MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,003
COMMITMENTS
6,377 858 8,022 25,800 28,953 40,198 37,832 7,804 10,170
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,845)
778 1 -67 952 1,753 1,663 1,687 182 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 1.8 16.7 53.7 60.3 83.7 78.8 16.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
21 5 15 28 26 52 43
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 184,042
COMMITMENTS
33,357 26,972 46,990 80,486 84,045 160,833 158,007 23,209 26,035
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 2,287)
49 2,086 4,700 -1,605 -3,718 3,145 3,068 -858 -781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 14.7 25.5 43.7 45.7 87.4 85.9 12.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
73 59 85 33 34 153 155
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 289,122
COMMITMENTS
66,799 28,861 71,586 123,405 132,428 261,790 232,875 27,332 56,247
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 8,495)
2,984 378 1,876 3,165 4,647 8,026 6,901 469 1,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 10.0 24.8 42.7 45.8 90.5 80.5 9.5 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
96 57 96 102 144 262 255
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,550
COMMITMENTS
2,539 3,986 632 2,244 1,012 5,415 5,630 2,135 1,920
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -946)
-365 -149 -28 -439 -773 -831 -950 -114 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 52.8 8.4 29.7 13.4 71.7 74.6 28.3 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
24 28 13 18 20 48 60
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,089
COMMITMENTS
8,262 1,251 3,777 7,924 6,886 19,964 11,914 5,125 13,175
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 669)
212 -916 485 -168 -52 529 -484 141 1,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 5.0 15.1 31.6 27.4 79.6 47.5 20.4 52.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
51 16 21 42 52 104 82
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 182,678
COMMITMENTS
82,033 38,059 9,402 53,171 105,977 144,606 153,438 38,072 29,240
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 23,998)
17,279 -8,013 -370 4,226 31,308 21,135 22,925 2,863 1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 20.8 5.1 29.1 58.0 79.2 84.0 20.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
36 25 11 21 26 63 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 85,414
COMMITMENTS
16,942 51,876 2,349 53,323 15,965 72,615 70,191 12,799 15,223
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -311)
2,206 2,587 -64 122 -3,394 2,264 -871 -2,576 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 60.7 2.8 62.4 18.7 85.0 82.2 15.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 26 4 7 15 27 41
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 142,946
COMMITMENTS
85,843 22,784 1,364 46,229 115,506 133,436 139,654 9,510 3,292
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 16,266)
16,505 1,770 -358 -796 14,432 15,351 15,844 915 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.1 15.9 1.0 32.3 80.8 93.3 97.7 6.7 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
65 20 4 14 19 82 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 136,164
COMMITMENTS
65,720 23,024 4,477 34,874 85,310 105,072 112,811 31,092 23,353
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -6,671)
-9,395 1,798 -780 7,196 -9,434 -2,979 -8,415 -3,692 1,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 16.9 3.3 25.6 62.7 77.2 82.8 22.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
37 17 12 18 24 60 48
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 328,462
COMMITMENTS
41,321 174,806 12,196 226,560 103,430 280,077 290,431 48,385 38,031
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 14,365)
-4,670 11,136 769 14,706 2,215 10,805 14,120 3,560 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 53.2 3.7 69.0 31.5 85.3 88.4 14.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
38 64 16 31 22 73 98
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 272,350
COMMITMENTS
142,933 23,744 26,061 38,711 178,675 207,705 228,480 64,645 43,870
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 15,822)
16,825 1,122 2,172 -1,653 10,426 17,344 13,720 -1,522 2,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 8.7 9.6 14.2 65.6 76.3 83.9 23.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
78 37 35 35 38 131 93
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 26,331
COMMITMENTS
20,095 856 6 3,430 23,794 23,531 24,656 2,800 1,675
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 2,714)
3,679 -305 6 -821 2,860 2,864 2,561 -150 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.3 3.3 0.0 13.0 90.4 89.4 93.6 10.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
17 2 1 8 14 25 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,730,630
COMMITMENTS
1199630 980,775 5501335 10767109 10682914 17468074 17165023 1262555 1565606
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 101,462)
208,381 99,762 -70,114 91,957 219,785 230,224 249,433 -128,762 -147,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 5.2 29.4 57.5 57.0 93.3 91.6 6.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
77 78 127 176 179 314 328
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 845,641
COMMITMENTS
66,873 61,496 131,940 496,177 479,138 694,990 672,574 150,651 173,067
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 11,224)
-2,257 2,976 8,349 1,063 -1,157 7,156 10,168 4,068 1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 7.3 15.6 58.7 56.7 82.2 79.5 17.8 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
53 54 76 92 67 189 153
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,141,746
COMMITMENTS
413,014 590,237 131,312 1095667 1229827 1639993 1951377 501,753 190,369
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 7,117)
12,157 4,343 5,712 -28,935 -23,361 -11,066 -13,307 18,183 20,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 27.6 6.1 51.2 57.4 76.6 91.1 23.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
87 112 82 87 105 227 246
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,294
COMMITMENTS
919 0 0 5,934 7,165 6,853 7,165 2,441 2,129
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 589)
1 0 0 624 565 625 565 -36 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 0.0 0.0 63.8 77.1 73.7 77.1 26.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 10 13 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,696
COMMITMENTS
14,265 28,413 0 65,193 57,733 79,458 86,146 11,238 4,550
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 1,113)
1,525 475 -45 -116 673 1,364 1,103 -251 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 31.3 0.0 71.9 63.7 87.6 95.0 12.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 18 0 38 35 53 53
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,793
COMMITMENTS
6,448 14,832 399 44,277 32,416 51,124 47,647 7,669 11,146
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 2,210)
-1,794 1,736 -94 4,299 1,391 2,411 3,033 -201 -823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 25.2 0.7 75.3 55.1 87.0 81.0 13.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 26 9 27 26 46 54
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 469,530
COMMITMENTS
148,774 180,283 17,125 246,188 247,082 412,086 444,489 57,444 25,041
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -15,461)
-14,144 7,928 -3,012 7,078 -17,692 -10,078 -12,775 -5,383 -2,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 38.4 3.6 52.4 52.6 87.8 94.7 12.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
88 72 23 51 53 153 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,016
COMMITMENTS
83,796 8,562 652 4,982 94,788 89,430 104,002 27,586 13,014
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 264)
1,700 208 51 -1,298 2,140 453 2,400 -188 -2,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.6 7.3 0.6 4.3 81.0 76.4 88.9 23.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
45 9 3 10 18 55 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 45,769
COMMITMENTS
2,821 8,533 0 38,004 32,924 40,825 41,457 4,943 4,312
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 3,817)
34 2,180 0 3,248 2,281 3,282 4,461 535 -645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 18.6 0.0 83.0 71.9 89.2 90.6 10.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 18 0 23 20 27 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 551,933
COMMITMENTS
65,503 248,427 12,088 457,503 267,134 535,094 527,650 16,839 24,283
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 40,431)
-4,366 14,758 -1,493 52,334 30,706 46,475 43,971 -6,044 -3,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 45.0 2.2 82.9 48.4 96.9 95.6 3.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
46 116 51 57 79 146 203
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 56,904
COMMITMENTS
11,741 16,670 943 32,456 25,719 45,140 43,332 11,764 13,572
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -1,019)
2,184 -1,875 200 -3,209 1,751 -825 76 -194 -1,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 29.3 1.7 57.0 45.2 79.3 76.1 20.7 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
24 21 7 21 28 47 54
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,311
COMMITMENTS
25,413 4,753 664 23,174 34,481 49,251 39,898 10,060 19,413
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: -204)
-2,103 625 235 -196 2,427 -2,064 3,287 1,860 -3,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 8.0 1.1 39.1 58.1 83.0 67.3 17.0 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
27 6 2 17 18 44 26
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,441
COMMITMENTS
5,002 701 270 14,616 18,715 19,888 19,686 1,553 1,755
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 467)
452 -70 -7 511 643 956 566 -489 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 3.3 1.3 68.2 87.3 92.8 91.8 7.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 3 1 9 5 19 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/15/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 62,401
COMMITMENTS
2,968 18,708 5,389 25,401 26,915 33,758 51,012 28,643 11,389
CHANGES FROM 05/08/07 (CHANGE IN OPEN INTEREST: 2,363)
0 -100 735 -367 319 368 954 1,995 1,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 30.0 8.6 40.7 43.1 54.1 81.7 45.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 24 10 24 26 39 50
Updated May 18, 2007