BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,505
COMMITMENTS
67 0 0 3,448 4,434 3,515 4,434 990 71
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 0.0 0.0 76.5 98.4 78.0 98.4 22.0 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 15 10 16 10
MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,392
COMMITMENTS
9,173 1,202 860 21,601 27,702 31,634 29,764 5,758 7,628
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -4,158)
-2,621 265 -362 76 -2,855 -2,907 -2,952 -1,251 -1,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 3.2 2.3 57.8 74.1 84.6 79.6 15.4 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 5 11 23 22 47 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 169,436
COMMITMENTS
31,480 49,114 38,333 82,941 53,344 152,754 140,791 16,682 28,645
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -69)
-905 6,292 1,179 973 -9,930 1,247 -2,459 -1,316 2,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 29.0 22.6 49.0 31.5 90.2 83.1 9.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
48 88 71 30 35 128 160
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 220,243
COMMITMENTS
50,034 40,061 40,041 113,100 96,600 203,175 176,702 17,068 43,541
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -7,132)
-2,966 4,840 -3,991 461 -5,554 -6,496 -4,705 -636 -2,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 18.2 18.2 51.4 43.9 92.3 80.2 7.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
65 81 62 53 118 156 226
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,484
COMMITMENTS
2,754 2,054 978 1,801 2,376 5,533 5,408 1,951 2,076
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -451)
-87 -220 154 -505 -399 -438 -465 -13 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 27.4 13.1 24.1 31.7 73.9 72.3 26.1 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
19 21 11 14 20 43 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,510
COMMITMENTS
7,972 5,473 2,375 7,748 4,104 18,095 11,952 5,415 11,558
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 733)
-16 -227 668 -934 -233 -282 208 1,015 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 23.3 10.1 33.0 17.5 77.0 50.8 23.0 49.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
35 24 23 27 39 78 76
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 143,135
COMMITMENTS
79,653 14,400 1,489 26,909 104,004 108,051 119,893 35,084 23,242
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 3,256)
-2,400 1,210 10 1,213 250 -1,177 1,470 4,433 1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.6 10.1 1.0 18.8 72.7 75.5 83.8 24.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
45 14 4 18 19 65 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 95,030
COMMITMENTS
14,876 48,451 0 69,804 27,367 84,680 75,818 10,350 19,212
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -6,915)
6,573 -18,683 0 -16,090 17,278 -9,517 -1,405 2,602 -5,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 51.0 0.0 73.5 28.8 89.1 79.8 10.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
13 25 0 7 13 20 38
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 94,589
COMMITMENTS
55,616 6,836 328 28,244 84,585 84,188 91,749 10,401 2,840
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 1)
1,858 -4,942 -323 -2,589 5,060 -1,054 -205 1,055 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.8 7.2 0.3 29.9 89.4 89.0 97.0 11.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
57 12 1 10 19 68 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 164,639
COMMITMENTS
122,379 24,206 668 8,765 113,388 131,812 138,262 32,827 26,377
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 4,848)
3,051 1,012 256 -736 -3,952 2,571 -2,684 2,277 7,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.3 14.7 0.4 5.3 68.9 80.1 84.0 19.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
47 20 6 12 20 63 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 326,811
COMMITMENTS
43,373 198,511 534 244,264 91,434 288,171 290,479 38,640 36,332
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -25,488)
-6,038 -38,977 66 -19,799 13,830 -25,771 -25,081 283 -407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 60.7 0.2 74.7 28.0 88.2 88.9 11.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
30 63 6 28 23 63 87
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 195,000
COMMITMENTS
101,643 25,119 1,330 29,601 136,922 132,574 163,371 62,426 31,629
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 11,107)
8,767 -324 642 -9,255 11,370 154 11,688 10,953 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 12.9 0.7 15.2 70.2 68.0 83.8 32.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
57 29 8 25 32 84 67
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,316
COMMITMENTS
25,511 2,617 380 11,608 36,383 37,499 39,380 3,817 1,936
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -77)
-1,116 -136 -41 467 -368 -690 -545 613 468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.7 6.3 0.9 28.1 88.1 90.8 95.3 9.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 9 1 8 9 23 19
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 86,387
COMMITMENTS
12,887 29,105 2,241 64,743 51,985 79,871 83,331 6,516 3,056
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 3,865)
3,089 -406 148 383 3,374 3,620 3,116 245 749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 33.7 2.6 74.9 60.2 92.5 96.5 7.5 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 2 2 18 15 25 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 10,584,967
COMMITMENTS
1452340 611,624 867,159 7229618 7700525 9549117 9179308 1035850 1405659
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 37,923)
-93,738 -117,496 53,850 35,633 51,573 -4,255 -12,073 42,178 49,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 5.8 8.2 68.3 72.7 90.2 86.7 9.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
68 52 90 150 163 259 274
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 596,688
COMMITMENTS
43,762 82,425 7,332 433,615 416,411 484,709 506,168 111,979 90,520
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -7,379)
-1,218 -145 -127 -1,394 -3,528 -2,739 -3,800 -4,640 -3,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 13.8 1.2 72.7 69.8 81.2 84.8 18.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
36 40 18 84 59 131 106
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,619,924
COMMITMENTS
358,140 502,690 36,196 1041395 943,840 1435731 1482726 184,193 137,198
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -23,020)
-32,015 27,658 11,710 74,253 -36,866 53,948 2,502 -76,968 -25,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 31.0 2.2 64.3 58.3 88.6 91.5 11.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
65 98 33 87 93 171 205
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 90,150
COMMITMENTS
10,484 29,274 0 68,690 57,822 79,174 87,096 10,976 3,054
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 3,434)
-598 273 -3 4,544 3,736 3,943 4,006 -509 -572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 32.5 0.0 76.2 64.1 87.8 96.6 12.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
13 17 0 37 38 50 55
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,484
COMMITMENTS
7,403 16,800 25 44,622 36,726 52,050 53,551 10,434 8,933
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 6,441)
2,052 721 1 4,991 4,259 7,044 4,981 -603 1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 26.9 0.0 71.4 58.8 83.3 85.7 16.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 12 2 26 20 36 33
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 395,201
COMMITMENTS
138,193 91,679 6,114 227,602 270,187 371,909 367,980 23,292 27,221
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 26,414)
14,664 -5,286 1,889 11,822 36,348 28,375 32,951 -1,961 -6,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 23.2 1.5 57.6 68.4 94.1 93.1 5.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
86 51 10 45 48 136 104
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 109,147
COMMITMENTS
68,053 9,956 814 10,171 89,064 79,038 99,834 30,109 9,313
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -2,357)
-5,261 3,617 15 5,532 -4,077 286 -445 -2,643 -1,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.3 9.1 0.7 9.3 81.6 72.4 91.5 27.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
39 9 2 10 12 49 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,756
COMMITMENTS
238 8,079 0 31,270 23,421 31,508 31,500 5,248 5,256
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 4,136)
-10 334 0 3,796 3,558 3,786 3,892 350 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 22.0 0.0 85.1 63.7 85.7 85.7 14.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 16 0 20 19 21 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 541,443
COMMITMENTS
74,116 250,721 2,016 451,191 263,811 527,323 516,548 14,120 24,895
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 18,047)
1,104 8,587 291 18,868 7,165 20,263 16,043 -2,216 2,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 46.3 0.4 83.3 48.7 97.4 95.4 2.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
35 97 6 55 76 93 176
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 51,326
COMMITMENTS
12,768 13,718 2 27,629 25,842 40,399 39,562 10,927 11,764
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 741)
480 -800 0 121 2,414 601 1,614 140 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 26.7 0.0 53.8 50.3 78.7 77.1 21.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
22 16 2 20 16 44 33
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 39,803
COMMITMENTS
20,895 2,686 103 14,468 18,520 35,466 21,309 4,337 18,494
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: -1,362)
1,480 1,564 -128 1,303 -499 2,655 937 -4,017 -2,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.5 6.7 0.3 36.3 46.5 89.1 53.5 10.9 46.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
26 4 1 14 15 40 20
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,281
COMMITMENTS
5,389 1,122 275 13,715 18,363 19,379 19,760 902 521
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 78)
-220 167 5 101 -101 -114 71 192 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 5.5 1.4 67.6 90.5 95.6 97.4 4.4 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 5 3 8 4 17 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 07/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 38,534
COMMITMENTS
5,105 8,824 3,129 18,813 17,081 27,047 29,034 11,487 9,500
CHANGES FROM 06/26/07 (CHANGE IN OPEN INTEREST: 955)
1,953 600 -93 -425 693 1,435 1,200 -480 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 22.9 8.1 48.8 44.3 70.2 75.3 29.8 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 13 7 22 23 35 40
Updated July 9, 2007