MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,986
COMMITMENTS
3,741 2,054 6,501 24,119 23,092 34,361 31,647 7,625 10,338
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 164)
12 357 -540 1,511 1,517 983 1,334 -819 -1,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 4.9 15.5 57.4 55.0 81.8 75.4 18.2 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
12 9 11 28 27 46 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 189,333
COMMITMENTS
34,949 20,173 45,402 81,166 95,611 161,517 161,187 27,815 28,146
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -2,484)
-2,923 -2,039 -1,360 -116 1,135 -4,399 -2,263 1,915 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 10.7 24.0 42.9 50.5 85.3 85.1 14.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
80 59 87 36 43 171 150
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 306,992
COMMITMENTS
78,507 28,500 71,665 126,127 141,025 276,299 241,190 30,693 65,802
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 12,355)
3,407 556 5,977 912 5,860 10,296 12,393 2,059 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 9.3 23.3 41.1 45.9 90.0 78.6 10.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
113 78 102 100 161 286 287
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,555
COMMITMENTS
2,387 3,631 878 1,988 1,193 5,254 5,702 2,301 1,853
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 136)
180 12 270 -242 -136 208 147 -72 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 48.1 11.6 26.3 15.8 69.5 75.5 30.5 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
22 33 8 15 17 42 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,378
COMMITMENTS
10,383 5,733 8,160 13,750 9,818 32,293 23,711 7,085 15,666
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 809)
-595 -531 846 -525 -79 -274 236 1,082 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 14.6 20.7 34.9 24.9 82.0 60.2 18.0 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
43 27 41 49 53 120 108
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 146,853
COMMITMENTS
17,923 74,674 5,987 89,544 34,743 113,455 115,404 33,398 31,450
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -3,072)
405 -9,001 1,101 -4,546 4,427 -3,040 -3,473 -32 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 50.8 4.1 61.0 23.7 77.3 78.6 22.7 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
16 35 12 24 21 46 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 108,166
COMMITMENTS
15,797 59,635 2,132 69,526 28,523 87,455 90,291 20,711 17,875
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 4,107)
9,845 -1,309 364 -12,634 3,756 -2,426 2,811 6,534 1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 55.1 2.0 64.3 26.4 80.9 83.5 19.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 27 4 12 13 30 41
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 94,763
COMMITMENTS
33,668 33,480 125 56,692 57,157 90,485 90,762 4,278 4,001
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: -4,579)
-12,743 4,687 -1 8,553 -9,934 -4,191 -5,248 -388 669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 35.3 0.1 59.8 60.3 95.5 95.8 4.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
31 31 1 17 16 48 48
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 167,884
COMMITMENTS
88,761 19,473 3,886 34,474 118,390 127,121 141,749 40,763 26,135
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 14,155)
13,879 4,348 1,011 -6,174 7,430 8,716 12,789 5,439 1,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.9 11.6 2.3 20.5 70.5 75.7 84.4 24.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
40 15 9 17 22 58 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 369,527
COMMITMENTS
31,281 152,275 21,444 260,603 154,154 313,329 327,872 56,199 41,655
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 3,577)
-3,878 -6,105 5,438 43 1,437 1,603 770 1,974 2,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 41.2 5.8 70.5 41.7 84.8 88.7 15.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
33 61 24 29 24 79 92
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 255,552
COMMITMENTS
120,719 18,702 23,104 44,640 174,061 188,463 215,867 67,089 39,684
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 24,767)
5,727 1,610 3,964 8,088 15,937 17,780 21,511 6,987 3,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 7.3 9.0 17.5 68.1 73.7 84.5 26.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
78 30 39 35 28 131 79
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 22,779
COMMITMENTS
16,798 292 0 3,423 21,024 20,221 21,316 2,558 1,463
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 810)
558 -80 0 60 583 618 503 192 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.7 1.3 0.0 15.0 92.3 88.8 93.6 11.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 2 0 8 14 26 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 17,408,879
COMMITMENTS
1020096 652,799 4803485 10244561 10350548 16068141 15806832 1340738 1602047
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 1,291,868)
198,911 -175,740 380,266 410,305 874,750 989,482 1079275 302,387 212,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 3.7 27.6 58.8 59.5 92.3 90.8 7.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
71 66 117 173 178 303 312
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 838,357
COMMITMENTS
81,154 66,318 107,024 463,795 514,180 651,973 687,522 186,384 150,835
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 118,409)
12,410 20,169 57,630 9,198 17,993 79,238 95,792 39,171 22,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 7.9 12.8 55.3 61.3 77.8 82.0 22.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
61 48 76 89 61 187 148
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,129,030
COMMITMENTS
417,778 451,700 155,026 1158520 1356399 1731324 1963125 397,706 165,905
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 186,801)
-2,736 44,719 70,089 82,240 45,132 149,593 159,940 37,208 26,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 21.2 7.3 54.4 63.7 81.3 92.2 18.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
108 90 95 84 85 233 229
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 8,230
COMMITMENTS
1,343 0 0 4,043 5,889 5,386 5,889 2,844 2,341
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 22)
-64 0 0 179 143 115 143 -93 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 0.0 0.0 49.1 71.6 65.4 71.6 34.6 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 12 11 15 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 80,557
COMMITMENTS
12,320 35,391 371 55,694 39,701 68,385 75,463 12,172 5,094
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 1,223)
-1,210 -885 0 3,248 1,016 2,038 131 -815 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 43.9 0.5 69.1 49.3 84.9 93.7 15.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
10 18 2 37 26 49 45
CHICAGO HDD - CHICAGO MERCANTILE EXCHANGE Code-16164H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 3,889
COMMITMENTS
1,506 1,495 521 1,713 1,674 3,739 3,689 150 200
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 38.4 13.4 44.0 43.0 96.1 94.9 3.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 4 5 8 11 16
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,679
COMMITMENTS
13,622 6,585 813 27,801 41,710 42,237 49,109 14,442 7,570
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 5,496)
-1,340 1,222 555 1,969 2,333 1,184 4,110 4,312 1,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 11.6 1.4 49.1 73.6 74.5 86.6 25.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 14 8 28 32 47 52
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 394,770
COMMITMENTS
112,637 159,318 16,314 222,604 180,488 351,555 356,120 43,215 38,650
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 20,343)
-33,378 -8,325 5,460 41,493 16,429 13,575 13,564 6,768 6,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 40.4 4.1 56.4 45.7 89.1 90.2 10.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
79 83 28 65 54 160 149
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 140,885
COMMITMENTS
92,669 9,628 144 16,207 118,579 109,020 128,352 31,865 12,533
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 16,585)
16,134 2,671 22 -3,404 13,344 12,752 16,037 3,834 549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.8 6.8 0.1 11.5 84.2 77.4 91.1 22.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
44 9 2 10 15 55 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,294
COMMITMENTS
1,914 4,080 17 31,143 28,129 33,074 32,226 4,220 5,069
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 1,571)
-34 -326 0 1,622 2,561 1,588 2,235 -17 -664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 10.9 0.0 83.5 75.4 88.7 86.4 11.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 12 1 24 26 27 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 455,793
COMMITMENTS
68,839 181,253 13,636 347,508 240,623 429,983 435,512 25,810 20,281
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 46,827)
-4,195 18,467 3,718 45,947 24,076 45,470 46,262 1,357 566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 39.8 3.0 76.2 52.8 94.3 95.6 5.7 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
58 106 65 50 66 150 195
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 57,027
COMMITMENTS
9,791 17,530 997 33,341 27,714 44,129 46,241 12,898 10,786
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 3,675)
-2,513 272 938 3,584 3,255 2,009 4,465 1,666 -790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 30.7 1.7 58.5 48.6 77.4 81.1 22.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 17 7 24 22 48 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 55,499
COMMITMENTS
11,112 4,427 1,789 27,828 37,876 40,729 44,092 14,770 11,407
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 10,845)
1,522 36 1,015 2,667 3,501 5,204 4,552 5,641 6,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 8.0 3.2 50.1 68.2 73.4 79.4 26.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
19 9 4 18 18 39 30
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,382
COMMITMENTS
5,800 1,523 316 14,025 18,079 20,141 19,918 241 464
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 207)
266 18 5 -134 280 137 303 70 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 7.5 1.6 68.8 88.7 98.8 97.7 1.2 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 8 3 7 5 17 14
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 68,783
COMMITMENTS
3,108 16,259 7,084 34,804 36,234 44,996 59,577 23,787 9,206
CHANGES FROM 02/20/07 (CHANGE IN OPEN INTEREST: 12,303)
-1,933 1,254 2,793 6,610 6,066 7,470 10,113 4,833 2,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 23.6 10.3 50.6 52.7 65.4 86.6 34.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
8 22 14 29 29 48 56
Updated March 2, 2007