MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,235
COMMITMENTS
3,295 1,353 6,208 23,005 21,955 32,508 29,516 6,726 9,719
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -2,751)
-445 -701 -294 -1,114 -1,137 -1,853 -2,131 -898 -620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 3.4 15.8 58.6 56.0 82.9 75.2 17.1 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
13 9 12 28 27 48 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 188,006
COMMITMENTS
33,610 19,296 41,958 84,287 96,957 159,855 158,212 28,151 29,794
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,327)
-1,339 -877 -3,444 3,121 1,346 -1,662 -2,975 335 1,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 10.3 22.3 44.8 51.6 85.0 84.2 15.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
71 63 97 36 44 171 163
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,427
COMMITMENTS
338 256 146 243 252 727 654 700 773
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -107)
-159 51 76 47 21 -36 148 -71 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 17.9 10.2 17.0 17.7 50.9 45.8 49.1 54.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 6 3 4 4 15 11
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,045
COMMITMENTS
75,799 26,976 77,197 128,089 140,048 281,085 244,221 29,960 66,824
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 4,053)
-2,707 -1,524 5,532 1,962 -977 4,787 3,031 -733 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 8.7 24.8 41.2 45.0 90.4 78.5 9.6 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
116 64 108 104 157 293 281
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,325
COMMITMENTS
2,485 3,368 746 1,895 1,155 5,126 5,269 2,199 2,056
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -230)
98 -263 -133 -94 -37 -128 -433 -102 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 46.0 10.2 25.9 15.8 70.0 71.9 30.0 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
20 29 10 11 15 38 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 39,272
COMMITMENTS
10,390 4,519 7,949 13,706 10,578 32,046 23,046 7,227 16,226
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -106)
7 -1,214 -211 -44 760 -248 -666 142 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 11.5 20.2 34.9 26.9 81.6 58.7 18.4 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
46 21 37 50 53 119 100
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 167,450
COMMITMENTS
21,805 96,561 7,523 106,247 33,896 135,575 137,980 31,875 29,471
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 20,597)
3,882 21,887 1,536 16,702 -847 22,120 22,576 -1,523 -1,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 57.7 4.5 63.4 20.2 81.0 82.4 19.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
20 39 11 24 21 49 66
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 88,526
COMMITMENTS
16,722 38,376 2,501 50,239 34,470 69,462 75,348 19,063 13,178
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -19,640)
925 -21,259 369 -19,287 5,947 -17,993 -14,943 -1,647 -4,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 43.4 2.8 56.8 38.9 78.5 85.1 21.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
18 18 4 14 15 34 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 102,085
COMMITMENTS
30,811 46,405 1,751 66,234 49,740 98,797 97,896 3,288 4,189
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 7,322)
-2,857 12,925 1,626 9,542 -7,417 8,312 7,134 -990 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 45.5 1.7 64.9 48.7 96.8 95.9 3.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 43 7 20 12 48 60
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 161,846
COMMITMENTS
57,133 29,487 5,651 68,172 104,183 130,956 139,320 30,890 22,526
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -6,038)
-31,627 10,014 1,764 33,698 -14,207 3,835 -2,429 -9,873 -3,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 18.2 3.5 42.1 64.4 80.9 86.1 19.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
32 22 13 23 20 59 51
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 324,247
COMMITMENTS
25,633 94,521 23,137 228,969 169,095 277,739 286,753 46,507 37,494
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -45,281)
-5,648 -57,754 1,693 -31,635 14,941 -35,589 -41,119 -9,692 -4,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 29.2 7.1 70.6 52.2 85.7 88.4 14.3 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
32 49 26 29 26 76 86
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 232,143
COMMITMENTS
104,106 17,055 21,402 46,453 161,050 171,962 199,508 60,182 32,636
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -23,408)
-16,613 -1,646 -1,702 1,813 -13,011 -16,502 -16,360 -6,907 -7,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 7.3 9.2 20.0 69.4 74.1 85.9 25.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
67 32 39 36 28 122 80
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 21,159
COMMITMENTS
14,404 115 105 4,468 19,240 18,977 19,460 2,182 1,699
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,620)
-2,394 -177 105 1,045 -1,784 -1,244 -1,856 -376 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.1 0.5 0.5 21.1 90.9 89.7 92.0 10.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 1 1 10 12 25 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 54,354
COMMITMENTS
11,370 1,035 1 40,691 50,806 52,062 51,842 2,292 2,512
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -12,793)
-17 -5,354 1 -10,180 -4,416 -10,196 -9,769 -2,597 -3,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 1.9 0.0 74.9 93.5 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 1 13 10 18 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,902,372
COMMITMENTS
1017430 417,675 5047020 10606260 10945785 16670710 16410480 1231662 1491892
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 493,493)
-2,665 -235,124 243,535 361,700 595,238 602,569 603,648 -109,076 -110,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.3 28.2 59.2 61.1 93.1 91.7 6.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
61 79 120 174 180 310 313
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 840,107
COMMITMENTS
64,524 58,036 120,495 483,456 522,915 668,475 701,445 171,631 138,661
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 1,750)
-16,630 -8,282 13,471 19,661 8,735 16,502 13,924 -14,753 -12,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 6.9 14.3 57.5 62.2 79.6 83.5 20.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
51 56 76 91 64 189 149
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,239,289
COMMITMENTS
338,755 463,462 160,078 1386795 1418438 1885627 2041977 353,662 197,312
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 110,259)
-79,023 11,762 5,052 228,275 62,039 154,303 78,852 -44,044 31,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 20.7 7.1 61.9 63.3 84.2 91.2 15.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
84 110 104 92 90 234 246
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,879
COMMITMENTS
987 0 0 3,841 5,704 4,828 5,704 3,051 2,175
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -351)
-356 0 0 -202 -185 -558 -185 207 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.0 0.0 48.7 72.4 61.3 72.4 38.7 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 11 11 13 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,687
COMMITMENTS
8,915 33,619 451 59,450 40,486 68,816 74,556 9,871 4,131
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,870)
-3,405 -1,772 80 3,756 785 431 -907 -2,301 -963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 42.7 0.6 75.6 51.5 87.5 94.8 12.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 15 3 40 31 55 48
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,171
COMMITMENTS
9,729 8,543 234 28,202 42,243 38,165 51,020 20,007 7,151
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 1,492)
-3,893 1,958 -580 401 533 -4,072 1,912 5,564 -419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 14.7 0.4 48.5 72.6 65.6 87.7 34.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 17 8 29 32 46 54
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 456,187
COMMITMENTS
63,770 143,445 17,595 326,981 193,561 408,346 354,601 47,841 101,586
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 61,417)
-48,867 -15,872 1,281 104,378 13,073 56,791 -1,519 4,626 62,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 31.4 3.9 71.7 42.4 89.5 77.7 10.5 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
68 71 25 58 53 139 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,693
COMMITMENTS
45,864 18,961 1,576 49,184 89,942 96,625 110,480 25,068 11,213
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -19,192)
-46,805 9,333 1,432 32,977 -28,637 -12,396 -17,872 -6,797 -1,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 15.6 1.3 40.4 73.9 79.4 90.8 20.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
32 8 3 13 14 45 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 44,086
COMMITMENTS
1,783 5,372 0 36,536 33,576 38,319 38,948 5,767 5,138
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 6,791)
-131 1,292 -17 5,392 5,447 5,244 6,722 1,547 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 12.2 0.0 82.9 76.2 86.9 88.3 13.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
2 14 0 25 27 27 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 501,419
COMMITMENTS
64,456 179,222 15,372 401,987 274,338 481,815 468,932 19,605 32,488
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 45,626)
-4,383 -2,032 1,736 54,478 33,715 51,831 33,419 -6,205 12,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 35.7 3.1 80.2 54.7 96.1 93.5 3.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
37 112 61 52 76 136 202
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 70,020
COMMITMENTS
11,167 16,420 11,927 32,717 28,834 55,810 57,181 14,210 12,839
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 12,993)
1,375 -1,110 10,930 -624 1,120 11,681 10,940 1,312 2,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 23.5 17.0 46.7 41.2 79.7 81.7 20.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
23 15 16 29 28 63 51
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 88,406
COMMITMENTS
11,092 8,025 9,837 34,525 37,442 55,454 55,304 32,952 33,102
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 32,907)
-20 3,598 8,048 6,697 -434 14,725 11,212 18,182 21,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 9.1 11.1 39.1 42.4 62.7 62.6 37.3 37.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 17 8 22 22 47 43
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,484
COMMITMENTS
6,511 1,959 311 14,264 18,483 21,086 20,753 398 731
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: 1,102)
711 436 -5 239 404 945 835 157 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 9.1 1.4 66.4 86.0 98.1 96.6 1.9 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 8 2 7 4 16 13
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 67,734
COMMITMENTS
3,133 14,820 6,228 30,207 32,879 39,568 53,927 28,166 13,807
CHANGES FROM 02/27/07 (CHANGE IN OPEN INTEREST: -1,049)
25 -1,439 -856 -4,597 -3,355 -5,428 -5,650 4,379 4,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 21.9 9.2 44.6 48.5 58.4 79.6 41.6 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 21 12 26 26 43 52
Updated March 9, 2007