MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,965
COMMITMENTS
8,616 1,124 500 18,608 23,478 27,724 25,102 6,241 8,863
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 564)
-154 60 81 77 478 4 619 560 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 3.3 1.5 54.8 69.1 81.6 73.9 18.4 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
18 4 8 23 22 41 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 177,894
COMMITMENTS
30,911 21,479 40,823 80,053 89,801 151,787 152,103 26,107 25,791
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 672)
113 2,344 -1,447 1,720 162 386 1,059 286 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 12.1 22.9 45.0 50.5 85.3 85.5 14.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
62 60 70 29 39 134 142
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 298,522
COMMITMENTS
73,659 42,174 78,166 117,338 119,537 269,163 239,877 29,359 58,645
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 651)
-538 412 2,642 -1,628 -2,237 476 817 175 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 14.1 26.2 39.3 40.0 90.2 80.4 9.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
105 57 92 65 130 237 239
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,126
COMMITMENTS
2,631 3,737 731 2,382 1,612 5,744 6,080 2,382 2,046
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 306)
177 242 -20 33 19 190 241 116 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 46.0 9.0 29.3 19.8 70.7 74.8 29.3 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
26 30 8 17 18 45 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,711
COMMITMENTS
9,155 6,112 4,647 13,387 9,812 27,189 20,571 6,522 13,140
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -166)
-659 573 421 190 -230 -48 764 -118 -930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 18.1 13.8 39.7 29.1 80.7 61.0 19.3 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
41 25 29 40 55 103 96
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 114,484
COMMITMENTS
24,613 56,595 2,011 60,928 28,841 87,552 87,447 26,932 27,037
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -47,216)
3,592 -15,579 -5,567 -46,273 -13,714 -48,248 -34,860 1,032 -12,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 49.4 1.8 53.2 25.2 76.5 76.4 23.5 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
23 31 3 17 18 41 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 52,720
COMMITMENTS
18,597 30,156 0 17,102 11,763 35,699 41,919 17,021 10,801
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -582)
2,577 -866 0 781 3,873 3,358 3,007 -3,940 -3,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 57.2 0.0 32.4 22.3 67.7 79.5 32.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 15 0 7 12 24 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 71,690
COMMITMENTS
26,718 23,174 654 40,657 44,044 68,029 67,872 3,661 3,818
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -3,775)
5,885 -16,675 154 -9,852 13,262 -3,813 -3,259 38 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 32.3 0.9 56.7 61.4 94.9 94.7 5.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
30 22 1 14 14 44 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 111,802
COMMITMENTS
63,269 20,691 0 17,817 73,446 81,086 94,137 30,716 17,665
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 156)
-2,822 729 0 -357 1,965 -3,179 2,694 3,335 -2,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.6 18.5 0.0 15.9 65.7 72.5 84.2 27.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
29 18 0 13 19 42 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 204,073
COMMITMENTS
37,765 85,245 2,480 125,945 87,199 166,190 174,924 37,883 29,149
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 27,523)
3,496 1,023 536 27,644 23,553 31,676 25,112 -4,153 2,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 41.8 1.2 61.7 42.7 81.4 85.7 18.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
36 43 6 27 21 64 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 192,918
COMMITMENTS
116,347 22,606 654 19,438 138,232 136,439 161,492 56,479 31,426
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 10,327)
10,159 4,374 33 764 2,827 10,956 7,234 -629 3,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 11.7 0.3 10.1 71.7 70.7 83.7 29.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
73 27 5 23 29 96 61
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,611
COMMITMENTS
23,824 1,036 0 2,017 24,524 25,841 25,560 1,770 2,051
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 4,512)
4,089 157 0 211 3,992 4,300 4,149 212 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.3 3.8 0.0 7.3 88.8 93.6 92.6 6.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 2 0 6 14 20 16
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 71,796
COMMITMENTS
10,443 6,588 475 56,535 61,866 67,453 68,929 4,343 2,867
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 19,364)
355 -1,598 108 19,061 22,356 19,524 20,866 -160 -1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 9.2 0.7 78.7 86.2 94.0 96.0 6.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 1 16 14 20 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,211,744
COMMITMENTS
774,868 622,558 1240460 7171256 7127312 9186584 8990330 1025160 1221414
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -25,613)
-26,028 -44,336 37,927 -26,330 -15,965 -14,431 -22,374 -11,182 -3,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 6.1 12.1 70.2 69.8 90.0 88.0 10.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
61 60 94 146 167 258 281
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 611,487
COMMITMENTS
56,113 33,133 3,411 426,897 434,777 486,421 471,321 125,066 140,166
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 7,227)
-49 -4,311 -68 2,782 5,879 2,665 1,500 4,562 5,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 5.4 0.6 69.8 71.1 79.5 77.1 20.5 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
47 33 15 78 52 132 93
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,741,510
COMMITMENTS
293,299 585,715 20,624 961,051 985,769 1274974 1592108 466,536 149,402
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 45,322)
13,813 56,956 1,608 -6,364 -277 9,057 58,287 36,265 -12,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 33.6 1.2 55.2 56.6 73.2 91.4 26.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
73 96 28 74 80 162 189
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,454
COMMITMENTS
968 0 0 4,103 6,146 5,071 6,146 2,383 1,308
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 94)
48 0 0 229 0 277 0 -183 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 0.0 0.0 55.0 82.5 68.0 82.5 32.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 11 10 13 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,708
COMMITMENTS
9,840 29,477 257 66,694 49,727 76,791 79,461 7,917 5,247
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 8,863)
1,074 -614 8 7,452 8,567 8,534 7,961 329 902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 34.8 0.3 78.7 58.7 90.7 93.8 9.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
13 17 3 35 29 50 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,167
COMMITMENTS
5,948 13,944 90 32,974 24,952 39,012 38,986 8,155 8,181
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 161)
-1,659 563 -3 1,914 -1,962 252 -1,402 -91 1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 29.6 0.2 69.9 52.9 82.7 82.7 17.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 17 3 27 26 40 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 331,474
COMMITMENTS
65,226 135,253 1,205 245,823 178,055 312,254 314,513 19,220 16,961
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 1,594)
17,535 -966 -984 -16,790 21,714 -239 19,764 1,833 -18,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 40.8 0.4 74.2 53.7 94.2 94.9 5.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
63 63 9 54 53 122 120
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 120,220
COMMITMENTS
88,508 7,911 1,262 3,580 100,030 93,350 109,203 26,870 11,017
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 16,123)
16,923 -509 -673 30 16,763 16,280 15,581 -157 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.6 6.6 1.0 3.0 83.2 77.6 90.8 22.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
45 12 1 6 17 51 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,605
COMMITMENTS
1,044 7,554 0 27,318 19,780 28,362 27,334 4,243 5,271
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 140)
12 -232 0 -194 742 -182 510 322 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 23.2 0.0 83.8 60.7 87.0 83.8 13.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 15 0 22 19 25 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 413,220
COMMITMENTS
59,775 193,704 3,409 332,627 197,656 395,811 394,769 17,409 18,451
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 7,945)
5,149 7,259 2,221 1,504 1,293 8,874 10,773 -929 -2,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 46.9 0.8 80.5 47.8 95.8 95.5 4.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
30 82 7 52 66 87 150
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 49,638
COMMITMENTS
12,422 18,003 275 26,885 18,160 39,582 36,438 10,056 13,200
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 2,932)
510 1,213 48 2,169 1,712 2,727 2,973 205 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 36.3 0.6 54.2 36.6 79.7 73.4 20.3 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
22 19 2 14 23 37 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,520
COMMITMENTS
25,372 1,975 217 15,329 22,251 40,918 24,443 7,602 24,077
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 1,781)
5,243 310 214 -2,335 832 3,122 1,356 -1,341 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.3 4.1 0.4 31.6 45.9 84.3 50.4 15.7 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 7 2 14 17 35 25
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,714
COMMITMENTS
5,226 1,830 306 14,273 17,595 19,805 19,731 909 983
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 963)
648 -273 0 24 909 672 636 291 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 8.8 1.5 68.9 84.9 95.6 95.3 4.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 6 2 7 4 16 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 52,953
COMMITMENTS
3,502 10,529 3,339 20,630 27,029 27,471 40,897 25,482 12,056
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 4,163)
-1,859 -1,673 -484 2,867 1,400 524 -757 3,639 4,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 19.9 6.3 39.0 51.0 51.9 77.2 48.1 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 18 7 22 26 34 45
Updated March 30, 2007