MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,739
COMMITMENTS
7,501 1,734 575 18,540 21,933 26,616 24,242 6,123 8,497
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 725)
-128 309 -14 1,222 1,592 1,080 1,887 -355 -1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 5.3 1.8 56.6 67.0 81.3 74.0 18.7 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 7 9 22 21 38 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 182,048
COMMITMENTS
35,075 22,222 41,079 79,200 92,034 155,354 155,335 26,694 26,713
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -2,848)
-2,872 -1,914 -1,559 -117 893 -4,548 -2,580 1,700 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 12.2 22.6 43.5 50.6 85.3 85.3 14.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
76 63 80 30 41 160 146
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 283,602
COMMITMENTS
77,244 37,949 55,391 121,865 129,936 254,500 223,276 29,102 60,326
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 9,307)
3,688 2,714 2,700 998 4,276 7,386 9,690 1,921 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 13.4 19.5 43.0 45.8 89.7 78.7 10.3 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
106 71 97 80 152 258 273
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,049
COMMITMENTS
2,573 3,616 579 1,880 1,093 5,032 5,288 2,017 1,761
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 120)
228 -30 276 -263 -127 241 119 -121 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 51.3 8.2 26.7 15.5 71.4 75.0 28.6 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 31 7 13 17 39 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,499
COMMITMENTS
10,148 7,298 5,941 13,685 8,827 29,774 22,066 6,725 14,433
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 575)
-662 -414 646 -479 -134 -495 98 1,070 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 20.0 16.3 37.5 24.2 81.6 60.5 18.4 39.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
37 29 34 41 52 105 105
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 137,776
COMMITMENTS
17,563 73,987 2,665 87,030 32,646 107,258 109,298 30,518 28,478
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -3,785)
558 -8,444 290 -4,941 4,258 -4,093 -3,896 308 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 53.7 1.9 63.2 23.7 77.8 79.3 22.2 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
15 36 5 20 19 38 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 103,378
COMMITMENTS
15,823 60,508 7 68,318 26,010 84,148 86,525 19,230 16,853
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 3,104)
10,298 -570 -246 -12,693 3,284 -2,641 2,468 5,745 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 58.5 0.0 66.1 25.2 81.4 83.7 18.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
15 26 1 12 13 28 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 94,756
COMMITMENTS
33,662 33,480 125 56,692 57,157 90,479 90,762 4,277 3,994
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -4,582)
-12,749 4,687 -1 8,553 -9,934 -4,197 -5,248 -385 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 35.3 0.1 59.8 60.3 95.5 95.8 4.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
31 31 1 17 16 48 48
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 160,234
COMMITMENTS
88,313 20,285 234 32,722 115,740 121,269 136,259 38,965 23,975
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 12,532)
13,537 4,662 215 -6,570 6,653 7,182 11,530 5,350 1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.1 12.7 0.1 20.4 72.2 75.7 85.0 24.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
35 18 1 15 21 50 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 328,295
COMMITMENTS
39,383 154,009 2,820 236,369 133,677 278,572 290,506 49,723 37,789
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -3,921)
-2,903 -4,472 574 -1,616 -1,677 -3,945 -5,575 24 1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 46.9 0.9 72.0 40.7 84.9 88.5 15.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
34 55 11 28 20 70 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 221,471
COMMITMENTS
123,508 20,910 2,738 33,476 165,096 159,722 188,744 61,749 32,727
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 19,101)
5,697 2,425 543 6,172 14,256 12,412 17,224 6,689 1,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.8 9.4 1.2 15.1 74.5 72.1 85.2 27.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
73 25 19 28 26 111 60
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,779
COMMITMENTS
16,798 292 0 3,423 21,024 20,221 21,316 2,558 1,463
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 810)
558 -80 0 60 583 618 503 192 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.7 1.3 0.0 15.0 92.3 88.8 93.6 11.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 2 0 8 14 26 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,053,293
COMMITMENTS
1076687 616,568 1253680 7539672 7727440 9870039 9597688 1183254 1455605
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 564,545)
146,343 -162,690 91,997 92,385 478,025 330,725 407,332 233,820 157,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 5.6 11.3 68.2 69.9 89.3 86.8 10.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
67 47 88 147 168 253 276
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 656,455
COMMITMENTS
65,993 55,487 7,800 437,797 483,521 511,590 546,808 144,865 109,647
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 13,435)
-393 4,780 -381 1,612 2,580 838 6,979 12,597 6,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 8.5 1.2 66.7 73.7 77.9 83.3 22.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
46 43 25 84 52 142 108
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,006,422
COMMITMENTS
420,637 449,696 64,562 1142336 1338339 1627535 1852597 378,887 153,825
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 136,784)
-627 38,585 34,956 77,228 37,315 111,557 110,856 25,227 25,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 22.4 3.2 56.9 66.7 81.1 92.3 18.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
89 98 39 78 83 185 202
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 8,230
COMMITMENTS
1,343 0 0 4,043 5,889 5,386 5,889 2,844 2,341
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 22)
-64 0 0 179 143 115 143 -93 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 0.0 0.0 49.1 71.6 65.4 71.6 34.6 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 12 11 15 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 80,557
COMMITMENTS
12,320 35,391 371 55,694 39,701 68,385 75,463 12,172 5,094
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 1,223)
-1,210 -885 0 3,248 1,016 2,038 131 -815 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 43.9 0.5 69.1 49.3 84.9 93.7 15.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
10 18 2 37 26 49 45
CHICAGO HDD - CHICAGO MERCANTILE EXCHANGE Code-16164H
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 3,380
COMMITMENTS
1,300 1,574 300 1,630 1,306 3,230 3,180 150 200
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 46.6 8.9 48.2 38.6 95.6 94.1 4.4 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 6 2 4 7 9 14
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,795
COMMITMENTS
13,655 6,569 524 27,630 41,527 41,809 48,620 13,986 7,175
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 5,333)
-1,242 1,165 506 1,966 2,280 1,230 3,951 4,103 1,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 11.8 0.9 49.5 74.4 74.9 87.1 25.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 12 3 26 31 43 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 379,075
COMMITMENTS
112,513 163,611 3,840 220,230 173,445 336,583 340,896 42,492 38,179
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 12,647)
-33,641 -3,413 -2,289 42,287 11,563 6,357 5,861 6,290 6,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 43.2 1.0 58.1 45.8 88.8 89.9 11.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
77 82 17 65 53 152 142
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,036
COMMITMENTS
92,669 9,594 23 16,207 118,486 108,899 128,103 31,137 11,933
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 16,397)
16,134 2,676 4 -3,404 13,328 12,734 16,008 3,663 389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.2 6.9 0.0 11.6 84.6 77.8 91.5 22.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
44 9 2 10 15 55 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,285
COMMITMENTS
1,914 4,079 17 31,142 28,129 33,073 32,225 4,212 5,060
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 1,572)
-34 -326 0 1,622 2,561 1,588 2,235 -16 -663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 10.9 0.0 83.5 75.4 88.7 86.4 11.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 11 1 24 26 27 37
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 442,545
COMMITMENTS
66,973 179,561 5,961 346,057 238,087 418,991 423,609 23,554 18,936
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 43,623)
-5,160 16,585 2,731 46,530 22,734 44,101 42,050 -478 1,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 40.6 1.3 78.2 53.8 94.7 95.7 5.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
38 84 11 50 65 96 152
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 57,013
COMMITMENTS
9,785 17,530 995 33,335 27,702 44,115 46,227 12,898 10,786
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 3,675)
-2,513 272 938 3,584 3,255 2,009 4,465 1,666 -790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 30.7 1.7 58.5 48.6 77.4 81.1 22.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
17 16 2 23 21 42 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 55,499
COMMITMENTS
11,112 4,427 1,789 27,828 37,876 40,729 44,092 14,770 11,407
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 10,845)
1,522 36 1,015 2,667 3,501 5,204 4,552 5,641 6,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 8.0 3.2 50.1 68.2 73.4 79.4 26.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
19 9 4 18 18 39 30
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,382
COMMITMENTS
5,800 1,523 316 14,025 18,079 20,141 19,918 241 464
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 207)
266 18 5 -134 280 137 303 70 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 7.5 1.6 68.8 88.7 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 8 3 7 5 17 14
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 68,783
COMMITMENTS
3,108 16,259 7,084 34,804 36,234 44,996 59,577 23,787 9,206
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 12,303)
-1,933 1,254 2,793 6,610 6,066 7,470 10,113 4,833 2,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 23.6 10.3 50.6 52.7 65.4 86.6 34.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
8 22 14 29 29 48 56
Updated March 2, 2007