MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,574
COMMITMENTS
9,812 898 1,027 20,210 27,115 31,049 29,040 6,525 8,534
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,764)
-1,070 -81 103 -715 -1,888 -1,682 -1,866 -82 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 2.4 2.7 53.8 72.2 82.6 77.3 17.4 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
18 6 14 25 20 49 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 184,131
COMMITMENTS
39,508 38,712 40,807 82,471 80,552 162,786 160,071 21,345 24,060
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 2,019)
3,567 6,206 -3,156 2,081 -604 2,492 2,446 -473 -427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 21.0 22.2 44.8 43.7 88.4 86.9 11.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
71 83 85 27 32 155 156
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 251,058
COMMITMENTS
59,638 32,893 47,285 120,256 119,257 227,179 199,435 23,879 51,623
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -14,848)
-5,975 -6,175 -4,324 -2,018 -2,157 -12,317 -12,656 -2,531 -2,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 13.1 18.8 47.9 47.5 90.5 79.4 9.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
75 64 80 73 130 206 239
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,005
COMMITMENTS
2,661 2,745 1,451 1,917 1,891 6,029 6,087 1,976 1,918
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 346)
-83 -519 736 -190 152 463 369 -117 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 34.3 18.1 23.9 23.6 75.3 76.0 24.7 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
23 26 18 17 25 55 60
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,007
COMMITMENTS
7,993 3,786 1,004 7,611 5,342 16,608 10,132 4,399 10,875
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 1)
-199 671 -123 794 -513 472 35 -471 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 18.0 4.8 36.2 25.4 79.1 48.2 20.9 51.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
37 20 16 27 43 74 70
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 184,722
COMMITMENTS
85,481 41,623 2,771 60,498 113,313 148,750 157,707 35,972 27,015
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -2,053)
-6,669 1,493 414 7,215 -4,458 960 -2,551 -3,013 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 22.5 1.5 32.8 61.3 80.5 85.4 19.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
44 22 6 23 21 72 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 99,547
COMMITMENTS
11,536 69,788 525 76,290 9,178 88,351 79,491 11,196 20,056
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 2,030)
1,892 936 513 -661 1,919 1,744 3,368 286 -1,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 70.1 0.5 76.6 9.2 88.8 79.9 11.2 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
12 30 3 10 11 23 43
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 141,432
COMMITMENTS
97,365 6,309 3,295 30,603 127,721 131,263 137,325 10,169 4,107
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 1,467)
2,625 -2,294 1,804 -3,278 1,127 1,151 637 316 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.8 4.5 2.3 21.6 90.3 92.8 97.1 7.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
75 13 4 13 20 90 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 142,314
COMMITMENTS
85,999 24,139 514 22,388 97,239 108,901 121,892 33,413 20,422
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 12,786)
16,051 1,601 463 -5,243 9,418 11,271 11,482 1,515 1,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.4 17.0 0.4 15.7 68.3 76.5 85.7 23.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
36 21 7 16 23 59 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 311,288
COMMITMENTS
53,781 177,787 1,097 209,829 97,812 264,707 276,696 46,581 34,592
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -7,760)
2,480 -19,757 -95 -12,896 14,506 -10,511 -5,346 2,751 -2,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 57.1 0.4 67.4 31.4 85.0 88.9 15.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
39 70 11 31 25 75 101
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 214,948
COMMITMENTS
119,341 34,376 2,729 33,497 136,957 155,567 174,062 59,381 40,886
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 1,077)
-4,865 4,489 -238 2,952 -9,299 -2,151 -5,048 3,228 6,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.5 16.0 1.3 15.6 63.7 72.4 81.0 27.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
65 36 16 33 35 106 79
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,528
COMMITMENTS
21,210 1,292 6 3,823 24,816 25,039 26,114 2,489 1,414
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 3,732)
5,503 496 0 -1,775 3,286 3,728 3,782 4 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.0 4.7 0.0 13.9 90.1 91.0 94.9 9.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 3 1 9 16 29 20
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 57,033
COMMITMENTS
6,112 22,947 2,424 45,078 27,514 53,614 52,885 3,419 4,148
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 4,462)
-458 17,853 2,159 2,067 -16,845 3,768 3,167 694 1,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 40.2 4.3 79.0 48.2 94.0 92.7 6.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 3 14 10 18 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 12,017,363
COMMITMENTS
1444435 1219297 1186482 8181821 8136698 10812738 10542477 1204625 1474886
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -10,094)
-44,122 78,667 49,520 -121,496 -164,754 -116,098 -36,567 106,004 26,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 10.1 9.9 68.1 67.7 90.0 87.7 10.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
72 64 100 158 175 276 306
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 703,534
COMMITMENTS
60,986 64,349 22,765 475,234 476,773 558,985 563,887 144,549 139,647
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 27,152)
4,072 -866 11,695 2,015 13,499 17,782 24,328 9,370 2,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 9.1 3.2 67.5 67.8 79.5 80.2 20.5 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
44 37 25 86 63 145 111
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,405,114
COMMITMENTS
494,616 759,244 32,320 1478461 1436618 2005397 2228182 399,717 176,932
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 204,587)
38,786 37,479 4,144 217,106 161,639 260,036 203,262 -55,449 1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 31.6 1.3 61.5 59.7 83.4 92.6 16.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
88 107 38 92 101 204 223
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,650
COMMITMENTS
891 0 0 6,144 7,203 7,035 7,203 2,615 2,447
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 302)
-17 0 0 275 -52 258 -52 44 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 0.0 0.0 63.7 74.6 72.9 74.6 27.1 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 13 10 15 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 96,681
COMMITMENTS
12,631 27,176 0 71,254 65,873 83,885 93,049 12,796 3,632
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 5,620)
84 -179 0 3,944 6,394 4,028 6,215 1,592 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 28.1 0.0 73.7 68.1 86.8 96.2 13.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
16 13 0 43 39 59 52
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,701
COMMITMENTS
7,032 13,957 27 47,353 37,144 54,412 51,128 7,289 10,573
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -652)
1,427 -585 -6 -1,863 -1,261 -442 -1,852 -210 1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 22.6 0.0 76.7 60.2 88.2 82.9 11.8 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 18 3 27 26 39 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 477,255
COMMITMENTS
163,399 196,888 3,376 265,325 254,092 432,100 454,356 45,155 22,899
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 21,763)
17,446 21,738 -1,357 8,140 4,144 24,229 24,525 -2,466 -2,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 41.3 0.7 55.6 53.2 90.5 95.2 9.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
87 69 17 52 58 150 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 122,120
COMMITMENTS
85,106 7,850 398 6,599 101,954 92,103 110,202 30,017 11,918
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 24,330)
23,560 -14,358 -197 -4,326 39,603 19,037 25,048 5,293 -718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.7 6.4 0.3 5.4 83.5 75.4 90.2 24.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
40 10 2 11 18 52 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 51,150
COMMITMENTS
2,408 8,191 500 43,585 36,974 46,493 45,665 4,657 5,485
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 2,726)
-365 -362 500 3,041 2,569 3,176 2,707 -450 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 16.0 1.0 85.2 72.3 90.9 89.3 9.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 15 1 25 23 29 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 600,762
COMMITMENTS
72,191 265,033 2,821 511,826 309,447 586,838 577,301 13,924 23,461
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 31,917)
5,688 4,249 -385 26,751 29,566 32,054 33,430 -137 -1,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 44.1 0.5 85.2 51.5 97.7 96.1 2.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
44 87 11 57 81 106 175
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 83,435
COMMITMENTS
13,152 16,608 5,191 48,322 41,049 66,665 62,848 16,770 20,587
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 25,181)
746 73 4,480 15,455 15,630 20,681 20,183 4,500 4,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 19.9 6.2 57.9 49.2 79.9 75.3 20.1 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
21 20 14 29 32 61 59
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,787
COMMITMENTS
23,701 4,800 1,232 28,582 35,824 53,515 41,856 17,272 28,931
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 12,838)
-1,180 -137 730 2,310 2,393 1,860 2,986 10,978 9,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 6.8 1.7 40.4 50.6 75.6 59.1 24.4 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
24 7 5 25 24 50 35
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,420
COMMITMENTS
5,048 1,038 270 14,409 18,503 19,727 19,811 693 609
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 912)
576 187 0 289 604 865 791 47 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 5.1 1.3 70.6 90.6 96.6 97.0 3.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 5 1 7 5 16 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 60,595
COMMITMENTS
2,162 18,345 5,510 24,786 26,965 32,458 50,820 28,137 9,775
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,054)
-1 -620 -1,018 -266 -255 -1,285 -1,893 231 839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 30.3 9.1 40.9 44.5 53.6 83.9 46.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 20 11 24 24 39 47
Updated June 8, 2007