MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,273
COMMITMENTS
3,961 1,456 6,657 22,795 22,267 33,413 30,379 6,860 9,894
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 1,039)
666 103 449 -210 312 905 863 134 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 3.6 16.5 56.6 55.3 83.0 75.4 17.0 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
15 8 13 28 26 49 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 186,559
COMMITMENTS
35,418 17,213 43,081 80,845 97,928 159,345 158,223 27,214 28,336
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -1,447)
1,809 -2,083 1,123 -3,442 971 -510 11 -937 -1,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 9.2 23.1 43.3 52.5 85.4 84.8 14.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
82 49 82 33 42 165 140
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,501
COMMITMENTS
469 247 114 234 276 817 637 684 864
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 74)
131 -9 -32 -9 24 90 -17 -16 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 16.5 7.6 15.6 18.4 54.4 42.4 45.6 57.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 6 3 3 4 16 10
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,580
COMMITMENTS
78,054 27,494 97,071 126,350 140,125 301,475 264,689 30,105 66,891
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 20,535)
2,255 518 19,874 -1,739 77 20,390 20,469 145 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 8.3 29.3 38.1 42.3 90.9 79.8 9.1 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
124 63 102 97 147 280 270
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,874
COMMITMENTS
2,436 3,371 902 2,209 1,517 5,547 5,790 2,326 2,084
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 549)
-49 3 156 315 362 422 521 127 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 42.8 11.5 28.1 19.3 70.5 73.5 29.5 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
21 28 10 16 17 42 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,825
COMMITMENTS
9,878 4,407 7,712 13,259 10,773 30,850 22,892 6,975 14,932
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -1,447)
-511 -111 -237 -447 195 -1,196 -153 -252 -1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 11.7 20.4 35.1 28.5 81.6 60.5 18.4 39.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
42 19 37 50 58 117 102
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 165,898
COMMITMENTS
15,178 89,987 9,249 112,570 36,345 136,997 135,581 28,901 30,317
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -1,552)
-6,627 -6,573 1,726 6,323 2,449 1,422 -2,399 -2,974 846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 54.2 5.6 67.9 21.9 82.6 81.7 17.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
17 42 11 28 25 52 72
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 92,596
COMMITMENTS
14,864 39,718 3,319 56,113 36,341 74,296 79,379 18,300 13,217
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 4,070)
-1,858 1,342 818 5,873 1,871 4,834 4,031 -763 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 42.9 3.6 60.6 39.2 80.2 85.7 19.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 19 4 15 15 34 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 113,307
COMMITMENTS
28,319 42,847 2,509 78,849 63,348 109,677 108,704 3,630 4,603
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 11,222)
-2,492 -3,558 758 12,615 13,608 10,880 10,808 342 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 37.8 2.2 69.6 55.9 96.8 95.9 3.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
22 46 8 18 13 44 65
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 166,863
COMMITMENTS
50,093 29,225 5,407 80,964 109,240 136,464 143,872 30,399 22,991
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 5,017)
-7,040 -262 -243 12,792 5,057 5,508 4,552 -491 465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 17.5 3.2 48.5 65.5 81.8 86.2 18.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
27 23 12 20 22 53 52
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 316,980
COMMITMENTS
33,920 92,077 17,439 209,724 163,472 261,082 272,987 55,899 43,993
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -7,266)
8,286 -2,444 -5,699 -19,245 -5,623 -16,658 -13,766 9,392 6,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 29.0 5.5 66.2 51.6 82.4 86.1 17.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
35 48 24 32 25 82 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 239,563
COMMITMENTS
111,876 16,108 15,384 51,713 174,506 178,973 205,998 60,590 33,565
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 7,420)
7,770 -947 -6,018 5,260 13,456 7,012 6,490 408 930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 6.7 6.4 21.6 72.8 74.7 86.0 25.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
67 29 32 34 35 118 80
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,442
COMMITMENTS
15,091 329 181 6,233 21,442 21,505 21,952 1,937 1,490
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 2,283)
687 214 76 1,765 2,202 2,528 2,492 -245 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.4 1.4 0.8 26.6 91.5 91.7 93.6 8.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 2 2 8 17 22 21
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 67,181
COMMITMENTS
10,371 2,247 1,537 52,073 61,414 63,981 65,198 3,200 1,983
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 12,827)
-999 1,212 1,536 11,382 10,608 11,919 13,356 908 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 3.3 2.3 77.5 91.4 95.2 97.0 4.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 1 2 13 12 19 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,670,674
COMMITMENTS
998,890 478,465 5549845 10851913 11159542 17400648 17187852 1270026 1482821
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 768,302)
-18,540 60,790 502,825 245,653 213,757 729,938 777,372 38,364 -9,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 2.6 29.7 58.1 59.8 93.2 92.1 6.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
62 80 124 179 184 315 319
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 956,369
COMMITMENTS
67,308 63,615 152,467 536,994 573,779 756,770 789,861 199,599 166,508
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 116,262)
2,784 5,579 31,972 53,538 50,864 88,294 88,416 27,968 27,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 6.7 15.9 56.1 60.0 79.1 82.6 20.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
55 54 83 99 69 201 160
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,857,325
COMMITMENTS
383,311 587,258 235,544 1826433 1739236 2445288 2562038 412,038 295,287
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 618,036)
44,556 123,797 75,466 439,639 320,798 559,661 520,061 58,375 97,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 20.6 8.2 63.9 60.9 85.6 89.7 14.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
93 115 114 106 98 260 266
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,833
COMMITMENTS
1,028 0 0 5,533 7,755 6,561 7,755 3,272 2,078
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 1,954)
41 0 0 1,692 2,051 1,733 2,051 221 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.0 0.0 56.3 78.9 66.7 78.9 33.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 16 13 18 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 96,521
COMMITMENTS
7,859 33,130 1,466 75,669 54,376 84,994 88,972 11,527 7,549
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 17,834)
-1,056 -489 1,015 16,219 13,890 16,178 14,416 1,656 3,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 34.3 1.5 78.4 56.3 88.1 92.2 11.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
10 20 6 45 33 59 56
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,258
COMMITMENTS
8,879 8,039 2,695 38,334 54,997 49,908 65,731 26,350 10,527
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 18,086)
-851 -505 2,461 10,132 12,754 11,743 14,711 6,343 3,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 10.5 3.5 50.3 72.1 65.4 86.2 34.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
15 17 16 33 34 55 61
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 618,839
COMMITMENTS
54,257 171,518 34,065 466,170 281,064 554,492 486,647 64,347 132,192
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 162,652)
-9,513 28,073 16,470 139,189 87,503 146,146 132,046 16,505 30,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 27.7 5.5 75.3 45.4 89.6 78.6 10.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
58 99 37 69 63 150 176
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 132,747
COMMITMENTS
52,654 4,585 3,118 52,390 112,726 108,162 120,429 24,585 12,317
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 11,054)
6,790 -14,376 1,542 3,206 22,784 11,537 9,950 -484 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 3.5 2.3 39.5 84.9 81.5 90.7 18.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
32 7 7 11 17 45 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 60,966
COMMITMENTS
1,756 5,961 532 49,023 44,098 51,311 50,591 9,656 10,375
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 16,881)
-27 590 532 12,487 10,522 12,992 11,644 3,889 5,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 9.8 0.9 80.4 72.3 84.2 83.0 15.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 15 2 28 30 32 46
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 589,716
COMMITMENTS
62,428 195,395 24,333 471,177 323,696 557,938 543,424 31,778 46,292
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 88,297)
-2,028 16,174 8,961 69,190 49,358 76,124 74,492 12,173 13,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 33.1 4.1 79.9 54.9 94.6 92.2 5.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
44 109 62 58 79 144 209
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,686
COMMITMENTS
10,175 17,327 235 24,499 16,396 34,910 33,958 10,776 11,728
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -24,334)
-991 907 -11,692 -8,217 -12,438 -20,900 -23,223 -3,434 -1,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 37.9 0.5 53.6 35.9 76.4 74.3 23.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
22 19 5 17 20 42 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,160
COMMITMENTS
20,563 1,731 263 15,358 18,774 36,184 20,768 9,976 25,392
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -42,246)
9,471 -6,294 -9,574 -19,167 -18,668 -19,270 -34,536 -22,976 -7,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 3.8 0.6 33.3 40.7 78.4 45.0 21.6 55.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
24 5 3 15 13 39 21
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,229
COMMITMENTS
6,437 2,138 126 14,373 18,555 20,936 20,819 1,293 1,410
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: 745)
-74 179 -185 109 72 -150 66 895 679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 9.6 0.6 64.7 83.5 94.2 93.7 5.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 8 2 8 4 17 13
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 64,983
COMMITMENTS
4,813 15,793 5,862 32,400 33,749 43,075 55,404 21,908 9,579
CHANGES FROM 03/06/07 (CHANGE IN OPEN INTEREST: -2,751)
1,680 973 -366 2,193 870 3,507 1,477 -6,258 -4,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 24.3 9.0 49.9 51.9 66.3 85.3 33.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
9 22 14 29 28 49 55
Updated March 16, 2007