MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,162
COMMITMENTS
4,432 1,088 7,282 24,283 24,221 35,997 32,591 7,165 10,571
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 2,889)
470 -367 625 1,488 1,954 2,584 2,212 305 677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 2.5 16.9 56.3 56.1 83.4 75.5 16.6 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 6 12 30 27 50 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 184,822
COMMITMENTS
30,730 18,065 46,470 80,510 92,651 157,710 157,187 27,112 27,636
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -1,737)
-4,688 852 3,388 -335 -5,277 -1,635 -1,036 -102 -700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 9.8 25.1 43.6 50.1 85.3 85.0 14.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
71 51 79 34 39 147 142
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 330,649
COMMITMENTS
75,351 28,418 100,595 123,515 136,877 299,461 265,890 31,188 64,759
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -931)
-2,703 924 3,524 -2,835 -3,247 -2,014 1,201 1,083 -2,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 8.6 30.4 37.4 41.4 90.6 80.4 9.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
122 57 103 96 144 282 262
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,254
COMMITMENTS
2,335 3,507 992 2,427 1,657 5,754 6,156 2,500 2,098
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 380)
-102 136 90 218 140 206 366 174 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 42.5 12.0 29.4 20.1 69.7 74.6 30.3 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
22 31 10 18 19 46 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,341
COMMITMENTS
9,989 3,683 7,022 13,320 11,165 30,331 21,870 7,010 15,471
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -484)
111 -724 -691 61 392 -519 -1,023 35 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 9.9 18.8 35.7 29.9 81.2 58.6 18.8 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
41 19 35 49 59 116 99
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 169,578
COMMITMENTS
20,845 73,035 10,818 109,659 43,992 141,322 127,845 28,256 41,733
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 3,680)
5,667 -16,952 1,569 -2,911 7,647 4,325 -7,736 -645 11,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 43.1 6.4 64.7 25.9 83.3 75.4 16.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
18 37 13 25 21 50 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 58,319
COMMITMENTS
16,422 31,080 1,723 17,804 10,037 35,949 42,840 22,371 15,479
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -34,277)
1,558 -8,638 -1,597 -38,309 -26,304 -38,347 -36,539 4,070 2,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 53.3 3.0 30.5 17.2 61.6 73.5 38.4 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 14 2 6 9 24 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 75,465
COMMITMENTS
20,833 39,849 500 50,509 30,782 71,842 71,131 3,623 4,334
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -37,842)
-7,486 -2,998 -2,009 -28,340 -32,566 -37,835 -37,573 -7 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 52.8 0.7 66.9 40.8 95.2 94.3 4.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
22 35 1 16 12 38 48
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 119,495
COMMITMENTS
65,798 18,730 4,819 20,006 73,571 90,624 97,120 28,871 22,376
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -47,367)
15,705 -10,495 -588 -60,957 -35,670 -45,840 -46,752 -1,528 -615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.1 15.7 4.0 16.7 61.6 75.8 81.3 24.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
34 15 10 15 20 52 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 211,704
COMMITMENTS
28,353 84,165 15,438 122,217 83,184 166,007 182,787 45,697 28,917
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -105,277)
-5,567 -7,912 -2,001 -87,507 -80,287 -95,075 -90,200 -10,202 -15,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 39.8 7.3 57.7 39.3 78.4 86.3 21.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
28 43 16 31 21 68 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 212,660
COMMITMENTS
104,049 16,935 18,875 27,745 142,546 150,669 178,356 61,991 34,305
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -26,903)
-7,827 827 3,491 -23,968 -31,960 -28,304 -27,642 1,401 739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 8.0 8.9 13.0 67.0 70.8 83.9 29.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
69 28 27 28 28 110 70
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,099
COMMITMENTS
19,735 879 0 1,806 20,532 21,541 21,411 1,558 1,688
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -343)
4,644 550 -181 -4,427 -910 36 -541 -379 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.4 3.8 0.0 7.8 88.9 93.3 92.7 6.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 2 0 5 13 18 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 52,432
COMMITMENTS
10,088 8,186 367 37,474 39,510 47,929 48,063 4,503 4,369
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -14,749)
-283 5,939 -1,170 -14,599 -21,904 -16,052 -17,135 1,303 2,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 15.6 0.7 71.5 75.4 91.4 91.7 8.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 2 12 10 17 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 15,911,646
COMMITMENTS
782,634 487,744 4725253 9250866 9356156 14758754 14569153 1152892 1342493
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -2,759,028)
-216,256 9,279 -824,591 -1601047 -1803386 -2641894 -2618699 -117,133 -140,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 3.1 29.7 58.1 58.8 92.8 91.6 7.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
61 73 120 164 171 293 304
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 714,956
COMMITMENTS
65,898 40,763 71,372 442,506 444,977 579,776 557,112 135,180 157,844
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -241,413)
-1,410 -22,852 -81,095 -94,488 -128,802 -176,993 -232,749 -64,419 -8,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 5.7 10.0 61.9 62.2 81.1 77.9 18.9 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
56 41 66 88 58 177 132
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,777,973
COMMITMENTS
277,569 520,793 83,642 980,191 999,242 1341402 1603678 436,571 174,296
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -1,079,352)
-105,742 -66,466 -151,901 -846,242 -739,994 -1103886 -958,361 24,534 -120,991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 29.3 4.7 55.1 56.2 75.4 90.2 24.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
59 123 75 81 81 199 220
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,360
COMMITMENTS
920 0 0 3,874 6,146 4,794 6,146 2,566 1,214
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -2,473)
-108 0 0 -1,659 -1,609 -1,767 -1,609 -706 -864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 0.0 0.0 52.6 83.5 65.1 83.5 34.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 10 10 12 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 75,845
COMMITMENTS
8,766 30,091 249 59,242 41,160 68,257 71,500 7,588 4,345
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -20,676)
907 -3,039 -1,217 -16,427 -13,216 -16,737 -17,472 -3,939 -3,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 39.7 0.3 78.1 54.3 90.0 94.3 10.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 15 2 33 29 46 44
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,467
COMMITMENTS
7,628 13,343 226 31,236 27,016 39,090 40,585 8,377 6,882
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -28,790)
-1,250 5,304 -2,469 -7,098 -27,981 -10,818 -25,146 -17,973 -3,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 28.1 0.5 65.8 56.9 82.4 85.5 17.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 21 6 30 27 45 50
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 336,461
COMMITMENTS
48,012 136,722 6,712 264,204 157,528 318,928 300,963 17,534 35,498
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -282,378)
-6,246 -34,795 -27,353 -201,966 -123,536 -235,565 -185,684 -46,813 -96,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 40.6 2.0 78.5 46.8 94.8 89.4 5.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
53 72 17 52 44 115 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 105,142
COMMITMENTS
71,572 8,421 2,150 3,550 83,445 77,272 94,016 27,870 11,126
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -27,604)
18,918 3,836 -968 -48,840 -29,281 -30,890 -26,413 3,286 -1,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.1 8.0 2.0 3.4 79.4 73.5 89.4 26.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
34 11 4 6 16 42 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,468
COMMITMENTS
1,032 7,787 0 27,513 19,038 28,545 26,825 3,923 5,643
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -28,498)
-724 1,825 -532 -21,510 -25,060 -22,765 -23,766 -5,733 -4,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 24.0 0.0 84.7 58.6 87.9 82.6 12.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
3 18 1 23 19 27 37
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 415,603
COMMITMENTS
55,565 186,248 8,754 332,436 197,679 396,755 392,681 18,848 22,922
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -174,113)
-6,864 -9,148 -15,579 -138,741 -126,016 -161,183 -150,743 -12,930 -23,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 44.8 2.1 80.0 47.6 95.5 94.5 4.5 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
28 104 44 51 70 119 178
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,716
COMMITMENTS
11,918 16,790 228 24,719 16,457 36,865 33,475 9,851 13,241
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 1,031)
1,743 -537 -7 219 60 1,955 -483 -925 1,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 35.9 0.5 52.9 35.2 78.9 71.7 21.1 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
27 16 4 18 20 45 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 46,739
COMMITMENTS
20,129 1,665 3 17,664 21,419 37,796 23,087 8,943 23,652
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: 579)
-434 -66 -260 2,306 2,645 1,612 2,319 -1,033 -1,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 3.6 0.0 37.8 45.8 80.9 49.4 19.1 50.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
23 6 1 15 16 38 23
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,751
COMMITMENTS
4,578 2,103 306 14,249 16,686 19,133 19,095 618 656
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -2,478)
-1,859 -35 180 -124 -1,869 -1,803 -1,724 -675 -754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 10.6 1.5 72.1 84.5 96.9 96.7 3.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 7 2 7 3 16 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 48,790
COMMITMENTS
5,361 12,202 3,823 17,763 25,629 26,947 41,654 21,843 7,136
CHANGES FROM 03/13/07 (CHANGE IN OPEN INTEREST: -16,193)
548 -3,591 -2,039 -14,637 -8,120 -16,128 -13,750 -65 -2,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 25.0 7.8 36.4 52.5 55.2 85.4 44.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 18 10 22 25 37 47
Updated March 23, 2007