MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 47,906
COMMITMENTS
5,127 715 8,862 25,214 27,706 39,203 37,283 8,704 10,623
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 1,861)
197 -11 403 345 939 946 1,331 915 529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 1.5 18.5 52.6 57.8 81.8 77.8 18.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
20 4 14 27 26 49 42
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 180,774
COMMITMENTS
31,984 21,850 43,552 80,877 89,968 156,412 155,369 24,362 25,405
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -3,042)
-5,446 -526 -2,921 3,698 528 -4,669 -2,919 1,628 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 12.1 24.1 44.7 49.8 86.5 85.9 13.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
83 46 82 35 39 157 148
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 291,528
COMMITMENTS
64,640 28,888 82,338 118,093 126,839 265,070 238,065 26,458 53,463
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -2,136)
1,189 2,023 -2,062 -881 -58 -1,754 -97 -382 -2,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 9.9 28.2 40.5 43.5 90.9 81.7 9.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
98 53 90 88 133 245 236
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,037
COMMITMENTS
2,857 3,978 1,066 2,606 1,706 6,529 6,750 2,508 2,287
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -367)
15 98 -234 116 -99 -103 -235 -264 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 44.0 11.8 28.8 18.9 72.3 74.7 27.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
24 27 11 16 19 46 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,751
COMMITMENTS
8,986 2,196 3,547 8,828 7,753 21,360 13,495 5,391 13,256
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -2,891)
-52 -214 -444 -1,562 -1,748 -2,058 -2,405 -833 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 8.2 13.3 33.0 29.0 79.8 50.4 20.2 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
48 16 16 43 53 98 81
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 155,016
COMMITMENTS
50,579 42,588 13,524 53,140 70,523 117,242 126,635 37,774 28,382
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 20,379)
13,434 2,867 2,613 1,917 14,149 17,965 19,629 2,414 749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 27.5 8.7 34.3 45.5 75.6 81.7 24.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 36 13 22 22 59 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 84,786
COMMITMENTS
16,556 47,924 2,722 48,193 20,997 67,470 71,643 17,316 13,144
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 2,224)
-6,599 8,387 261 10,555 -5,737 4,217 2,911 -1,992 -686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 56.5 3.2 56.8 24.8 79.6 84.5 20.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 25 5 8 15 29 41
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 107,568
COMMITMENTS
50,776 24,211 1,143 46,442 78,404 98,361 103,758 9,207 3,810
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 26,764)
22,723 1,887 489 2,423 24,561 25,635 26,937 1,129 -173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 22.5 1.1 43.2 72.9 91.4 96.5 8.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
52 18 2 12 18 66 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 156,292
COMMITMENTS
88,325 21,940 8,421 24,599 101,459 121,345 131,820 34,947 24,472
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -3,171)
-7,485 -1,913 753 3,031 -1,235 -3,701 -2,396 530 -775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.5 14.0 5.4 15.7 64.9 77.6 84.3 22.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
46 18 15 18 23 71 49
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 313,623
COMMITMENTS
41,564 166,312 13,942 211,486 96,530 266,992 276,785 46,631 36,838
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 45,426)
9,497 46,213 1,474 29,896 -4,327 40,867 43,360 4,559 2,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 53.0 4.4 67.4 30.8 85.1 88.3 14.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
35 62 19 30 22 72 96
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 278,271
COMMITMENTS
129,836 24,258 30,497 44,541 175,998 204,874 230,753 73,396 47,517
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 7,405)
-2,448 2,299 3,224 6,034 1,618 6,810 7,141 596 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 8.7 11.0 16.0 63.2 73.6 82.9 26.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
72 42 36 32 39 124 97
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 25,253
COMMITMENTS
18,777 1,254 0 3,592 22,385 22,369 23,639 2,884 1,614
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -2,838)
-4,024 -444 0 1,408 -2,304 -2,616 -2,748 -222 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.4 5.0 0.0 14.2 88.6 88.6 93.6 11.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 3 0 9 13 27 16
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 68,340
COMMITMENTS
12,617 0 209 52,636 65,495 65,462 65,704 2,878 2,636
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 3,887)
-794 0 89 5,925 3,516 5,220 3,605 -1,333 282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 0.0 0.3 77.0 95.8 95.8 96.1 4.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 1 15 12 20 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,406,481
COMMITMENTS
1036996 835,961 5436597 10548847 10423673 17022439 16696230 1384042 1710251
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 669,774)
31,342 124,151 320,956 253,536 130,235 605,834 575,343 63,940 94,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 4.5 29.5 57.3 56.6 92.5 90.7 7.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
79 76 137 175 178 322 333
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 800,541
COMMITMENTS
66,666 55,388 107,053 482,390 473,573 656,110 636,014 144,432 164,527
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 6,121)
-602 15,641 6,149 185 -9,937 5,733 11,854 388 -5,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 6.9 13.4 60.3 59.2 82.0 79.4 18.0 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
48 52 71 89 66 182 144
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,094,069
COMMITMENTS
367,695 552,404 108,831 1149194 1243559 1625720 1904794 468,349 189,275
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -39,193)
13,040 -88,562 786 -64,118 38,218 -50,292 -49,559 11,099 10,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 26.4 5.2 54.9 59.4 77.6 91.0 22.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
76 109 77 90 95 214 233
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 8,937
COMMITMENTS
917 0 57 5,249 6,598 6,223 6,655 2,714 2,282
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 615)
-114 0 57 572 448 515 505 100 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.6 58.7 73.8 69.6 74.5 30.4 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 11 10 13 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,590
COMMITMENTS
11,730 26,338 0 67,251 59,919 78,981 86,257 12,609 5,333
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 1,763)
-820 -543 0 2,534 2,247 1,714 1,704 49 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 28.8 0.0 73.4 65.4 86.2 94.2 13.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
14 15 0 39 36 53 51
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,040
COMMITMENTS
7,426 13,498 419 39,472 29,363 47,317 43,280 7,724 11,761
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 186)
-317 176 129 445 1,094 256 1,398 -71 -1,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 24.5 0.8 71.7 53.3 86.0 78.6 14.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
11 22 8 25 26 42 50
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 469,735
COMMITMENTS
155,500 164,221 18,897 232,082 250,075 406,479 433,193 63,256 36,542
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 32,155)
41,974 -15,224 4,471 -14,729 39,741 31,716 28,989 440 3,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 35.0 4.0 49.4 53.2 86.5 92.2 13.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
96 59 19 52 58 160 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 110,105
COMMITMENTS
72,623 8,818 364 7,025 87,152 80,013 96,334 30,092 13,770
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -15,118)
-12,514 100 -9 -647 -14,759 -13,170 -14,668 -1,948 -449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 8.0 0.3 6.4 79.2 72.7 87.5 27.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
42 9 3 11 18 53 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,695
COMMITMENTS
2,791 6,459 0 34,770 30,818 37,561 37,277 4,134 4,418
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: -429)
-1 283 0 1,314 1,832 1,313 2,115 -1,742 -2,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 15.5 0.0 83.4 73.9 90.1 89.4 9.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 17 0 22 21 26 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 491,342
COMMITMENTS
69,834 222,148 12,468 385,948 231,014 468,250 465,630 23,092 25,712
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 21,962)
-3,891 8,569 2,190 24,943 11,640 23,243 22,400 -1,281 -438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 45.2 2.5 78.5 47.0 95.3 94.8 4.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
39 105 49 50 72 131 184
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 56,077
COMMITMENTS
9,805 19,110 533 35,481 22,735 45,819 42,378 10,258 13,699
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 2,724)
426 1,124 -0 2,143 1,633 2,569 2,757 155 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 34.1 1.0 63.3 40.5 81.7 75.6 18.3 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
24 20 5 25 31 50 55
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 55,722
COMMITMENTS
26,321 3,358 425 22,496 30,967 49,242 34,750 6,480 20,972
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 2,511)
1,003 -60 122 1,560 2,048 2,685 2,110 -174 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 6.0 0.8 40.4 55.6 88.4 62.4 11.6 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
27 5 2 21 18 48 25
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,297
COMMITMENTS
4,948 1,101 270 14,278 17,981 19,496 19,352 801 945
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 104)
48 24 0 107 37 155 61 -51 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 5.4 1.3 70.3 88.6 96.1 95.3 3.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
10 5 1 8 3 19 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/01/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 55,467
COMMITMENTS
3,141 16,493 4,305 21,797 25,383 29,243 46,181 26,224 9,286
CHANGES FROM 04/24/07 (CHANGE IN OPEN INTEREST: 506)
50 998 91 549 -1,617 690 -528 -184 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 29.7 7.8 39.3 45.8 52.7 83.3 47.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 22 9 21 26 35 49
Updated April 27, 2007