MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,671
COMMITMENTS
4,348 1,152 7,254 24,350 24,677 35,952 33,084 7,719 10,587
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 509)
-84 64 -28 67 456 -45 492 554 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 2.6 16.6 55.8 56.5 82.3 75.8 17.7 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
18 5 12 29 26 49 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 186,319
COMMITMENTS
30,870 20,486 45,413 82,434 92,895 158,717 158,795 27,602 27,525
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 1,497)
140 2,421 -1,057 1,923 244 1,007 1,608 490 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 11.0 24.4 44.2 49.9 85.2 85.2 14.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
69 55 75 37 39 143 146
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 331,766
COMMITMENTS
74,670 30,009 103,241 122,264 133,992 300,175 267,242 31,591 64,524
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 1,117)
-681 1,591 2,645 -1,251 -2,885 714 1,351 403 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 9.0 31.1 36.9 40.4 90.5 80.6 9.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
119 54 102 96 140 279 257
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,590
COMMITMENTS
2,490 3,748 993 2,462 1,677 5,945 6,418 2,645 2,171
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 336)
155 241 1 36 21 191 262 145 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 43.6 11.6 28.7 19.5 69.2 74.7 30.8 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
28 30 10 17 19 47 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,003
COMMITMENTS
9,389 4,457 7,203 13,495 10,840 30,087 22,500 6,917 14,503
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -338)
-601 774 181 175 -325 -244 630 -93 -968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 12.0 19.5 36.5 29.3 81.3 60.8 18.7 39.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
50 19 36 50 60 120 104
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 123,295
COMMITMENTS
24,807 57,646 5,562 63,616 30,489 93,985 93,698 29,311 29,598
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -46,283)
3,961 -15,389 -5,256 -46,043 -13,503 -47,338 -34,148 1,055 -12,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 46.8 4.5 51.6 24.7 76.2 76.0 23.8 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
20 35 12 20 19 46 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 57,848
COMMITMENTS
19,046 30,132 2,049 18,583 14,018 39,679 46,199 18,169 11,649
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -471)
2,624 -948 327 780 3,980 3,730 3,359 -4,202 -3,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 52.1 3.5 32.1 24.2 68.6 79.9 31.4 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
16 17 4 7 13 25 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 71,690
COMMITMENTS
26,718 23,174 654 40,657 44,044 68,029 67,872 3,661 3,818
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: -3,775)
5,885 -16,675 154 -9,852 13,262 -3,813 -3,259 38 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 32.3 0.9 56.7 61.4 94.9 94.7 5.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
30 22 1 14 14 44 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 121,322
COMMITMENTS
63,063 18,962 5,993 20,004 76,464 89,061 101,419 32,262 19,903
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 1,827)
-2,735 232 1,174 -2 2,893 -1,563 4,299 3,390 -2,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.0 15.6 4.9 16.5 63.0 73.4 83.6 26.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
33 16 11 14 20 52 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 237,863
COMMITMENTS
31,845 85,539 14,693 149,508 106,234 196,046 206,466 41,817 31,397
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 26,159)
3,493 1,374 -745 27,292 23,050 30,039 23,678 -3,880 2,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 36.0 6.2 62.9 44.7 82.4 86.8 17.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
36 47 16 30 23 73 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 225,554
COMMITMENTS
112,772 20,831 21,398 29,758 145,613 163,928 187,842 61,626 37,712
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 12,893)
8,723 3,896 2,523 2,013 3,068 13,259 9,486 -365 3,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 9.2 9.5 13.2 64.6 72.7 83.3 27.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
74 31 28 28 32 114 79
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,611
COMMITMENTS
23,824 1,036 0 2,017 24,524 25,841 25,560 1,770 2,051
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 4,512)
4,089 157 0 211 3,992 4,300 4,149 212 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.3 3.8 0.0 7.3 88.8 93.6 92.6 6.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 2 0 6 14 20 16
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 71,796
COMMITMENTS
10,443 6,588 475 56,535 61,866 67,453 68,929 4,343 2,867
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 19,364)
355 -1,598 108 19,061 22,356 19,524 20,866 -160 -1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 9.2 0.7 78.7 86.2 94.0 96.0 6.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 1 16 14 20 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,424,093
COMMITMENTS
755,398 471,085 5136118 9393448 9481472 15284963 15088675 1139129 1335418
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 512,446)
-27,237 -16,659 410,864 142,582 125,316 526,210 519,522 -13,763 -7,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.9 31.3 57.2 57.7 93.1 91.9 6.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
61 75 122 167 177 299 313
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 753,647
COMMITMENTS
66,159 35,895 96,824 449,457 453,445 612,441 586,165 141,206 167,482
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 38,690)
261 -4,867 25,452 6,951 8,468 32,665 29,053 6,026 9,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 4.8 12.8 59.6 60.2 81.3 77.8 18.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
56 45 73 87 61 182 140
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,840,004
COMMITMENTS
290,649 575,385 98,575 976,232 1000915 1365456 1674876 474,548 165,128
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 62,031)
13,080 54,592 14,933 -3,959 1,673 24,054 71,199 37,977 -9,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 31.3 5.4 53.1 54.4 74.2 91.0 25.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
70 114 76 81 83 202 222
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,454
COMMITMENTS
968 0 0 4,103 6,146 5,071 6,146 2,383 1,308
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 94)
48 0 0 229 0 277 0 -183 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 0.0 55.0 82.5 68.0 82.5 32.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 11 10 13 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 84,708
COMMITMENTS
9,840 29,477 257 66,694 49,727 76,791 79,461 7,917 5,247
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 8,863)
1,074 -614 8 7,452 8,567 8,534 7,961 329 902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 34.8 0.3 78.7 58.7 90.7 93.8 9.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
13 17 3 35 29 50 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,779
COMMITMENTS
5,977 13,925 272 33,176 25,064 39,424 39,261 8,355 8,518
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 312)
-1,651 582 46 1,940 -1,952 334 -1,323 -22 1,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 29.1 0.6 69.4 52.5 82.5 82.2 17.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
12 21 6 29 27 45 50
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 340,390
COMMITMENTS
65,660 136,213 7,127 248,132 179,599 320,919 322,938 19,472 17,452
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 3,929)
17,648 -510 414 -16,072 22,070 1,991 21,975 1,938 -18,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 40.0 2.1 72.9 52.8 94.3 94.9 5.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
63 63 16 55 54 127 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 121,570
COMMITMENTS
88,499 7,902 1,512 3,769 100,350 93,781 109,764 27,790 11,807
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 16,428)
16,927 -519 -638 219 16,904 16,509 15,748 -80 681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.8 6.5 1.2 3.1 82.5 77.1 90.3 22.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
45 12 3 7 17 53 31
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,608
COMMITMENTS
1,044 7,555 0 27,319 19,780 28,364 27,335 4,245 5,273
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 140)
12 -232 0 -194 742 -182 510 322 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 23.2 0.0 83.8 60.7 87.0 83.8 13.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
3 17 1 22 19 26 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 427,226
COMMITMENTS
61,648 194,148 12,415 335,125 199,921 409,188 406,484 18,038 20,742
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 11,623)
6,083 7,901 3,661 2,689 2,242 12,433 13,803 -810 -2,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 45.4 2.9 78.4 46.8 95.8 95.1 4.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
33 107 48 52 67 128 179
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 49,648
COMMITMENTS
12,428 18,003 276 26,888 18,168 39,592 36,448 10,056 13,200
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 2,932)
510 1,213 48 2,169 1,712 2,727 2,973 205 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 36.3 0.6 54.2 36.6 79.7 73.4 20.3 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
26 19 5 15 24 42 47
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 48,520
COMMITMENTS
25,372 1,975 217 15,329 22,251 40,918 24,443 7,602 24,077
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 1,781)
5,243 310 214 -2,335 832 3,122 1,356 -1,341 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.3 4.1 0.4 31.6 45.9 84.3 50.4 15.7 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 7 2 14 17 35 25
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,714
COMMITMENTS
5,226 1,830 306 14,273 17,595 19,805 19,731 909 983
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 963)
648 -273 0 24 909 672 636 291 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 8.8 1.5 68.9 84.9 95.6 95.3 4.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 6 2 7 4 16 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/27/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 52,953
COMMITMENTS
3,502 10,529 3,339 20,630 27,029 27,471 40,897 25,482 12,056
CHANGES FROM 03/20/07 (CHANGE IN OPEN INTEREST: 4,163)
-1,859 -1,673 -484 2,867 1,400 524 -757 3,639 4,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 19.9 6.3 39.0 51.0 51.9 77.2 48.1 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
6 18 7 22 26 34 45
Updated March 30, 2007