BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,505
COMMITMENTS
67 0 0 3,448 4,434 3,515 4,434 990 71
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 76.5 98.4 78.0 98.4 22.0 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,165
COMMITMENTS
6,226 1,074 6,948 26,060 29,148 39,235 37,169 6,930 8,996
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -4,979)
-1,707 345 -1,421 -366 -2,835 -3,494 -3,911 -1,485 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 2.3 15.1 56.4 63.1 85.0 80.5 15.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
19 7 14 28 26 54 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 183,293
COMMITMENTS
32,029 46,295 46,708 86,450 58,931 165,188 151,935 18,106 31,359
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 1,062)
-842 6,447 1,863 1,436 -9,991 2,457 -1,680 -1,396 2,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 25.3 25.5 47.2 32.2 90.1 82.9 9.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
58 79 80 35 36 142 162
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 243,801
COMMITMENTS
50,715 31,397 55,090 119,651 110,643 225,455 197,129 18,346 46,672
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -5,577)
-3,038 3,554 -2,449 534 -4,343 -4,953 -3,238 -624 -2,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 12.9 22.6 49.1 45.4 92.5 80.9 7.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
80 73 77 76 127 196 240
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,775
COMMITMENTS
2,758 1,993 1,137 1,855 2,486 5,750 5,616 2,025 2,159
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -767)
-87 -110 -58 -587 -567 -733 -736 -34 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 25.6 14.6 23.9 32.0 74.0 72.2 26.0 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
20 21 12 14 21 44 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,084
COMMITMENTS
7,843 4,139 4,544 7,893 4,741 20,280 13,423 5,804 12,661
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 717)
-49 -350 834 -1,002 -200 -217 284 934 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 15.9 17.4 30.3 18.2 77.7 51.5 22.3 48.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
38 23 26 34 49 88 88
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 160,131
COMMITMENTS
78,896 14,547 10,221 32,733 109,132 121,850 133,901 38,281 26,231
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 6,338)
-2,654 1,646 2,470 2,880 1,271 2,696 5,387 3,642 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 9.1 6.4 20.4 68.2 76.1 83.6 23.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
41 20 15 21 20 70 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 98,066
COMMITMENTS
14,875 48,170 1,280 70,875 28,656 87,029 78,106 11,036 19,959
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -6,742)
6,569 -18,736 99 -16,026 17,231 -9,359 -1,406 2,617 -5,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 49.1 1.3 72.3 29.2 88.7 79.6 11.3 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 25 2 9 13 23 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 94,589
COMMITMENTS
55,616 6,836 328 28,244 84,585 84,188 91,749 10,401 2,840
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 1)
1,858 -4,942 -323 -2,589 5,060 -1,054 -205 1,055 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 7.2 0.3 29.9 89.4 89.0 97.0 11.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
57 12 1 10 19 68 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 175,644
COMMITMENTS
122,464 23,405 6,254 11,420 116,051 140,139 145,711 35,506 29,934
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 6,164)
3,083 446 976 -475 -3,388 3,584 -1,965 2,580 8,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.7 13.3 3.6 6.5 66.1 79.8 83.0 20.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
50 20 12 14 21 71 46
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 363,819
COMMITMENTS
36,423 198,384 15,892 268,355 110,852 320,670 325,128 43,149 38,691
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -23,742)
-6,881 -39,036 1,205 -19,327 14,062 -25,003 -23,770 1,261 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 54.5 4.4 73.8 30.5 88.1 89.4 11.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
33 66 17 31 26 73 100
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 227,524
COMMITMENTS
100,494 23,715 19,438 40,116 145,217 160,047 188,370 67,477 39,155
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 15,966)
7,694 -1,853 4,403 -7,528 12,398 4,570 14,948 11,396 1,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 10.4 8.5 17.6 63.8 70.3 82.8 29.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
58 39 31 28 35 103 88
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,316
COMMITMENTS
25,511 2,617 380 11,608 36,383 37,499 39,380 3,817 1,936
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -77)
-1,116 -136 -41 467 -368 -690 -545 613 468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 6.3 0.9 28.1 88.1 90.8 95.3 9.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 9 1 8 9 23 19
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 86,387
COMMITMENTS
12,887 29,105 2,241 64,743 51,985 79,871 83,331 6,516 3,056
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 3,865)
3,089 -406 148 383 3,374 3,620 3,116 245 749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 33.7 2.6 74.9 60.2 92.5 96.5 7.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 2 2 18 15 25 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,987,615
COMMITMENTS
1189341 780,960 6489866 10168270 10226958 17847477 17497784 1140138 1489830
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 214,146)
-54,194 -83,863 205,196 39,970 53,900 190,972 175,234 23,174 38,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 4.1 34.2 53.6 53.9 94.0 92.2 6.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
80 66 123 174 176 311 314
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 722,068
COMMITMENTS
52,374 87,605 91,155 455,985 436,097 599,514 614,857 122,554 107,211
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -29,175)
-664 -2,221 -15,023 -1,833 -7,137 -17,519 -24,380 -11,656 -4,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 12.1 12.6 63.1 60.4 83.0 85.2 17.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
41 60 73 94 62 184 148
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,739,484
COMMITMENTS
349,304 504,038 119,390 1078797 964,871 1547491 1588299 191,993 151,185
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -23,158)
-37,631 32,806 13,488 84,626 -45,310 60,482 983 -83,640 -24,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 29.0 6.9 62.0 55.5 89.0 91.3 11.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
70 110 74 93 94 214 227
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,150
COMMITMENTS
10,484 29,274 0 68,690 57,822 79,174 87,096 10,976 3,054
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 3,434)
-598 273 -3 4,544 3,736 3,943 4,006 -509 -572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 32.5 0.0 76.2 64.1 87.8 96.6 12.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
13 17 0 37 38 50 55
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,943
COMMITMENTS
7,516 16,797 161 44,670 36,748 52,347 53,707 10,597 9,237
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 6,512)
2,120 707 8 4,997 4,256 7,125 4,971 -614 1,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 26.7 0.3 71.0 58.4 83.2 85.3 16.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 15 5 27 22 39 40
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 401,838
COMMITMENTS
138,854 91,688 11,253 228,158 270,855 378,265 373,796 23,572 28,041
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 26,857)
15,176 -5,102 1,800 11,902 36,390 28,878 33,088 -2,021 -6,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 22.8 2.8 56.8 67.4 94.1 93.0 5.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
85 54 20 45 48 142 110
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 111,519
COMMITMENTS
68,053 10,261 1,032 10,992 89,568 80,077 100,861 31,442 10,658
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -1,844)
-5,261 3,700 7 5,926 -3,715 672 -9 -2,516 -1,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.0 9.2 0.9 9.9 80.3 71.8 90.4 28.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
39 9 3 11 12 51 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,763
COMMITMENTS
238 8,081 0 31,272 23,421 31,510 31,502 5,254 5,262
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 4,134)
-10 334 0 3,796 3,558 3,786 3,892 348 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 22.0 0.0 85.1 63.7 85.7 85.7 14.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
1 18 0 20 19 21 37
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 560,043
COMMITMENTS
77,218 252,907 13,209 454,581 265,919 545,009 532,036 15,035 28,008
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 18,616)
4,432 11,157 -2,031 19,634 6,831 22,035 15,957 -3,419 2,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 45.2 2.4 81.2 47.5 97.3 95.0 2.7 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
36 141 62 55 77 149 222
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 51,337
COMMITMENTS
12,775 13,721 2 27,632 25,850 40,410 39,573 10,927 11,764
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 742)
480 -800 0 121 2,414 602 1,615 140 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 26.7 0.0 53.8 50.4 78.7 77.1 21.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
24 19 3 20 17 46 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,803
COMMITMENTS
20,895 2,686 103 14,468 18,520 35,466 21,309 4,337 18,494
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -1,362)
1,480 1,564 -128 1,303 -499 2,655 937 -4,017 -2,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.5 6.7 0.3 36.3 46.5 89.1 53.5 10.9 46.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
26 4 1 14 15 40 20
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,281
COMMITMENTS
5,389 1,122 275 13,715 18,363 19,379 19,760 902 521
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 78)
-220 167 5 101 -101 -114 71 192 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 5.5 1.4 67.6 90.5 95.6 97.4 4.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 5 3 8 4 17 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 38,534
COMMITMENTS
5,105 8,824 3,129 18,813 17,081 27,047 29,034 11,487 9,500
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 955)
1,953 600 -93 -425 693 1,435 1,200 -480 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 22.9 8.1 48.8 44.3 70.2 75.3 29.8 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 13 7 22 23 35 40
Updated July 9, 2007