MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,338
COMMITMENTS
10,882 979 924 20,925 29,003 32,731 30,906 6,607 8,432
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 655)
156 -64 113 199 932 468 981 187 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 2.5 2.3 53.2 73.7 83.2 78.6 16.8 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 4 13 26 23 53 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 182,112
COMMITMENTS
35,941 32,506 43,963 80,390 81,156 160,294 157,625 21,818 24,487
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 6,222)
2,175 3,005 1,302 439 -899 3,916 3,408 2,306 2,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 17.8 24.1 44.1 44.6 88.0 86.6 12.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
59 86 85 28 35 147 161
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 265,906
COMMITMENTS
65,613 39,068 51,609 122,274 121,414 239,496 212,091 26,410 53,815
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -646)
-3,693 -4,359 -837 1,740 1,437 -2,790 -3,759 2,144 3,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 14.7 19.4 46.0 45.7 90.1 79.8 9.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
85 70 83 79 137 223 251
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,659
COMMITMENTS
2,744 3,264 715 2,107 1,739 5,566 5,718 2,093 1,941
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 440)
46 -420 67 16 568 129 215 311 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 42.6 9.3 27.5 22.7 72.7 74.7 27.3 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 28 12 18 23 50 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,006
COMMITMENTS
8,192 3,115 1,127 6,817 5,855 16,136 10,097 4,870 10,909
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -2,424)
-871 168 -537 -681 -728 -2,089 -1,097 -335 -1,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 14.8 5.4 32.5 27.9 76.8 48.1 23.2 51.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
36 19 10 24 45 67 69
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 186,775
COMMITMENTS
92,150 40,130 2,357 53,283 117,771 147,790 160,258 38,985 26,517
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 14,743)
8,259 -4,794 163 1,957 17,886 10,379 13,255 4,364 1,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.3 21.5 1.3 28.5 63.1 79.1 85.8 20.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
42 21 4 21 22 66 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 97,517
COMMITMENTS
9,644 68,852 12 76,951 7,259 86,607 76,123 10,910 21,394
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -2,786)
272 -6,389 -150 -2,731 1,788 -2,609 -4,751 -177 1,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 70.6 0.0 78.9 7.4 88.8 78.1 11.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 30 1 13 8 26 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 139,965
COMMITMENTS
94,740 8,603 1,491 33,881 126,594 130,112 136,688 9,853 3,277
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 11,077)
13,378 -3,521 701 -2,419 14,833 11,660 12,013 -583 -936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.7 6.1 1.1 24.2 90.4 93.0 97.7 7.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
71 15 2 13 19 85 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 129,528
COMMITMENTS
69,948 22,538 51 27,631 87,821 97,630 110,410 31,898 19,118
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 7,267)
13,455 1,383 41 -7,954 5,761 5,542 7,185 1,725 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.0 17.4 0.0 21.3 67.8 75.4 85.2 24.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
31 22 4 18 20 53 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 319,048
COMMITMENTS
51,301 197,544 1,192 222,725 83,306 275,218 282,042 43,830 37,006
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -7,383)
-1,000 -6,503 -315 -7,360 -430 -8,675 -7,248 1,292 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 61.9 0.4 69.8 26.1 86.3 88.4 13.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
37 71 7 29 22 69 97
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 213,871
COMMITMENTS
124,206 29,887 2,967 30,545 146,256 157,718 179,110 56,153 34,761
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -5,026)
-2,654 -1,686 -165 -5,314 520 -8,133 -1,331 3,107 -3,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.1 14.0 1.4 14.3 68.4 73.7 83.7 26.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
69 35 18 28 32 106 76
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,796
COMMITMENTS
15,707 796 6 5,598 21,530 21,311 22,332 2,485 1,464
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -585)
-900 -4 0 544 -421 -356 -425 -229 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.0 3.3 0.0 23.5 90.5 89.6 93.8 10.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 2 1 11 14 27 17
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 52,571
COMMITMENTS
6,570 5,094 265 43,011 44,359 49,846 49,718 2,725 2,853
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 984)
740 -20 -7 403 1,101 1,136 1,074 -152 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 9.7 0.5 81.8 84.4 94.8 94.6 5.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 2 15 10 20 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,027,457
COMMITMENTS
1488557 1140630 1136962 8303317 8301452 10928836 10579044 1098621 1448413
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 148,372)
25,211 87,430 13,382 82,205 -7,329 120,798 93,483 27,574 54,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 9.5 9.5 69.0 69.0 90.9 88.0 9.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
73 63 98 162 175 278 304
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 676,382
COMMITMENTS
56,914 65,215 11,070 473,219 463,274 541,203 539,559 135,179 136,823
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 3,682)
-188 -1,423 0 -1,009 6,566 -1,197 5,143 4,879 -1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 9.6 1.6 70.0 68.5 80.0 79.8 20.0 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
40 32 16 87 57 135 97
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,200,527
COMMITMENTS
455,830 721,765 28,176 1261355 1274979 1745361 2024920 455,166 175,607
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 39,564)
1,343 33,200 -3,069 40,630 -1,512 38,904 28,619 660 10,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 32.8 1.3 57.3 57.9 79.3 92.0 20.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
81 103 32 85 99 185 215
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,348
COMMITMENTS
908 0 0 5,869 7,255 6,777 7,255 2,571 2,093
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -215)
-1 0 0 -70 0 -71 0 -144 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 0.0 0.0 62.8 77.6 72.5 77.6 27.5 22.4
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 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,061
COMMITMENTS
12,547 27,355 0 67,310 59,479 79,857 86,834 11,204 4,227
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -2,983)
-910 -486 0 -1,324 -2,481 -2,234 -2,967 -749 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 30.0 0.0 73.9 65.3 87.7 95.4 12.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 12 0 39 33 55 45
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,353
COMMITMENTS
5,605 14,542 33 49,216 38,405 54,854 52,980 7,499 9,373
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -1,496)
-2,896 -46 -53 1,292 942 -1,657 843 161 -2,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 23.3 0.1 78.9 61.6 88.0 85.0 12.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 19 3 26 26 38 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 455,492
COMMITMENTS
145,953 175,150 4,733 257,185 249,948 407,871 429,831 47,621 25,661
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -17,259)
-26,526 -854 -1,236 21,422 -19,732 -6,340 -21,822 -10,919 4,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 38.5 1.0 56.5 54.9 89.5 94.4 10.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
88 66 13 52 54 149 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 97,790
COMMITMENTS
61,546 22,208 595 10,925 62,351 73,066 85,154 24,724 12,636
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -5,510)
-5,315 2,647 0 868 -9,124 -4,447 -6,477 -1,063 967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.9 22.7 0.6 11.2 63.8 74.7 87.1 25.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
31 14 3 11 16 43 32
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 48,424
COMMITMENTS
2,773 8,553 0 40,544 34,405 43,317 42,958 5,107 5,466
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 132)
-6 4 0 379 213 373 217 -241 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 17.7 0.0 83.7 71.0 89.5 88.7 10.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 17 0 23 22 27 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 568,845
COMMITMENTS
66,503 260,784 3,206 485,075 279,881 554,784 543,871 14,061 24,974
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 4,787)
-4,578 20,051 -42 8,260 -1,886 3,640 18,123 1,147 -13,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 45.8 0.6 85.3 49.2 97.5 95.6 2.5 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
38 94 10 55 78 99 176
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 58,254
COMMITMENTS
12,406 16,535 711 32,867 25,419 45,984 42,665 12,270 15,589
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 252)
340 32 0 402 -176 742 -144 -490 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 28.4 1.2 56.4 43.6 78.9 73.2 21.1 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
20 18 2 22 29 43 49
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,949
COMMITMENTS
24,881 4,937 502 26,272 33,431 51,655 38,870 6,294 19,079
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -518)
-150 531 -97 1,045 -1,299 798 -865 -1,316 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 8.5 0.9 45.3 57.7 89.1 67.1 10.9 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
28 7 4 21 18 50 28
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,508
COMMITMENTS
4,472 851 270 14,120 17,899 18,862 19,020 646 488
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 175)
-216 40 0 368 263 152 303 23 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 4.4 1.4 72.4 91.8 96.7 97.5 3.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 4 1 7 5 16 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 61,649
COMMITMENTS
2,163 18,965 6,528 25,052 27,220 33,743 52,713 27,906 8,936
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -1,352)
1 229 121 350 1,079 472 1,429 -1,824 -2,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 30.8 10.6 40.6 44.2 54.7 85.5 45.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 23 13 23 23 40 49
Updated June 1, 2007