MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 42,323
COMMITMENTS
3,337 573 7,316 23,964 24,078 34,616 31,967 7,706 10,356
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 1,648)
-271 -91 647 504 462 880 1,018 768 630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 1.4 17.3 56.6 56.9 81.8 75.5 18.2 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 7 12 29 27 47 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 182,102
COMMITMENTS
33,648 22,076 43,022 80,294 90,848 156,965 155,947 25,137 26,155
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -3,301)
843 756 -3,726 -807 566 -3,690 -2,404 389 -897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 12.1 23.6 44.1 49.9 86.2 85.6 13.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
67 53 69 34 38 137 136
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 316,785
COMMITMENTS
75,300 32,198 89,250 122,158 133,095 286,709 254,543 30,076 62,242
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -16,706)
191 -23 -12,925 -3,833 -2,278 -16,567 -15,226 -140 -1,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 10.2 28.2 38.6 42.0 90.5 80.4 9.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
127 46 103 96 143 280 263
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,027
COMMITMENTS
2,515 3,969 1,290 2,421 1,599 6,226 6,859 2,801 2,168
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -494)
39 -45 -325 39 23 -248 -347 -246 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 44.0 14.3 26.8 17.7 69.0 76.0 31.0 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 32 17 18 20 56 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,816
COMMITMENTS
10,157 3,001 4,258 11,677 10,601 26,092 17,860 6,724 14,956
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -1,422)
499 -842 -1,466 -750 -4 -1,718 -2,311 296 889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 9.1 13.0 35.6 32.3 79.5 54.4 20.5 45.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
45 18 27 42 64 106 98
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 118,460
COMMITMENTS
22,906 38,697 6,357 57,980 45,508 87,243 90,563 31,216 27,897
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -3,761)
981 -19,573 258 -4,019 14,375 -2,781 -4,941 -980 1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 32.7 5.4 48.9 38.4 73.6 76.5 26.4 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 32 9 21 23 48 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,641
COMMITMENTS
13,247 36,688 1,763 33,381 11,365 48,391 49,817 14,250 12,824
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -246)
2,897 -836 -543 2,158 860 4,512 -520 -4,758 275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 58.6 2.8 53.3 18.1 77.3 79.5 22.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 21 2 6 12 22 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 75,109
COMMITMENTS
30,440 16,696 654 36,719 54,854 67,813 72,204 7,296 2,905
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 2,006)
6,991 -4,970 0 -3,746 9,263 3,245 4,293 -1,239 -2,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 22.2 0.9 48.9 73.0 90.3 96.1 9.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
40 15 1 13 16 53 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 128,016
COMMITMENTS
70,240 20,564 4,460 23,320 79,789 98,020 104,813 29,996 23,203
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -6,098)
-2,979 4,861 -2,777 2,320 -8,008 -3,436 -5,924 -2,661 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.9 16.1 3.5 18.2 62.3 76.6 81.9 23.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
41 13 11 15 18 58 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 260,886
COMMITMENTS
36,957 107,880 13,382 164,334 100,697 214,673 221,958 46,214 38,928
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 4,187)
6,181 6,987 -2,312 -439 182 3,430 4,857 757 -670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 41.4 5.1 63.0 38.6 82.3 85.1 17.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
36 43 17 29 20 72 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 238,898
COMMITMENTS
124,322 20,754 17,535 30,556 159,174 172,413 197,464 66,485 41,434
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 7,266)
10,558 -372 -4,983 1,184 8,309 6,759 2,954 507 4,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 8.7 7.3 12.8 66.6 72.2 82.7 27.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
69 38 29 30 31 117 80
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,383
COMMITMENTS
21,068 1,001 0 1,916 22,835 22,984 23,836 2,399 1,547
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -1,642)
-2,293 165 0 4 -1,606 -2,289 -1,441 647 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.0 3.9 0.0 7.5 90.0 90.5 93.9 9.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
16 1 0 6 14 22 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 78,840
COMMITMENTS
13,712 7,219 630 60,889 67,604 75,231 75,453 3,609 3,387
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 2,583)
-396 855 155 3,538 237 3,297 1,247 -714 1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 9.2 0.8 77.2 85.7 95.4 95.7 4.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 1 18 15 23 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,730,072
COMMITMENTS
1060519 660,786 4887595 9682255 9781056 15630369 15329437 1099704 1400636
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 144,128)
182,807 122,513 -180,238 212,820 181,633 215,389 123,908 -71,261 20,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 3.9 29.2 57.9 58.5 93.4 91.6 6.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
64 79 126 176 179 313 321
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 798,712
COMMITMENTS
67,801 33,367 112,171 477,121 477,806 657,093 623,344 141,619 175,368
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 15,812)
-5,390 -2,338 9,666 8,377 3,472 12,654 10,799 3,158 5,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 4.2 14.0 59.7 59.8 82.3 78.0 17.7 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
59 47 81 91 63 192 149
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,996,668
COMMITMENTS
298,880 619,940 117,026 1098388 1096912 1514294 1833879 482,374 162,789
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 21,190)
2,683 -17,996 13,783 31,486 36,538 47,952 32,324 -26,762 -11,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 31.0 5.9 55.0 54.9 75.8 91.8 24.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
67 116 77 87 92 211 228
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,717
COMMITMENTS
1,060 0 0 4,208 5,748 5,268 5,748 2,449 1,969
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 329)
39 0 0 240 291 279 291 50 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 0.0 0.0 54.5 74.5 68.3 74.5 31.7 25.5
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 87,997
COMMITMENTS
11,585 25,564 0 64,866 56,895 76,451 82,459 11,546 5,538
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 274)
933 -424 0 -474 -451 459 -875 -185 1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 29.1 0.0 73.7 64.7 86.9 93.7 13.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 13 0 37 31 52 44
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,364
COMMITMENTS
6,800 14,074 292 34,810 24,669 41,902 39,035 7,462 10,329
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 2,567)
1,260 -170 3 1,040 345 2,302 178 264 2,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 28.5 0.6 70.5 50.0 84.9 79.1 15.1 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
13 18 6 26 25 42 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 389,298
COMMITMENTS
74,627 150,843 9,360 262,907 208,756 346,894 368,959 42,404 20,339
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 29,285)
-14,716 12,710 -577 34,417 16,634 19,124 28,766 10,161 519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 38.7 2.4 67.5 53.6 89.1 94.8 10.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
68 61 16 49 55 129 120
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 119,193
COMMITMENTS
80,596 6,222 1,555 5,364 96,347 87,514 104,124 31,679 15,070
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -4,269)
-7,246 250 34 677 -7,160 -6,535 -6,875 2,266 2,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.6 5.2 1.3 4.5 80.8 73.4 87.4 26.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
45 8 3 12 17 57 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,577
COMMITMENTS
1,486 6,523 0 28,460 23,121 29,947 29,644 3,630 3,933
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 194)
52 -336 0 928 2,229 980 1,893 -786 -1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 19.4 0.0 84.8 68.9 89.2 88.3 10.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 16 1 24 21 28 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 441,470
COMMITMENTS
70,244 203,347 11,720 340,085 207,721 422,049 422,788 19,421 18,682
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 8,834)
3,592 7,650 -998 4,920 3,616 7,514 10,268 1,319 -1,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 46.1 2.7 77.0 47.1 95.6 95.8 4.4 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
38 108 51 49 68 131 183
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,017
COMMITMENTS
9,926 15,861 241 27,623 18,153 37,790 34,255 10,227 13,761
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: -3,155)
472 -1,518 -17 -3,384 -706 -2,929 -2,241 -226 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 33.0 0.5 57.5 37.8 78.7 71.3 21.3 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
22 16 5 19 26 42 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,281
COMMITMENTS
21,054 1,515 271 17,656 27,071 38,981 28,857 8,300 18,424
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 72)
969 -502 -364 -576 3,261 29 2,395 43 -2,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 3.2 0.6 37.3 57.3 82.4 61.0 17.6 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
20 5 1 16 19 36 25
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,320
COMMITMENTS
5,271 1,678 289 14,033 18,204 19,593 20,171 1,727 1,149
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 561)
-159 209 9 -83 261 -233 479 794 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 7.9 1.4 65.8 85.4 91.9 94.6 8.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 6 2 8 5 18 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 50,840
COMMITMENTS
3,303 11,654 3,629 21,139 28,741 28,071 44,024 22,769 6,816
CHANGES FROM 04/03/07 (CHANGE IN OPEN INTEREST: 902)
432 489 38 60 167 530 694 372 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 22.9 7.1 41.6 56.5 55.2 86.6 44.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 20 7 21 27 33 47
Updated April 13, 2007