112,950 24,419 548 8,054 105,737 121,552 130,704 34,810 25,658
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -8,277)
-9,429 213 -120 -711 -7,651 -10,260 -7,558 1,983 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.2 15.6 0.4 5.2 67.6 77.7 83.6 22.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
49 19 5 14 18 67 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 320,333
COMMITMENTS
51,549 177,439 530 226,591 104,651 278,670 282,620 41,663 37,713
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -6,478)
8,176 -21,072 -4 -17,673 13,217 -9,501 -7,859 3,023 1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 55.4 0.2 70.7 32.7 87.0 88.2 13.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
39 56 4 28 25 69 83
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 223,674
COMMITMENTS
129,843 26,947 1,561 27,319 157,712 158,723 186,220 64,951 37,454
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 28,674)
28,200 1,828 231 -2,282 20,790 26,149 22,849 2,525 5,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.1 12.0 0.7 12.2 70.5 71.0 83.3 29.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
64 32 9 26 33 95 69
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,167
COMMITMENTS
25,480 2,230 374 12,028 36,581 37,882 39,185 3,285 1,982
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -149)
-31 -387 -6 420 198 383 -195 -532 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.9 5.4 0.9 29.2 88.9 92.0 95.2 8.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 7 1 9 10 25 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 85,134
COMMITMENTS
12,030 26,680 2,241 64,363 52,935 78,634 81,856 6,500 3,278
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -1,253)
-857 -2,425 0 -380 950 -1,237 -1,475 -16 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 31.3 2.6 75.6 62.2 92.4 96.1 7.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 2 2 18 15 25 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,019,923
COMMITMENTS
1547131 744,426 975,267 7417426 7879307 9939824 9599000 1080099 1420923
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 434,956)
94,791 132,802 108,108 187,808 178,782 390,707 419,692 44,249 15,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 6.8 8.9 67.3 71.5 90.2 87.1 9.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
70 58 92 151 162 264 282
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 598,046
COMMITMENTS
42,262 87,010 7,204 431,077 418,049 480,543 512,263 117,503 85,783
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 1,358)
-1,500 4,585 -128 -2,538 1,638 -4,166 6,095 5,524 -4,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 14.5 1.2 72.1 69.9 80.4 85.7 19.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
35 43 17 82 58 128 107
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,682,680
COMMITMENTS
350,879 544,207 31,064 1128674 941,072 1510617 1516343 172,063 166,337
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 62,756)
-7,261 41,517 -5,132 87,279 -2,768 74,886 33,617 -12,130 29,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 32.3 1.8 67.1 55.9 89.8 90.1 10.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
70 105 37 89 95 180 216
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,915
COMMITMENTS
9,863 28,481 0 72,271 59,756 82,134 88,237 9,781 3,678
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 1,765)
-621 -793 0 3,581 1,934 2,960 1,141 -1,195 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 31.0 0.0 78.6 65.0 89.4 96.0 10.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
13 18 0 39 37 52 55
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,447
COMMITMENTS
6,831 16,825 17 44,059 36,041 50,907 52,883 9,540 7,564
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -2,037)
-572 25 -8 -563 -685 -1,143 -668 -894 -1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 27.8 0.0 72.9 59.6 84.2 87.5 15.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 12 2 24 20 34 33
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 395,988
COMMITMENTS
137,073 104,877 8,194 225,573 260,750 370,840 373,821 25,148 22,167
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 787)
-1,120 13,198 2,080 -2,029 -9,437 -1,069 5,841 1,856 -5,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 26.5 2.1 57.0 65.8 93.6 94.4 6.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
88 59 12 47 48 141 113
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 110,984
COMMITMENTS
69,945 4,787 829 6,466 93,890 77,240 99,506 33,744 11,478
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 1,837)
1,892 -5,169 15 -3,705 4,826 -1,798 -328 3,635 2,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.0 4.3 0.7 5.8 84.6 69.6 89.7 30.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
40 6 2 6 12 46 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 39,173
COMMITMENTS
265 8,249 0 33,397 25,669 33,662 33,918 5,511 5,255
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 2,417)
27 170 0 2,127 2,248 2,154 2,418 263 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.7 21.1 0.0 85.3 65.5 85.9 86.6 14.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 16 0 20 19 21 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 565,219
COMMITMENTS
75,502 259,441 1,371 474,699 276,393 551,572 537,205 13,647 28,014
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 23,776)
1,386 8,720 -645 23,508 12,582 24,249 20,657 -473 3,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 45.9 0.2 84.0 48.9 97.6 95.0 2.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
30 108 8 56 80 90 192
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 50,411
COMMITMENTS
11,158 14,220 2 28,797 25,472 39,957 39,694 10,454 10,717
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -915)
-1,610 502 0 1,168 -370 -442 132 -473 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 28.2 0.0 57.1 50.5 79.3 78.7 20.7 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 17 2 21 22 43 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 40,358
COMMITMENTS
19,306 3,364 166 14,652 19,236 34,124 22,766 6,234 17,592
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 555)
-1,589 678 63 184 716 -1,342 1,457 1,897 -902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 8.3 0.4 36.3 47.7 84.6 56.4 15.4 43.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
23 6 1 13 14 36 21
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,070
COMMITMENTS
5,478 1,449 216 13,602 18,320 19,296 19,985 2,774 2,085
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 1,789)
89 327 -59 -113 -43 -83 225 1,872 1,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 6.6 1.0 61.6 83.0 87.4 90.6 12.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 1 8 4 15 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 39,377
COMMITMENTS
6,569 8,774 3,141 19,385 17,189 29,095 29,104 10,282 10,273
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 843)
1,464 -50 12 572 108 2,048 70 -1,205 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 22.3 8.0 49.2 43.7 73.9 73.9 26.1 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 13 7 22 22 35 39
Updated July 13, 2007