BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,511
COMMITMENTS
67 0 0 3,490 4,441 3,557 4,441 954 70
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 6)
0 0 0 42 7 42 7 -36 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 0.0 0.0 77.4 98.4 78.9 98.4 21.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 10 16 10
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,032
COMMITMENTS
6,352 1,233 6,730 25,985 29,305 39,067 37,268 6,965 8,764
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -133)
125 159 -218 -75 158 -168 99 35 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 2.7 14.6 56.4 63.7 84.9 81.0 15.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 7 14 29 26 54 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 184,053
COMMITMENTS
32,604 49,769 44,607 87,508 56,954 164,719 151,330 19,334 32,724
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 760)
575 3,474 -2,101 1,058 -1,977 -468 -605 1,228 1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 27.0 24.2 47.5 30.9 89.5 82.2 10.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
56 91 85 35 37 147 175
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 255,436
COMMITMENTS
59,421 32,669 56,445 117,602 115,174 233,468 204,289 21,968 51,147
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 11,634)
8,706 1,273 1,356 -2,049 4,531 8,013 7,159 3,621 4,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 12.8 22.1 46.0 45.1 91.4 80.0 8.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
89 60 86 75 128 210 237
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,450
COMMITMENTS
2,825 1,859 1,023 1,850 2,652 5,698 5,534 1,752 1,917
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -325)
67 -134 -114 -5 166 -52 -83 -273 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 24.9 13.7 24.8 35.6 76.5 74.3 23.5 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
23 16 11 15 28 44 50
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,299
COMMITMENTS
9,087 3,527 5,501 7,948 5,262 22,536 14,289 5,763 14,010
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 2,215)
1,244 -612 957 54 521 2,256 866 -41 1,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 12.5 19.4 28.1 18.6 79.6 50.5 20.4 49.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
42 26 28 35 47 99 86
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 156,438
COMMITMENTS
83,997 16,457 6,206 26,636 109,886 116,840 132,549 39,598 23,889
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -3,693)
5,101 1,910 -4,015 -6,096 754 -5,010 -1,351 1,317 -2,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 10.5 4.0 17.0 70.2 74.7 84.7 25.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
38 17 10 20 20 63 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 105,379
COMMITMENTS
20,313 58,010 1,120 70,907 27,878 92,340 87,007 13,038 18,371
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 7,313)
5,438 9,839 -160 33 -778 5,311 8,901 2,002 -1,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 55.0 1.1 67.3 26.5 87.6 82.6 12.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
19 27 2 10 12 30 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 95,605
COMMITMENTS
59,061 6,849 371 26,730 85,855 86,162 93,075 9,443 2,530
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 1,016)
3,445 13 43 -1,514 1,270 1,974 1,326 -958 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 7.2 0.4 28.0 89.8 90.1 97.4 9.9 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
53 12 2 13 20 67 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 164,975
COMMITMENTS
113,024 23,551 5,273 10,340 108,487 128,638 137,312 36,337 27,664
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -10,669)
-9,440 146 -981 -1,080 -7,564 -11,501 -8,399 832 -2,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.5 14.3 3.2 6.3 65.8 78.0 83.2 22.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
53 17 11 16 19 75 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 356,329
COMMITMENTS
45,142 177,492 15,162 250,646 123,950 310,949 316,604 45,379 39,725
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -7,490)
8,719 -20,892 -731 -17,709 13,098 -9,721 -8,524 2,230 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 49.8 4.3 70.3 34.8 87.3 88.9 12.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
39 62 18 32 28 79 100
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 250,707
COMMITMENTS
129,656 25,680 15,987 35,460 164,626 181,103 206,293 69,604 44,413
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 23,182)
29,162 1,964 -3,450 -4,656 19,409 21,055 17,923 2,127 5,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.7 10.2 6.4 14.1 65.7 72.2 82.3 27.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
67 37 28 31 35 115 83
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,167
COMMITMENTS
25,480 2,230 374 12,028 36,581 37,882 39,185 3,285 1,982
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -149)
-31 -387 -6 420 198 383 -195 -532 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.9 5.4 0.9 29.2 88.9 92.0 95.2 8.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 7 1 9 10 25 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 85,134
COMMITMENTS
12,030 26,680 2,241 64,363 52,935 78,634 81,856 6,500 3,278
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -1,253)
-857 -2,425 0 -380 950 -1,237 -1,475 -16 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 31.3 2.6 75.6 62.2 92.4 96.1 7.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 2 2 18 15 25 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,726,360
COMMITMENTS
1220651 899,099 6853825 10449775 10448393 18524251 18201317 1202108 1525042
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 738,745)
31,310 118,139 363,959 281,505 221,435 676,774 703,533 61,971 35,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.6 34.7 53.0 53.0 93.9 92.3 6.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
83 70 127 174 176 317 322
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 735,817
COMMITMENTS
50,036 93,249 101,249 454,317 439,878 605,602 634,376 130,215 101,441
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 13,749)
-2,338 5,644 10,094 -1,668 3,781 6,088 19,519 7,661 -5,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 12.7 13.8 61.7 59.8 82.3 86.2 17.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
46 60 76 91 62 184 151
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,814,461
COMMITMENTS
340,061 540,077 128,186 1165447 967,045 1633694 1635308 180,768 179,153
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 74,977)
-9,243 36,039 8,796 86,650 2,174 86,203 47,009 -11,226 27,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 29.8 7.1 64.2 53.3 90.0 90.1 10.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
72 119 84 94 96 222 243
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,915
COMMITMENTS
9,863 28,481 0 72,271 59,756 82,134 88,237 9,781 3,678
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 1,765)
-621 -793 0 3,581 1,934 2,960 1,141 -1,195 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 31.0 0.0 78.6 65.0 89.4 96.0 10.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
13 18 0 39 37 52 55
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,944
COMMITMENTS
6,959 16,822 155 44,109 36,063 51,222 53,039 9,722 7,905
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -1,999)
-557 24 -6 -562 -685 -1,125 -668 -875 -1,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 27.6 0.3 72.4 59.2 84.0 87.0 16.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 15 5 25 22 37 40
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 404,370
COMMITMENTS
138,190 105,053 14,556 226,209 262,003 378,955 381,612 25,415 22,758
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 2,532)
-665 13,365 3,303 -1,949 -8,853 689 7,816 1,843 -5,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 26.0 3.6 55.9 64.8 93.7 94.4 6.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
86 64 28 47 49 150 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,311
COMMITMENTS
69,593 4,787 1,367 7,335 94,474 78,295 100,629 35,016 12,682
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 1,792)
1,540 -5,474 335 -3,657 4,906 -1,782 -232 3,574 2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.4 4.2 1.2 6.5 83.4 69.1 88.8 30.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
40 6 3 7 12 47 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 39,182
COMMITMENTS
265 8,250 0 33,398 25,669 33,663 33,919 5,519 5,263
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 2,418)
27 170 0 2,127 2,248 2,154 2,418 265 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 21.1 0.0 85.2 65.5 85.9 86.6 14.1 13.4
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 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 580,141
COMMITMENTS
76,480 259,644 11,827 477,054 278,506 565,361 549,977 14,780 30,165
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 20,098)
-738 6,737 -1,382 22,473 12,586 20,352 17,941 -254 2,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 44.8 2.0 82.2 48.0 97.5 94.8 2.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
35 152 68 56 81 150 242
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 50,421
COMMITMENTS
11,165 14,223 2 28,800 25,479 39,967 39,704 10,454 10,717
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: -916)
-1,610 502 -0 1,168 -370 -443 131 -473 -1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 28.2 0.0 57.1 50.5 79.3 78.7 20.7 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
22 20 3 21 23 45 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 40,358
COMMITMENTS
19,306 3,364 166 14,652 19,236 34,124 22,766 6,234 17,592
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 555)
-1,589 678 63 184 716 -1,342 1,457 1,897 -902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 8.3 0.4 36.3 47.7 84.6 56.4 15.4 43.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
23 6 1 13 14 36 21
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,070
COMMITMENTS
5,478 1,449 216 13,602 18,320 19,296 19,985 2,774 2,085
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 1,789)
89 327 -59 -113 -43 -83 225 1,872 1,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 6.6 1.0 61.6 83.0 87.4 90.6 12.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 1 8 4 15 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/10/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 39,377
COMMITMENTS
6,569 8,774 3,141 19,385 17,189 29,095 29,104 10,282 10,273
CHANGES FROM 07/03/07 (CHANGE IN OPEN INTEREST: 843)
1,464 -50 12 572 108 2,048 70 -1,205 773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 22.3 8.0 49.2 43.7 73.9 73.9 26.1 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 13 7 22 22 35 39
Updated July 13, 2007