MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,046
COMMITMENTS
4,930 726 8,458 24,869 26,767 38,256 35,952 7,789 10,094
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 2,698)
770 239 581 1,669 2,393 3,020 3,213 -322 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 1.6 18.4 54.0 58.1 83.1 78.1 16.9 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
19 5 15 29 28 51 45
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 183,816
COMMITMENTS
37,430 22,376 46,473 77,179 89,440 161,081 158,288 22,735 25,528
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 7,330)
346 -1,041 5,576 1,333 2,143 7,255 6,679 74 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 12.2 25.3 42.0 48.7 87.6 86.1 12.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
81 48 77 33 37 155 143
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 293,664
COMMITMENTS
63,450 26,866 84,400 118,974 126,897 266,824 238,162 26,840 55,502
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -8,404)
-2,731 -164 -1,733 -1,760 -3,644 -6,224 -5,542 -2,180 -2,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 9.1 28.7 40.5 43.2 90.9 81.1 9.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
101 49 85 92 133 243 234
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,404
COMMITMENTS
2,842 3,880 1,300 2,491 1,805 6,633 6,985 2,771 2,419
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 366)
8 -122 190 213 184 411 252 -45 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 41.3 13.8 26.5 19.2 70.5 74.3 29.5 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
28 30 14 18 22 52 62
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,642
COMMITMENTS
9,038 2,410 3,990 10,389 9,500 23,418 15,901 6,224 13,741
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 63)
123 127 189 -327 -271 -15 46 77 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 8.1 13.5 35.1 32.1 79.0 53.6 21.0 46.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
48 20 23 46 60 107 95
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 134,638
COMMITMENTS
37,144 39,721 10,910 51,223 56,374 99,277 107,005 35,360 27,633
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 8,746)
12,214 -1,949 2,133 -7,436 8,678 6,911 8,862 1,835 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 29.5 8.1 38.0 41.9 73.7 79.5 26.3 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
23 31 11 22 24 53 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 82,562
COMMITMENTS
23,155 39,537 2,461 37,638 26,734 63,254 68,732 19,308 13,830
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 10,852)
5,159 -788 496 3,376 9,674 9,031 9,383 1,821 1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 47.9 3.0 45.6 32.4 76.6 83.2 23.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 21 4 6 15 30 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 80,804
COMMITMENTS
28,053 22,324 654 44,019 53,843 72,726 76,821 8,078 3,983
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 3,251)
-313 3,717 0 2,883 -1,447 2,570 2,270 681 981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 27.6 0.8 54.5 66.6 90.0 95.1 10.0 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
43 17 1 16 15 59 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 159,463
COMMITMENTS
95,810 23,853 7,668 21,568 102,694 125,046 134,216 34,417 25,247
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 13,205)
12,430 2,228 187 820 14,181 13,437 16,596 -232 -3,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.1 15.0 4.8 13.5 64.4 78.4 84.2 21.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
50 18 15 16 22 73 48
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 268,197
COMMITMENTS
32,068 120,100 12,468 181,589 100,857 226,125 233,425 42,072 34,772
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 1,869)
-5,694 5,983 598 7,923 -873 2,827 5,708 -958 -3,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 44.8 4.6 67.7 37.6 84.3 87.0 15.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
29 57 17 30 21 67 87
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 270,865
COMMITMENTS
132,284 21,959 27,273 38,507 174,380 198,065 223,612 72,801 47,253
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 18,890)
7,681 2,849 3,011 5,149 7,959 15,841 13,818 3,049 5,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.8 8.1 10.1 14.2 64.4 73.1 82.6 26.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
76 40 33 32 38 128 91
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 28,091
COMMITMENTS
22,801 1,698 0 2,184 24,689 24,985 26,387 3,106 1,704
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -581)
-1,397 597 0 412 -1,303 -985 -706 404 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.2 6.0 0.0 7.8 87.9 88.9 93.9 11.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 3 0 7 14 23 17
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 64,453
COMMITMENTS
13,411 0 120 46,711 61,979 60,242 62,099 4,211 2,354
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 4,592)
230 0 -430 4,266 5,028 4,066 4,598 526 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 0.0 0.2 72.5 96.2 93.5 96.3 6.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 0 1 13 14 18 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 17,736,707
COMMITMENTS
1005654 711,810 5115640 10295311 10293437 16416605 16120888 1320102 1615819
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 967,385)
-29,466 -106,364 309,649 531,401 647,621 811,584 850,906 155,802 116,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 4.0 28.8 58.0 58.0 92.6 90.9 7.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
72 76 136 177 181 322 334
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 794,420
COMMITMENTS
67,268 39,746 100,904 482,205 483,510 650,377 624,160 144,044 170,260
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -51,459)
-7,612 2,482 -40,612 2,558 -3,746 -45,666 -41,876 -5,793 -9,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 5.0 12.7 60.7 60.9 81.9 78.6 18.1 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
51 43 68 91 64 177 140
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,133,262
COMMITMENTS
354,655 640,966 108,045 1213312 1205342 1676012 1954353 457,250 178,909
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 31,086)
57,196 14,994 -55,912 29,993 88,342 31,277 47,424 -191 -16,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 30.0 5.1 56.9 56.5 78.6 91.6 21.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
74 117 71 92 97 211 240
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 8,322
COMMITMENTS
1,031 0 0 4,677 6,150 5,708 6,150 2,614 2,172
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 411)
-34 0 0 477 467 443 467 -32 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 0.0 0.0 56.2 73.9 68.6 73.9 31.4 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 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,827
COMMITMENTS
12,550 26,881 0 64,717 57,672 77,267 84,553 12,560 5,274
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -1,296)
-614 780 0 -902 -2,141 -1,516 -1,361 220 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 29.9 0.0 72.0 64.2 86.0 94.1 14.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 16 0 35 31 48 47
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,855
COMMITMENTS
7,743 13,322 290 39,028 28,270 47,060 41,881 7,794 12,973
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 1,949)
1,540 -780 4 597 804 2,141 28 -192 1,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 24.3 0.5 71.1 51.5 85.8 76.3 14.2 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 20 8 24 26 41 48
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 437,579
COMMITMENTS
113,526 179,445 14,426 246,812 210,333 374,763 404,204 62,816 33,375
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 31,691)
21,109 15,517 845 -5,666 5,324 16,289 21,687 15,402 10,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 41.0 3.3 56.4 48.1 85.6 92.4 14.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
76 69 18 47 57 136 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 125,222
COMMITMENTS
85,137 8,719 373 7,672 101,911 93,183 111,003 32,039 14,220
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -386)
-3,586 -1,689 114 2,267 1,281 -1,205 -293 819 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 7.0 0.3 6.1 81.4 74.4 88.6 25.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
46 11 3 11 18 58 31
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 42,124
COMMITMENTS
2,792 6,176 0 33,456 28,986 36,248 35,162 5,875 6,962
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 5,291)
711 -643 -0 2,863 4,063 3,573 3,420 1,717 1,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 14.7 0.0 79.4 68.8 86.1 83.5 13.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 16 0 23 20 27 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 469,381
COMMITMENTS
73,725 213,579 10,278 361,005 219,374 445,007 443,230 24,374 26,151
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 7,209)
-462 1,902 -4,661 7,983 6,210 2,860 3,451 4,349 3,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 45.5 2.2 76.9 46.7 94.8 94.4 5.2 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
33 102 41 51 70 121 176
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,353
COMMITMENTS
9,379 17,986 533 33,338 21,101 43,250 39,621 10,103 13,732
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 905)
103 630 -81 917 897 939 1,446 -34 -541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 33.7 1.0 62.5 39.6 81.1 74.3 18.9 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
23 17 5 22 29 46 50
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 53,211
COMMITMENTS
25,318 3,418 303 20,936 28,919 46,557 32,640 6,654 20,571
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 485)
2,059 2,008 5 1,338 854 3,402 2,867 -2,917 -2,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 6.4 0.6 39.3 54.3 87.5 61.3 12.5 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
28 6 2 19 16 47 24
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,193
COMMITMENTS
4,900 1,077 270 14,171 17,944 19,341 19,291 852 902
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: -1,106)
-646 -580 -24 -334 73 -1,004 -531 -102 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 5.3 1.3 70.2 88.9 95.8 95.5 4.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 5 1 8 3 20 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/24/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 54,961
COMMITMENTS
3,091 15,495 4,214 21,248 27,000 28,553 46,709 26,408 8,252
CHANGES FROM 04/17/07 (CHANGE IN OPEN INTEREST: 1,066)
-42 1,306 61 -548 -2,171 -529 -804 1,595 1,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 28.2 7.7 38.7 49.1 52.0 85.0 48.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 22 8 21 26 34 49
Updated April 27, 2007