MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,674
COMMITMENTS
3,608 664 6,669 23,459 23,616 33,736 30,949 6,938 9,726
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -2,996)
-740 -488 -585 -891 -1,061 -2,216 -2,135 -780 -862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 1.6 16.4 57.7 58.1 82.9 76.1 17.1 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
13 8 12 29 27 48 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 185,403
COMMITMENTS
32,805 21,320 46,748 81,101 90,282 160,654 158,351 24,748 27,052
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -917)
1,935 834 1,335 -1,333 -2,613 1,937 -444 -2,854 -473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 11.5 25.2 43.7 48.7 86.7 85.4 13.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
71 60 75 33 36 140 144
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 333,492
COMMITMENTS
75,109 32,221 102,175 125,991 135,373 303,276 269,769 30,215 63,722
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 1,726)
439 2,212 -1,065 3,727 1,381 3,101 2,528 -1,376 -802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 9.7 30.6 37.8 40.6 90.9 80.9 9.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
119 53 111 99 143 286 268
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,521
COMMITMENTS
2,476 4,014 1,615 2,382 1,576 6,473 7,206 3,047 2,315
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 931)
-13 266 622 -80 -101 529 787 402 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 42.2 17.0 25.0 16.6 68.0 75.7 32.0 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
27 32 17 17 19 53 64
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 34,239
COMMITMENTS
9,658 3,843 5,724 12,428 10,605 27,810 20,171 6,429 14,067
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -2,765)
270 -614 -1,479 -1,067 -235 -2,277 -2,329 -488 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 11.2 16.7 36.3 31.0 81.2 58.9 18.8 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
49 16 32 42 58 111 96
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 122,221
COMMITMENTS
21,925 58,271 6,100 62,000 31,134 90,024 95,504 32,197 26,717
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -1,074)
-2,882 624 537 -1,616 645 -3,961 1,806 2,886 -2,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 47.7 5.0 50.7 25.5 73.7 78.1 26.3 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 38 12 21 20 43 63
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 62,886
COMMITMENTS
10,350 37,525 2,306 31,223 10,506 43,879 50,337 19,007 12,549
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 5,038)
-8,696 7,393 257 12,639 -3,512 4,200 4,138 839 901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 59.7 3.7 49.6 16.7 69.8 80.0 30.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 23 4 7 11 21 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 73,103
COMMITMENTS
23,449 21,666 654 40,465 45,591 64,568 67,911 8,535 5,192
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 1,412)
-3,269 -1,508 0 -192 1,547 -3,461 39 4,873 1,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 29.6 0.9 55.4 62.4 88.3 92.9 11.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
34 20 1 13 15 47 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 134,113
COMMITMENTS
73,219 15,703 7,237 21,000 87,797 101,456 110,737 32,657 23,376
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 12,791)
10,156 -3,260 1,244 995 11,334 12,395 9,318 396 3,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.6 11.7 5.4 15.7 65.5 75.6 82.6 24.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
42 16 13 16 24 63 48
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 256,700
COMMITMENTS
30,776 100,892 15,694 164,773 100,515 211,243 217,101 45,457 39,598
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 18,837)
-1,069 15,354 1,001 15,265 -5,719 15,197 10,636 3,640 8,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 39.3 6.1 64.2 39.2 82.3 84.6 17.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
34 46 18 31 21 73 77
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 231,632
COMMITMENTS
113,764 21,126 22,518 29,372 150,866 165,654 194,509 65,978 37,122
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 6,078)
992 295 1,120 -386 5,252 1,726 6,667 4,352 -589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 9.1 9.7 12.7 65.1 71.5 84.0 28.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
72 35 28 28 30 112 81
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,025
COMMITMENTS
23,361 836 0 1,912 24,441 25,273 25,277 1,752 1,748
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -586)
-463 -200 0 -105 -83 -568 -283 -18 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.4 3.1 0.0 7.1 90.4 93.5 93.5 6.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 1 0 6 15 23 16
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 76,257
COMMITMENTS
14,108 6,364 475 57,351 67,367 71,934 74,206 4,323 2,051
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 4,461)
3,665 -224 0 816 5,501 4,481 5,277 -20 -816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 8.3 0.6 75.2 88.3 94.3 97.3 5.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 1 17 16 22 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,585,944
COMMITMENTS
877,712 538,273 5067833 9469435 9599423 15414980 15205529 1170964 1380415
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 161,851)
122,314 67,188 -68,284 75,987 117,951 130,016 116,854 31,835 44,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 3.2 30.6 57.1 57.9 92.9 91.7 7.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
70 72 122 166 173 298 312
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 782,900
COMMITMENTS
73,191 35,706 102,505 468,744 474,334 644,439 612,545 138,461 170,356
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 29,254)
7,032 -190 5,680 19,287 20,889 31,998 26,380 -2,745 2,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 4.6 13.1 59.9 60.6 82.3 78.2 17.7 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
60 44 74 91 63 189 143
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,975,478
COMMITMENTS
296,197 637,937 103,244 1066901 1060374 1466342 1801555 509,136 173,923
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 135,474)
5,549 62,551 4,668 90,669 59,459 100,886 126,678 34,588 8,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 32.3 5.2 54.0 53.7 74.2 91.2 25.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
70 111 71 85 87 206 218
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,388
COMMITMENTS
1,021 0 0 3,968 5,457 4,989 5,457 2,399 1,931
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -66)
53 0 0 -135 -689 -82 -689 16 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 0.0 0.0 53.7 73.9 67.5 73.9 32.5 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 11 9 13 9
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 87,723
COMMITMENTS
10,652 25,988 0 65,340 57,346 75,992 83,334 11,731 4,389
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 3,015)
812 -3,489 -257 -1,354 7,619 -799 3,873 3,814 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 29.6 0.0 74.5 65.4 86.6 95.0 13.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
15 14 0 37 35 52 49
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,797
COMMITMENTS
5,541 14,245 289 33,770 24,324 39,599 38,857 7,198 7,940
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -982)
-436 320 16 594 -741 175 -405 -1,157 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 30.4 0.6 72.2 52.0 84.6 83.0 15.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
12 20 6 27 26 42 49
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 360,013
COMMITMENTS
89,343 138,133 9,937 228,489 192,122 327,770 340,193 32,243 19,820
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 19,622)
23,683 1,921 2,811 -19,643 12,523 6,851 17,255 12,772 2,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 38.4 2.8 63.5 53.4 91.0 94.5 9.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
75 56 15 47 50 133 110
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 123,462
COMMITMENTS
87,842 5,972 1,520 4,687 103,507 94,049 110,999 29,413 12,463
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 1,892)
-657 -1,930 8 918 3,157 269 1,235 1,623 656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.1 4.8 1.2 3.8 83.8 76.2 89.9 23.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
50 8 3 10 19 60 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,383
COMMITMENTS
1,434 6,859 0 27,532 20,892 28,967 27,751 4,417 5,632
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 775)
390 -696 0 213 1,112 603 416 172 359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 20.5 0.0 82.5 62.6 86.8 83.1 13.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 16 1 23 20 27 37
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 432,636
COMMITMENTS
66,652 195,697 12,717 335,165 204,106 414,535 412,520 18,101 20,116
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 5,410)
5,005 1,548 303 40 4,184 5,347 6,035 63 -626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 45.2 2.9 77.5 47.2 95.8 95.4 4.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
38 106 50 49 69 131 181
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 51,172
COMMITMENTS
9,454 17,379 258 31,007 18,859 40,719 36,497 10,453 14,675
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 1,524)
-2,974 -624 -18 4,119 691 1,127 49 397 1,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 34.0 0.5 60.6 36.9 79.6 71.3 20.4 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
20 19 5 21 25 43 47
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 47,209
COMMITMENTS
20,085 2,017 635 18,232 23,810 38,952 26,462 8,257 20,747
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -1,311)
-5,287 42 418 2,903 1,559 -1,966 2,019 655 -3,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 4.3 1.3 38.6 50.4 82.5 56.1 17.5 43.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 7 3 19 16 38 25
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,759
COMMITMENTS
5,430 1,469 280 14,116 17,943 19,826 19,692 933 1,067
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: 45)
204 -361 -26 -157 348 21 -39 24 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 7.1 1.3 68.0 86.4 95.5 94.9 4.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 5 2 9 5 21 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 49,938
COMMITMENTS
2,871 11,165 3,591 21,079 28,574 27,541 43,330 22,397 6,608
CHANGES FROM 03/27/07 (CHANGE IN OPEN INTEREST: -3,015)
-631 636 252 449 1,545 70 2,433 -3,085 -5,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 22.4 7.2 42.2 57.2 55.2 86.8 44.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 20 7 21 26 33 46
Updated April 6, 2007