MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,401
COMMITMENTS
8,770 1,064 419 18,531 23,000 27,720 24,483 5,681 8,918
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 2,063)
971 -213 -59 952 1,685 1,864 1,413 199 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 3.2 1.3 55.5 68.9 83.0 73.3 17.0 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 6 8 24 22 42 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 177,222
COMMITMENTS
30,798 19,135 42,270 78,333 89,639 151,401 151,044 25,821 26,178
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -1,601)
-4,699 -77 3,854 -627 -4,700 -1,472 -923 -129 -678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 10.8 23.9 44.2 50.6 85.4 85.2 14.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
66 56 74 28 38 139 138
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 297,871
COMMITMENTS
74,197 41,762 75,524 118,966 121,774 268,687 239,060 29,184 58,811
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -1,445)
-2,661 1,169 2,816 -2,532 -3,664 -2,377 321 932 -1,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 14.0 25.4 39.9 40.9 90.2 80.3 9.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
111 59 92 67 133 242 244
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,820
COMMITMENTS
2,454 3,495 751 2,349 1,593 5,554 5,839 2,266 1,981
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 258)
-40 134 3 161 119 124 256 134 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 44.7 9.6 30.0 20.4 71.0 74.7 29.0 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
22 29 9 18 18 44 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,877
COMMITMENTS
9,814 5,539 4,226 13,197 10,042 27,237 19,807 6,640 14,070
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -464)
133 -655 -758 69 457 -556 -956 92 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 16.4 12.5 39.0 29.6 80.4 58.5 19.6 41.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
38 19 29 39 56 101 94
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 161,700
COMMITMENTS
21,021 72,174 7,578 107,201 42,555 135,800 122,307 25,900 39,393
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 2,081)
5,263 -17,723 1,444 -3,706 7,306 3,001 -8,973 -920 11,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 44.6 4.7 66.3 26.3 84.0 75.6 16.0 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
22 32 7 22 21 46 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 53,302
COMMITMENTS
16,020 31,022 0 16,321 7,890 32,341 38,912 20,961 14,390
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -34,888)
1,008 -8,881 -1,308 -38,250 -26,522 -38,550 -36,711 3,662 1,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 58.2 0.0 30.6 14.8 60.7 73.0 39.3 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 13 0 6 8 24 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 75,465
COMMITMENTS
20,833 39,849 500 50,509 30,782 71,842 71,131 3,623 4,334
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -37,842)
-7,486 -2,998 -2,009 -28,340 -32,566 -37,835 -37,573 -7 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 52.8 0.7 66.9 40.8 95.2 94.3 4.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 35 1 16 12 38 48
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 111,646
COMMITMENTS
66,091 19,962 0 18,174 71,481 84,265 91,443 27,381 20,203
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -48,914)
16,349 -9,377 -2,402 -61,242 -35,858 -47,295 -47,637 -1,619 -1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.2 17.9 0.0 16.3 64.0 75.5 81.9 24.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
31 16 0 13 20 44 36
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 176,550
COMMITMENTS
34,269 84,222 1,944 98,301 63,646 134,514 149,812 42,036 26,738
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -105,052)
-3,925 -6,825 -3,343 -87,447 -79,866 -94,715 -90,034 -10,337 -15,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 47.7 1.1 55.7 36.0 76.2 84.9 23.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 39 5 28 19 58 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 182,591
COMMITMENTS
106,188 18,232 621 18,674 135,405 125,483 154,258 57,108 28,333
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -34,108)
-6,821 1,378 -1,693 -25,791 -32,453 -34,305 -32,768 197 -1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.2 10.0 0.3 10.2 74.2 68.7 84.5 31.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
68 23 6 23 26 91 55
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,099
COMMITMENTS
19,735 879 0 1,806 20,532 21,541 21,411 1,558 1,688
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -343)
4,644 550 -181 -4,427 -910 36 -541 -379 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.4 3.8 0.0 7.8 88.9 93.3 92.7 6.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 2 0 5 13 18 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 52,432
COMMITMENTS
10,088 8,186 367 37,474 39,510 47,929 48,063 4,503 4,369
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -14,749)
-283 5,939 -1,170 -14,599 -21,904 -16,052 -17,135 1,303 2,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 15.6 0.7 71.5 75.4 91.4 91.7 8.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 2 12 10 17 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,237,357
COMMITMENTS
800,896 666,894 1202533 7197586 7143277 9201015 9012704 1036342 1224653
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -1,261,429)
-114,850 192,783 -249,777 -809,045 -1092327 -1173672 -1149321 -87,757 -112,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 6.5 11.7 70.3 69.8 89.9 88.0 10.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
61 59 92 144 163 254 273
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 604,260
COMMITMENTS
56,162 37,444 3,479 424,115 428,898 483,756 469,821 120,504 134,439
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -146,189)
-4,971 -23,069 -15,591 -80,545 -108,480 -101,107 -147,140 -45,082 951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 6.2 0.6 70.2 71.0 80.1 77.8 19.9 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
43 34 16 80 50 129 94
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,696,188
COMMITMENTS
279,486 528,759 19,016 967,415 986,046 1265917 1533821 430,271 162,367
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -1,003,923)
-103,907 -57,765 -95,461 -837,246 -729,779 -1036614 -883,005 32,691 -120,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 31.2 1.1 57.0 58.1 74.6 90.4 25.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
63 105 30 76 78 158 194
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,360
COMMITMENTS
920 0 0 3,874 6,146 4,794 6,146 2,566 1,214
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -2,473)
-108 0 0 -1,659 -1,609 -1,767 -1,609 -706 -864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 0.0 0.0 52.6 83.5 65.1 83.5 34.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 10 12 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 75,845
COMMITMENTS
8,766 30,091 249 59,242 41,160 68,257 71,500 7,588 4,345
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -20,676)
907 -3,039 -1,217 -16,427 -13,216 -16,737 -17,472 -3,939 -3,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 39.7 0.3 78.1 54.3 90.0 94.3 10.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 15 2 33 29 46 44
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,006
COMMITMENTS
7,607 13,381 93 31,060 26,914 38,760 40,388 8,246 6,618
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -28,760)
-1,300 5,326 -2,442 -7,132 -27,956 -10,874 -25,072 -17,886 -3,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 28.5 0.2 66.1 57.3 82.5 85.9 17.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
10 17 3 28 25 40 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 329,880
COMMITMENTS
47,691 136,219 2,189 262,613 156,341 312,493 294,749 17,387 35,131
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -269,240)
-5,004 -41,102 -16,816 -201,191 -114,876 -223,011 -172,794 -46,229 -96,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 41.3 0.7 79.6 47.4 94.7 89.4 5.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
54 71 10 51 43 110 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 104,097
COMMITMENTS
71,585 8,420 1,935 3,550 83,267 77,070 93,622 27,027 10,475
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -28,087)
18,866 3,808 -970 -48,840 -29,405 -30,944 -26,567 2,857 -1,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.8 8.1 1.9 3.4 80.0 74.0 89.9 26.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
34 11 2 6 16 41 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,465
COMMITMENTS
1,032 7,786 0 27,512 19,038 28,544 26,824 3,921 5,641
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -28,492)
-724 1,826 -532 -21,509 -25,060 -22,765 -23,766 -5,727 -4,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 24.0 0.0 84.7 58.6 87.9 82.6 12.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 16 0 23 19 26 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 405,275
COMMITMENTS
54,626 186,445 1,188 331,123 196,363 386,937 383,996 18,338 21,279
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -169,562)
-7,954 -9,801 -11,697 -138,413 -124,415 -158,064 -145,913 -11,498 -23,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 46.0 0.3 81.7 48.5 95.5 94.7 4.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
26 84 7 51 69 82 155
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,706
COMMITMENTS
11,912 16,790 227 24,716 16,448 36,855 33,465 9,851 13,241
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 1,031)
1,743 -537 -7 220 61 1,956 -483 -925 1,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 35.9 0.5 52.9 35.2 78.9 71.7 21.1 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
23 16 1 17 19 40 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,739
COMMITMENTS
20,129 1,665 3 17,664 21,419 37,796 23,087 8,943 23,652
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 579)
-434 -66 -260 2,306 2,645 1,612 2,319 -1,033 -1,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 3.6 0.0 37.8 45.8 80.9 49.4 19.1 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
23 6 1 15 16 38 23
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,751
COMMITMENTS
4,578 2,103 306 14,249 16,686 19,133 19,095 618 656
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -2,478)
-1,859 -35 180 -124 -1,869 -1,803 -1,724 -675 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 10.6 1.5 72.1 84.5 96.9 96.7 3.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 7 2 7 3 16 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 48,790
COMMITMENTS
5,361 12,202 3,823 17,763 25,629 26,947 41,654 21,843 7,136
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -16,193)
548 -3,591 -2,039 -14,637 -8,120 -16,128 -13,750 -65 -2,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 25.0 7.8 36.4 52.5 55.2 85.4 44.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 18 10 22 25 37 47
Updated March 23, 2007