MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,338
COMMITMENTS
7,799 1,277 478 17,579 21,315 25,856 23,070 5,482 8,268
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 948)
994 186 -23 -80 563 891 726 57 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 4.1 1.5 56.1 68.0 82.5 73.6 17.5 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
15 7 9 23 21 41 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,823
COMMITMENTS
35,497 19,212 38,416 78,960 94,339 152,873 151,967 25,950 26,856
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -1,993)
1,836 -1,329 458 -3,260 498 -966 -373 -1,027 -1,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 10.7 21.5 44.2 52.8 85.5 85.0 14.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
77 53 80 27 40 158 136
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,493
COMMITMENTS
469 247 114 234 276 817 637 676 856
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 69)
131 -9 -32 -9 24 90 -17 -21 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 16.5 7.6 15.7 18.5 54.7 42.7 45.3 57.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 6 3 3 4 16 10
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 299,316
COMMITMENTS
76,858 40,593 72,708 121,498 125,438 271,064 238,739 28,252 60,577
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 14,295)
2,234 3,582 13,984 -1,988 -2,864 14,230 14,702 65 -407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 13.6 24.3 40.6 41.9 90.6 79.8 9.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
110 67 94 66 138 240 253
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,562
COMMITMENTS
2,494 3,361 748 2,188 1,474 5,430 5,583 2,132 1,979
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 520)
-53 -2 151 313 348 411 497 109 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 44.4 9.9 28.9 19.5 71.8 73.8 28.2 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
22 26 9 16 17 41 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,341
COMMITMENTS
9,681 6,194 4,984 13,128 9,585 27,793 20,763 6,548 13,578
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -1,505)
-419 -57 -343 -457 167 -1,219 -233 -286 -1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 18.0 14.5 38.2 27.9 80.9 60.5 19.1 39.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
36 22 30 40 56 101 98
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 159,619
COMMITMENTS
15,758 89,897 6,134 110,907 35,249 132,799 131,280 26,820 28,339
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 2,748)
-5,827 -6,613 3,165 7,233 4,245 4,571 797 -1,823 1,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 56.3 3.8 69.5 22.1 83.2 82.2 16.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
18 40 6 25 25 48 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 88,190
COMMITMENTS
15,012 39,903 1,308 54,571 34,412 70,891 75,623 17,299 12,567
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 4,870)
-1,847 1,177 1,168 5,989 2,333 5,310 4,678 -440 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 45.2 1.5 61.9 39.0 80.4 85.8 19.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 18 2 15 15 33 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 113,307
COMMITMENTS
28,319 42,847 2,509 78,849 63,348 109,677 108,704 3,630 4,603
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 11,225)
-2,491 -3,558 758 12,615 13,608 10,882 10,808 343 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 37.8 2.2 69.6 55.9 96.8 95.9 3.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
22 46 8 18 13 44 65
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 160,560
COMMITMENTS
49,742 29,339 2,402 79,416 107,339 131,560 139,080 29,000 21,480
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 8,036)
-7,477 -487 1,819 13,794 6,040 8,136 7,372 -100 664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 18.3 1.5 49.5 66.9 81.9 86.6 18.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
25 23 5 19 21 48 46
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 281,602
COMMITMENTS
38,194 91,047 5,287 185,748 143,512 229,229 239,846 52,373 41,756
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 3,111)
7,715 -2,318 135 -16,664 -2,902 -8,814 -5,085 11,925 8,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 32.3 1.9 66.0 51.0 81.4 85.2 18.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
35 45 14 29 23 72 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 216,699
COMMITMENTS
113,009 16,854 2,314 44,465 167,858 159,788 187,026 56,911 29,673
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 15,380)
5,845 -1,631 -9 7,619 15,176 13,455 13,536 1,925 1,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.2 7.8 1.1 20.5 77.5 73.7 86.3 26.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
66 23 17 29 32 101 67
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,442
COMMITMENTS
15,091 329 181 6,233 21,442 21,505 21,952 1,937 1,490
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 2,283)
687 214 76 1,765 2,202 2,528 2,492 -245 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.4 1.4 0.8 26.6 91.5 91.7 93.6 8.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 2 2 8 17 22 21
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 67,181
COMMITMENTS
10,371 2,247 1,537 52,073 61,414 63,981 65,198 3,200 1,983
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 12,827)
-999 1,212 1,536 11,382 10,608 11,919 13,356 908 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 3.3 2.3 77.5 91.4 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 2 13 12 19 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,498,786
COMMITMENTS
915,746 474,111 1452310 8006631 8235604 10374687 10162025 1124099 1336761
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 342,203)
-50,770 82,364 164,372 136,278 59,483 249,880 306,219 92,323 35,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 4.1 12.6 69.6 71.6 90.2 88.4 9.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
63 57 96 156 179 268 288
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 750,449
COMMITMENTS
61,133 60,513 19,070 504,660 537,378 584,863 616,961 165,586 133,488
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 81,706)
-2,433 2,934 9,719 48,170 44,240 55,456 56,893 26,250 24,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 8.1 2.5 67.2 71.6 77.9 82.2 22.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
45 45 38 93 62 160 124
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,700,111
COMMITMENTS
383,393 586,524 114,477 1804661 1715825 2302531 2416826 397,580 283,285
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 598,753)
41,695 121,139 61,160 437,907 316,621 540,762 498,920 57,991 99,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 21.7 4.2 66.8 63.5 85.3 89.5 14.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
80 116 58 96 95 207 238
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,833
COMMITMENTS
1,028 0 0 5,533 7,755 6,561 7,755 3,272 2,078
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 1,954)
41 0 0 1,692 2,051 1,733 2,051 221 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 0.0 0.0 56.3 78.9 66.7 78.9 33.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 16 13 18 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 96,521
COMMITMENTS
7,859 33,130 1,466 75,669 54,376 84,994 88,972 11,527 7,549
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 17,834)
-1,056 -489 1,015 16,219 13,890 16,178 14,416 1,656 3,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 34.3 1.5 78.4 56.3 88.1 92.2 11.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
10 20 6 45 33 59 56
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,766
COMMITMENTS
8,907 8,055 2,535 38,192 54,870 49,634 65,460 26,132 10,306
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 18,159)
-856 -508 2,489 10,148 12,755 11,781 14,736 6,378 3,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 10.6 3.3 50.4 72.4 65.5 86.4 34.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
15 16 13 31 33 51 58
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 599,120
COMMITMENTS
52,695 177,321 19,005 463,804 271,217 535,504 467,543 63,616 131,577
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 160,528)
-10,500 28,905 15,119 139,467 85,841 144,086 129,865 16,442 30,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 29.6 3.2 77.4 45.3 89.4 78.0 10.6 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
57 98 31 69 62 146 172
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 132,184
COMMITMENTS
52,719 4,612 2,905 52,390 112,672 108,014 120,189 24,170 11,995
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 11,225)
6,748 -14,349 1,553 3,206 22,766 11,507 9,970 -282 1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 3.5 2.2 39.6 85.2 81.7 90.9 18.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
31 8 4 11 17 44 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 60,957
COMMITMENTS
1,756 5,960 532 49,021 44,098 51,309 50,590 9,648 10,367
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 16,881)
-27 589 532 12,487 10,522 12,992 11,643 3,889 5,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 9.8 0.9 80.4 72.3 84.2 83.0 15.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 13 2 28 30 32 45
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 574,837
COMMITMENTS
62,580 196,246 12,885 469,536 320,778 545,001 529,909 29,836 44,928
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 87,982)
-1,308 16,737 8,038 69,277 49,172 76,007 73,947 11,975 14,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 34.1 2.2 81.7 55.8 94.8 92.2 5.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
30 95 19 58 79 100 182
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,675
COMMITMENTS
10,169 17,327 234 24,496 16,387 34,899 33,948 10,776 11,727
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -24,329)
-989 907 -11,691 -8,215 -12,433 -20,895 -23,217 -3,434 -1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 37.9 0.5 53.6 35.9 76.4 74.3 23.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 19 2 16 19 36 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,160
COMMITMENTS
20,563 1,731 263 15,358 18,774 36,184 20,768 9,976 25,392
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -42,246)
9,471 -6,294 -9,574 -19,167 -18,668 -19,270 -34,536 -22,976 -7,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 3.8 0.6 33.3 40.7 78.4 45.0 21.6 55.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
24 5 3 15 13 39 21
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,229
COMMITMENTS
6,437 2,138 126 14,373 18,555 20,936 20,819 1,293 1,410
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 745)
-74 179 -185 109 72 -150 66 895 679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 9.6 0.6 64.7 83.5 94.2 93.7 5.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 8 2 8 4 17 13
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 64,983
COMMITMENTS
4,813 15,793 5,862 32,400 33,749 43,075 55,404 21,908 9,579
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -2,751)
1,680 973 -366 2,193 870 3,507 1,477 -6,258 -4,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 24.3 9.0 49.9 51.9 66.3 85.3 33.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
9 22 14 29 28 49 55
Updated March 16, 2007