MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,161
COMMITMENTS
12,467 1,007 1,076 19,969 29,272 33,512 31,355 6,649 8,806
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 1,447)
1,028 116 -48 349 935 1,329 1,003 118 444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 2.5 2.7 49.7 72.9 83.4 78.1 16.6 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
23 5 15 25 24 53 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 176,728
COMMITMENTS
40,336 42,263 35,476 81,195 76,556 157,007 154,295 19,721 22,433
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -5,456)
-667 1,655 -488 -210 -2,808 -1,365 -1,641 -4,091 -3,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 23.9 20.1 45.9 43.3 88.8 87.3 11.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
80 71 88 29 37 164 154
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 241,428
COMMITMENTS
59,227 33,440 45,956 116,376 113,255 221,559 192,651 19,869 48,777
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -1,842)
2,119 854 503 -1,033 -64 1,589 1,293 -3,431 -3,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 13.9 19.0 48.2 46.9 91.8 79.8 8.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
71 77 68 67 132 182 244
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,239
COMMITMENTS
2,753 2,302 1,107 2,174 2,691 6,034 6,100 2,205 2,139
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -91)
47 -352 -499 222 696 -230 -155 139 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 27.9 13.4 26.4 32.7 73.2 74.0 26.8 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
23 21 11 17 25 47 50
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,011
COMMITMENTS
7,897 5,532 1,524 8,470 4,472 17,891 11,528 4,120 10,483
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 281)
44 707 276 233 -381 553 602 -272 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 25.1 6.9 38.5 20.3 81.3 52.4 18.7 47.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
29 30 14 30 40 70 76
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 243,351
COMMITMENTS
92,321 33,525 3,633 115,191 163,257 211,145 200,415 32,206 42,936
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 11,261)
-6,083 -2,874 -492 19,303 -1,878 12,728 -5,244 -1,467 16,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 13.8 1.5 47.3 67.1 86.8 82.4 13.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
50 21 7 23 23 78 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 110,556
COMMITMENTS
6,682 86,013 11 95,587 2,206 102,280 88,230 8,276 22,326
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -44,584)
-3,659 -3,509 -1,063 -36,276 -41,698 -40,998 -46,270 -3,586 1,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 77.8 0.0 86.5 2.0 92.5 79.8 7.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 42 1 9 6 17 48
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 104,674
COMMITMENTS
69,496 4,923 468 25,752 96,470 95,716 101,861 8,958 2,813
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -33,365)
-3,102 -11,345 -3,924 -24,978 -16,150 -32,004 -31,419 -1,361 -1,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.4 4.7 0.4 24.6 92.2 91.4 97.3 8.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
61 11 3 8 22 69 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 133,035
COMMITMENTS
92,943 21,250 265 13,029 93,387 106,237 114,902 26,798 18,133
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -360)
29,299 -2,977 -3,490 -26,540 8,926 -731 2,459 371 -2,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.9 16.0 0.2 9.8 70.2 79.9 86.4 20.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
37 16 2 13 21 51 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 310,083
COMMITMENTS
45,218 206,579 515 227,309 65,979 273,042 273,073 37,041 37,010
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -70,449)
-3,573 30,226 -1,576 -51,721 -96,899 -56,870 -68,249 -13,579 -2,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 66.6 0.2 73.3 21.3 88.1 88.1 11.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
29 65 6 27 22 60 89
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 183,775
COMMITMENTS
85,173 38,832 926 47,546 113,147 133,645 152,905 50,130 30,870
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -44,117)
-8,389 -4,092 -2,019 -23,653 -27,256 -34,061 -33,367 -10,056 -10,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 21.1 0.5 25.9 61.6 72.7 83.2 27.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
46 41 6 25 26 73 71
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,113
COMMITMENTS
26,386 2,070 397 11,530 36,852 38,313 39,319 2,800 1,794
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -14,516)
-1,587 493 379 -13,088 -15,358 -14,296 -14,486 -220 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.2 5.0 1.0 28.0 89.6 93.2 95.6 6.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
18 3 2 9 9 27 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 68,994
COMMITMENTS
6,456 27,087 2,111 53,501 37,519 62,068 66,717 6,926 2,277
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 10,388)
638 4,334 -474 6,985 8,995 7,149 12,855 3,239 -2,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 39.3 3.1 77.5 54.4 90.0 96.7 10.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 14 12 19 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,466,816
COMMITMENTS
1345463 903,422 880,400 7224932 7249806 9450795 9033628 1016021 1433188
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -1,420,676)
-233,055 -242,954 -119,143 -903,706 -983,105 -1255904 -1345202 -164,772 -75,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 8.6 8.4 69.0 69.3 90.3 86.3 9.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
67 51 88 151 159 256 273
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 594,142
COMMITMENTS
42,238 76,774 3,669 433,472 413,578 479,379 494,021 114,763 100,121
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -174,804)
-16,163 8,429 -24,280 -91,590 -115,459 -132,033 -131,310 -42,771 -43,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 12.9 0.6 73.0 69.6 80.7 83.1 19.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
33 33 18 81 60 124 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,577,585
COMMITMENTS
388,811 431,915 11,782 962,283 988,070 1362876 1431767 214,709 145,818
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -1,283,933)
-90,026 -314,055 -88,762 -877,672 -730,974 -1056460 -1133791 -227,473 -150,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 27.4 0.7 61.0 62.6 86.4 90.8 13.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
69 98 22 74 89 157 195
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,573
COMMITMENTS
12,901 28,367 0 65,222 58,444 78,123 86,811 11,450 2,762
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -33,370)
720 -325 -685 -26,780 -27,016 -26,745 -28,026 -6,625 -5,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 31.7 0.0 72.8 65.2 87.2 96.9 12.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
20 14 0 34 38 54 52
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,994
COMMITMENTS
5,946 15,503 24 37,746 31,839 43,716 47,366 8,278 4,628
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -23,442)
699 1,617 -2,286 -17,328 -14,736 -18,915 -15,405 -4,527 -8,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 29.8 0.0 72.6 61.2 84.1 91.1 15.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 14 2 24 21 32 36
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 357,164
COMMITMENTS
141,631 97,660 4,802 188,565 231,798 334,998 334,260 22,166 22,904
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -248,765)
-4,728 -106,140 -11,294 -194,595 -105,640 -210,617 -223,074 -38,148 -25,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 27.3 1.3 52.8 64.9 93.8 93.6 6.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
84 44 8 47 46 134 95
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 115,118
COMMITMENTS
75,187 9,974 1,402 7,354 95,081 83,943 106,457 31,175 8,661
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -41,929)
-15,256 -7,095 -419 -22,601 -30,653 -38,276 -38,167 -3,653 -3,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.3 8.7 1.2 6.4 82.6 72.9 92.5 27.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
39 11 3 7 14 46 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,535
COMMITMENTS
743 7,638 0 25,179 17,599 25,922 25,237 4,613 5,298
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -30,488)
-1,677 -633 -1,361 -25,191 -25,963 -28,229 -27,957 -2,259 -2,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 25.0 0.0 82.5 57.6 84.9 82.6 15.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
2 15 0 19 16 21 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 517,232
COMMITMENTS
74,650 229,475 2,266 423,927 263,629 500,843 495,370 16,389 21,862
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -198,700)
9,510 -35,781 -11,974 -179,720 -133,807 -182,184 -181,562 -16,516 -17,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 44.4 0.4 82.0 51.0 96.8 95.8 3.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
37 90 6 51 80 91 173
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 50,440
COMMITMENTS
10,074 14,910 2 29,915 24,488 39,991 39,400 10,449 11,040
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 508)
1,134 1,949 -96 608 702 1,646 2,555 -1,138 -2,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 29.6 0.0 59.3 48.5 79.3 78.1 20.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 15 2 17 20 38 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,741
COMMITMENTS
18,201 1,031 125 14,162 14,254 32,488 15,410 6,253 23,331
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 718)
2,647 216 13 -618 -193 2,042 36 -1,324 682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 2.7 0.3 36.6 36.8 83.9 39.8 16.1 60.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
23 3 1 13 13 36 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,489
COMMITMENTS
5,697 926 270 13,813 18,681 19,780 19,877 709 612
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -522)
649 -307 -49 -599 276 1 -80 -523 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 4.5 1.3 67.4 91.2 96.5 97.0 3.5 3.0
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 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 36,141
COMMITMENTS
2,289 8,157 2,904 18,363 16,824 23,556 27,885 12,585 8,256
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -24,903)
-3,380 -7,265 -1,408 -5,702 -11,944 -10,490 -20,617 -14,413 -4,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 22.6 8.0 50.8 46.6 65.2 77.2 34.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 11 7 22 23 33 37
Updated June 22, 2007