MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,683
COMMITMENTS
10,726 1,043 811 20,726 28,071 32,263 29,925 6,420 8,758
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 756)
34 -47 233 261 345 528 531 228 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 2.7 2.1 53.6 72.6 83.4 77.4 16.6 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
22 3 12 25 21 49 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 175,890
COMMITMENTS
33,766 29,501 42,661 79,951 82,055 156,378 154,217 19,512 21,673
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 67)
1,089 1,886 -457 1,666 1,279 2,298 2,708 -2,231 -2,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 16.8 24.3 45.5 46.7 88.9 87.7 11.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
64 71 81 29 36 144 156
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 266,552
COMMITMENTS
69,306 43,427 52,446 120,534 119,977 242,286 215,850 24,266 50,702
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 4,677)
3,249 2,086 2,338 242 1,054 5,829 5,478 -1,152 -801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 16.3 19.7 45.2 45.0 90.9 81.0 9.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
82 72 89 76 134 230 246
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,219
COMMITMENTS
2,698 3,684 648 2,091 1,171 5,437 5,503 1,782 1,716
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 38)
44 -302 219 -43 234 220 151 -182 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 51.0 9.0 29.0 16.2 75.3 76.2 24.7 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 29 10 14 18 44 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,430
COMMITMENTS
9,063 2,947 1,664 7,498 6,583 18,225 11,194 5,205 12,236
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 736)
772 351 -143 -289 231 340 439 396 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 12.6 7.1 32.0 28.1 77.8 47.8 22.2 52.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
42 21 17 28 50 83 81
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 172,032
COMMITMENTS
83,891 44,924 2,194 51,326 99,885 137,411 147,003 34,621 25,029
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 3,144)
1,272 5,402 836 996 -3,092 3,104 3,146 40 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.8 26.1 1.3 29.8 58.1 79.9 85.5 20.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
39 24 4 19 21 62 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 100,303
COMMITMENTS
9,372 75,241 162 79,682 5,471 89,216 80,874 11,087 19,429
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 18,975)
-7,721 23,403 -320 28,009 -8,914 19,968 14,169 -993 4,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 75.0 0.2 79.4 5.5 88.9 80.6 11.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
12 32 2 13 7 26 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 128,888
COMMITMENTS
81,362 12,124 790 36,300 111,761 118,452 124,675 10,436 4,213
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -14,055)
-4,482 -10,658 -573 -9,929 -3,745 -14,984 -14,976 929 921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.1 9.4 0.6 28.2 86.7 91.9 96.7 8.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
69 16 2 14 18 85 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 122,261
COMMITMENTS
56,493 21,155 10 35,585 82,060 92,088 103,225 30,173 19,036
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -3,831)
-7,518 -1,778 -263 2,793 -133 -4,988 -2,174 1,157 -1,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.2 17.3 0.0 29.1 67.1 75.3 84.4 24.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
32 18 1 16 19 49 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 326,431
COMMITMENTS
52,301 204,047 1,507 230,085 83,736 283,893 289,290 42,538 37,141
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 29,168)
5,651 29,501 72 25,865 -2,247 31,588 27,326 -2,420 1,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 62.5 0.5 70.5 25.7 87.0 88.6 13.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
37 65 6 29 21 68 90
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 218,897
COMMITMENTS
126,860 31,573 3,132 35,859 145,736 165,851 180,441 53,046 38,456
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -17,876)
-20,062 4,189 538 7,373 -24,292 -12,151 -19,565 -5,725 1,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.0 14.4 1.4 16.4 66.6 75.8 82.4 24.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
72 33 17 30 33 108 77
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,381
COMMITMENTS
16,607 800 6 5,054 21,951 21,667 22,757 2,714 1,624
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -1,950)
-3,488 -56 0 1,624 -1,843 -1,864 -1,899 -86 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.1 3.3 0.0 20.7 90.0 88.9 93.3 11.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 2 1 10 13 26 16
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 51,587
COMMITMENTS
5,830 5,114 272 42,608 43,258 48,710 48,644 2,877 2,943
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -25,103)
-7,587 1,209 -137 -18,180 -26,520 -25,904 -25,448 801 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 9.9 0.5 82.6 83.9 94.4 94.3 5.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 2 15 11 19 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 11,879,085
COMMITMENTS
1463346 1053200 1123580 8221112 8308781 10808038 10485561 1071047 1393524
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -99,634)
140,303 93,187 -111,913 -28,429 3,399 -39 -15,327 -99,595 -84,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 8.9 9.5 69.2 69.9 91.0 88.3 9.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
78 61 102 160 178 280 309
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 672,700
COMMITMENTS
57,102 66,638 11,070 474,228 456,708 542,400 534,416 130,300 138,284
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 12,106)
-1,506 9,472 3,156 12,985 6,640 14,635 19,268 -2,529 -7,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 9.9 1.6 70.5 67.9 80.6 79.4 19.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
37 34 15 87 57 133 97
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,160,963
COMMITMENTS
454,487 688,565 31,245 1220725 1276491 1706457 1996301 454,506 164,662
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 150,957)
29,281 88,566 9,248 150,592 64,321 189,121 162,135 -38,164 -11,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 31.9 1.4 56.5 59.1 79.0 92.4 21.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
84 108 30 84 98 187 217
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,563
COMMITMENTS
909 0 0 5,939 7,255 6,848 7,255 2,715 2,308
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 269)
-10 0 0 5 90 -5 90 274 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 0.0 0.0 62.1 75.9 71.6 75.9 28.4 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 10 14 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 94,044
COMMITMENTS
13,457 27,841 0 68,634 61,960 82,091 89,801 11,953 4,243
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 3,348)
-808 -572 0 3,441 4,227 2,633 3,655 715 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 29.6 0.0 73.0 65.9 87.3 95.5 12.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
17 14 0 40 35 57 49
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,849
COMMITMENTS
8,501 14,588 86 47,924 37,463 56,511 52,137 7,338 11,712
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 5,594)
2,025 -309 -10 3,824 5,130 5,839 4,811 -245 783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 22.8 0.1 75.1 58.7 88.5 81.7 11.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 18 3 26 27 41 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 472,751
COMMITMENTS
172,479 176,004 5,969 235,763 269,680 414,211 451,653 58,540 21,098
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 14,441)
22,772 -4,768 -1,619 -8,110 24,144 13,043 17,757 1,398 -3,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 37.2 1.3 49.9 57.0 87.6 95.5 12.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
98 65 14 47 53 153 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 103,300
COMMITMENTS
66,861 19,561 595 10,057 71,475 77,513 91,631 25,787 11,669
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -11,484)
-16,839 10,999 221 5,460 -22,581 -11,158 -11,361 -326 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.7 18.9 0.6 9.7 69.2 75.0 88.7 25.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
33 14 3 11 17 45 33
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 48,292
COMMITMENTS
2,779 8,549 0 40,165 34,192 42,944 42,741 5,348 5,551
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,537)
-42 18 0 2,162 1,268 2,120 1,286 417 1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 17.7 0.0 83.2 70.8 88.9 88.5 11.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 17 0 21 22 25 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 564,058
COMMITMENTS
71,081 240,733 3,248 476,815 281,767 551,144 525,748 12,914 38,310
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 26,535)
6,072 -8,997 1,483 21,572 18,447 29,127 10,933 -2,592 15,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 42.7 0.6 84.5 50.0 97.7 93.2 2.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
39 89 9 55 78 101 170
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 58,002
COMMITMENTS
12,066 16,503 711 32,465 25,595 45,242 42,809 12,760 15,193
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 1,109)
330 -166 -230 13 -116 113 -512 996 1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 28.5 1.2 56.0 44.1 78.0 73.8 22.0 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 19 2 21 30 41 51
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,467
COMMITMENTS
25,031 4,406 599 25,227 34,730 50,857 39,735 7,610 18,732
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -844)
-382 -347 -65 2,053 249 1,606 -163 -2,450 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 7.5 1.0 43.1 59.4 87.0 68.0 13.0 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
26 5 2 19 16 45 23
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,333
COMMITMENTS
4,688 811 270 13,752 17,636 18,710 18,717 623 616
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -2,108)
-314 110 0 -864 -1,079 -1,178 -969 -930 -1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 4.2 1.4 71.1 91.2 96.8 96.8 3.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 4 1 7 5 17 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 63,001
COMMITMENTS
2,162 18,736 6,407 24,702 26,141 33,271 51,284 29,730 11,717
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 600)
-806 28 1,018 -699 -774 -487 272 1,087 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 29.7 10.2 39.2 41.5 52.8 81.4 47.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 23 10 23 23 37 48
Updated May 25, 2007