MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 43,347
COMMITMENTS
4,160 488 7,877 23,199 24,374 35,236 32,739 8,111 10,609
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 1,025)
823 -86 561 -764 296 620 772 405 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 1.1 18.2 53.5 56.2 81.3 75.5 18.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
16 7 14 28 26 49 42
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 176,486
COMMITMENTS
37,084 23,417 40,896 75,846 87,297 153,826 151,610 22,661 24,876
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -5,616)
3,435 1,340 -2,126 -4,448 -3,551 -3,139 -4,337 -2,477 -1,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 13.3 23.2 43.0 49.5 87.2 85.9 12.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
73 54 72 30 36 142 136
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 302,068
COMMITMENTS
66,181 27,030 86,133 120,734 130,541 273,048 243,703 29,020 58,365
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -14,717)
-9,120 -5,169 -3,117 -1,424 -2,554 -13,661 -10,840 -1,056 -3,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 8.9 28.5 40.0 43.2 90.4 80.7 9.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
111 47 95 95 139 260 250
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,038
COMMITMENTS
2,834 4,002 1,110 2,278 1,621 6,221 6,732 2,816 2,305
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 11)
319 32 -180 -144 21 -5 -126 15 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 44.3 12.3 25.2 17.9 68.8 74.5 31.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 35 17 17 19 54 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,579
COMMITMENTS
8,915 2,283 3,801 10,716 9,771 23,433 15,855 6,147 13,724
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -3,237)
-1,242 -719 -456 -961 -830 -2,659 -2,005 -578 -1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 7.7 12.9 36.2 33.0 79.2 53.6 20.8 46.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
44 19 21 45 59 102 91
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 125,892
COMMITMENTS
24,931 41,670 8,777 58,658 47,696 92,366 98,143 33,526 27,749
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 7,432)
2,025 2,973 2,420 678 2,187 5,123 7,580 2,309 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 33.1 7.0 46.6 37.9 73.4 78.0 26.6 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 30 11 21 22 48 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 71,710
COMMITMENTS
17,996 40,324 1,965 34,262 17,060 54,223 59,349 17,487 12,360
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 9,069)
4,749 3,636 202 882 5,695 5,832 9,533 3,237 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 56.2 2.7 47.8 23.8 75.6 82.8 24.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
18 20 4 6 14 25 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 77,553
COMMITMENTS
28,366 18,607 654 41,136 55,290 70,156 74,551 7,397 3,002
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 2,444)
-2,074 1,911 0 4,417 436 2,343 2,347 101 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 24.0 0.8 53.0 71.3 90.5 96.1 9.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
42 17 1 13 16 55 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 146,258
COMMITMENTS
83,380 21,625 7,482 20,747 88,513 111,609 117,620 34,649 28,638
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 18,242)
13,140 1,061 3,021 -2,572 8,724 13,589 12,806 4,653 5,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.0 14.8 5.1 14.2 60.5 76.3 80.4 23.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
47 16 14 14 21 67 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 266,328
COMMITMENTS
37,761 114,116 11,870 173,667 101,731 223,298 227,717 43,030 38,611
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 5,442)
805 6,236 -1,512 9,333 1,034 8,625 5,759 -3,183 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 42.8 4.5 65.2 38.2 83.8 85.5 16.2 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
32 53 17 30 21 71 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 251,975
COMMITMENTS
124,603 19,110 24,262 33,358 166,421 182,223 209,794 69,752 42,181
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 13,078)
281 -1,643 6,727 2,802 7,247 9,811 12,331 3,267 747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 7.6 9.6 13.2 66.0 72.3 83.3 27.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
79 38 34 31 35 129 88
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,672
COMMITMENTS
24,198 1,101 0 1,772 25,992 25,970 27,093 2,702 1,579
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 3,289)
3,130 100 0 -144 3,157 2,986 3,257 303 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.4 3.8 0.0 6.2 90.7 90.6 94.5 9.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
16 2 0 6 15 22 17
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 59,861
COMMITMENTS
13,181 0 550 42,445 56,951 56,176 57,501 3,685 2,360
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -18,979)
-531 -7,219 -80 -18,444 -10,653 -19,055 -17,952 76 -1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 0.0 0.9 70.9 95.1 93.8 96.1 6.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 1 14 13 19 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 16,769,322
COMMITMENTS
1035120 818,174 4805991 9763910 9645816 15605021 15269982 1164300 1499340
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 39,249)
-25,399 157,388 -81,604 81,655 -135,240 -25,347 -59,455 64,597 98,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 4.9 28.7 58.2 57.5 93.1 91.1 6.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
66 83 130 172 176 312 325
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 845,880
COMMITMENTS
74,880 37,264 141,516 479,646 487,256 696,043 666,037 149,837 179,843
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 47,167)
7,079 3,896 29,346 2,525 9,450 38,950 42,692 8,218 4,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 4.4 16.7 56.7 57.6 82.3 78.7 17.7 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
59 53 83 91 63 196 153
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,102,176
COMMITMENTS
297,459 625,972 163,957 1183319 1116999 1644735 1906929 457,441 195,247
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 105,508)
-1,421 6,032 46,931 84,931 20,087 130,441 73,050 -24,933 32,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 29.8 7.8 56.3 53.1 78.2 90.7 21.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
76 135 91 92 94 232 256
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,911
COMMITMENTS
1,065 0 0 4,200 5,683 5,265 5,683 2,646 2,228
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 194)
5 0 0 -8 -65 -3 -65 197 259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 0.0 0.0 53.1 71.8 66.6 71.8 33.4 28.2
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 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,123
COMMITMENTS
13,164 26,101 0 65,619 59,813 78,783 85,914 12,340 5,209
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 3,126)
1,579 537 0 753 2,918 2,332 3,455 794 -329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 28.6 0.0 72.0 65.6 86.5 94.3 13.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
14 14 0 38 33 52 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,906
COMMITMENTS
6,203 14,102 286 38,430 27,465 44,920 41,853 7,986 11,053
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 3,542)
-597 27 -6 3,621 2,796 3,018 2,818 524 724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 26.7 0.5 72.6 51.9 84.9 79.1 15.1 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 19 6 26 26 39 47
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 405,889
COMMITMENTS
92,417 163,928 13,580 252,478 205,009 358,474 382,517 47,415 23,371
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 16,591)
17,790 13,085 4,220 -10,429 -3,747 11,581 13,558 5,010 3,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 40.4 3.3 62.2 50.5 88.3 94.2 11.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
71 70 23 51 59 135 139
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,608
COMMITMENTS
88,724 10,407 259 5,405 100,630 94,388 111,296 31,220 14,312
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 6,415)
8,128 4,185 -1,295 41 4,283 6,874 7,172 -459 -758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.6 8.3 0.2 4.3 80.1 75.1 88.6 24.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
43 11 2 10 19 54 31
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,833
COMMITMENTS
2,081 6,819 0 30,593 24,923 32,675 31,742 4,158 5,091
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 3,256)
595 296 0 2,133 1,802 2,728 2,098 528 1,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 18.5 0.0 83.1 67.7 88.7 86.2 11.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 17 1 22 21 26 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 462,172
COMMITMENTS
74,186 211,676 14,939 353,022 213,164 442,148 439,779 20,024 22,393
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 20,702)
3,942 8,329 3,219 12,937 5,443 20,098 16,991 604 3,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 45.8 3.2 76.4 46.1 95.7 95.2 4.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
38 109 54 51 70 134 188
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,448
COMMITMENTS
9,276 17,356 614 32,421 20,204 42,311 38,174 10,137 14,273
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 4,431)
-650 1,495 373 4,798 2,051 4,521 3,919 -90 512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 33.1 1.2 61.8 38.5 80.7 72.8 19.3 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 18 6 22 27 46 49
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 52,726
COMMITMENTS
23,259 1,410 298 19,598 28,065 43,155 29,773 9,571 22,953
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 5,445)
2,205 -105 27 1,942 994 4,174 916 1,271 4,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 2.7 0.6 37.2 53.2 81.8 56.5 18.2 43.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
26 3 2 17 15 43 20
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,299
COMMITMENTS
5,546 1,657 294 14,505 17,871 20,345 19,822 954 1,477
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: -21)
275 -21 5 472 -333 752 -349 -773 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 7.8 1.4 68.1 83.9 95.5 93.1 4.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 6 2 8 3 20 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/17/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 53,895
COMMITMENTS
3,133 14,189 4,153 21,796 29,171 29,082 47,513 24,813 6,382
CHANGES FROM 04/10/07 (CHANGE IN OPEN INTEREST: 3,055)
-170 2,535 524 657 430 1,011 3,489 2,044 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 26.3 7.7 40.4 54.1 54.0 88.2 46.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 23 8 21 26 34 50
Updated April 20, 2007