MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,158
COMMITMENTS
5,599 857 8,089 24,847 27,200 38,535 36,146 7,623 10,012
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -1,749)
472 141 -773 -366 -506 -668 -1,137 -1,081 -611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 1.9 17.5 53.8 58.9 83.5 78.3 16.5 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
19 7 16 27 26 51 44
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 181,755
COMMITMENTS
33,308 24,886 42,290 82,090 87,763 157,688 154,938 24,067 26,817
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 981)
1,324 3,036 -1,262 1,214 -2,205 1,276 -431 -295 1,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 13.7 23.3 45.2 48.3 86.8 85.2 13.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
75 61 84 37 39 155 162
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 280,627
COMMITMENTS
63,814 28,483 69,710 120,240 127,781 253,764 225,974 26,863 54,653
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -10,901)
-825 -406 -12,628 2,147 942 -11,306 -12,092 405 1,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 10.1 24.8 42.8 45.5 90.4 80.5 9.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
96 50 79 90 132 232 230
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,496
COMMITMENTS
2,904 4,135 660 2,682 1,785 6,247 6,580 2,249 1,916
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -541)
48 158 -406 76 79 -283 -170 -258 -371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 48.7 7.8 31.6 21.0 73.5 77.5 26.5 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
23 30 12 17 21 47 60
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,419
COMMITMENTS
8,051 2,167 3,293 8,092 6,938 19,435 12,398 4,984 12,022
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -2,332)
-935 -29 -254 -736 -815 -1,925 -1,098 -407 -1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 8.9 13.5 33.1 28.4 79.6 50.8 20.4 49.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
45 18 17 41 49 94 78
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 158,680
COMMITMENTS
64,754 46,071 9,772 48,945 74,669 123,471 130,512 35,209 28,167
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 3,663)
14,176 3,484 -3,752 -4,195 4,146 6,229 3,878 -2,565 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 29.0 6.2 30.8 47.1 77.8 82.2 22.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 30 11 22 24 58 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 85,725
COMMITMENTS
14,736 49,289 2,413 53,201 19,359 70,350 71,062 15,374 14,663
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 939)
-1,820 1,366 -308 5,008 -1,638 2,880 -581 -1,941 1,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 57.5 2.8 62.1 22.6 82.1 82.9 17.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
14 24 4 8 13 26 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 126,679
COMMITMENTS
69,338 21,013 1,722 47,025 101,074 118,085 123,809 8,594 2,870
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 19,111)
18,562 -3,198 579 583 22,670 19,724 20,051 -613 -940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 16.6 1.4 37.1 79.8 93.2 97.7 6.8 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
60 20 3 12 19 74 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 142,835
COMMITMENTS
75,115 21,225 5,257 27,679 94,744 108,051 121,226 34,784 21,609
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -13,457)
-13,210 -714 -3,164 3,080 -6,716 -13,293 -10,594 -163 -2,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 14.9 3.7 19.4 66.3 75.6 84.9 24.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
43 15 9 18 24 64 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 314,097
COMMITMENTS
45,990 163,670 11,427 211,855 101,214 269,272 276,311 44,825 37,785
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 474)
4,426 -2,642 -2,515 369 4,684 2,280 -473 -1,806 947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 52.1 3.6 67.4 32.2 85.7 88.0 14.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
35 63 17 30 23 72 96
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 256,528
COMMITMENTS
126,108 22,622 23,889 40,364 168,250 190,361 214,761 66,167 41,767
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -21,743)
-3,728 -1,636 -6,608 -4,176 -7,748 -14,513 -15,993 -7,230 -5,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.2 8.8 9.3 15.7 65.6 74.2 83.7 25.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
71 36 32 33 39 119 92
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,617
COMMITMENTS
16,416 1,161 0 4,251 20,934 20,667 22,095 2,950 1,522
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -1,636)
-2,361 -93 0 659 -1,451 -1,702 -1,544 66 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.5 4.9 0.0 18.0 88.6 87.5 93.6 12.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
18 2 0 9 13 27 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 76,690
COMMITMENTS
13,417 3,905 409 60,788 69,778 74,614 74,092 2,076 2,598
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 8,350)
800 3,905 200 8,152 4,283 9,152 8,388 -802 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 5.1 0.5 79.3 91.0 97.3 96.6 2.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 1 16 12 22 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,629,167
COMMITMENTS
991,249 881,013 5571449 10675152 10463128 17237850 16915590 1391317 1713577
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 222,686)
-45,746 45,052 134,852 126,305 39,455 215,411 219,360 7,275 3,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 4.7 29.9 57.3 56.2 92.5 90.8 7.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
87 69 137 179 181 326 337
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 834,417
COMMITMENTS
69,130 58,520 123,590 495,113 480,295 687,834 662,405 146,583 172,011
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 33,876)
2,464 3,132 16,537 12,723 6,722 31,724 26,392 2,152 7,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 7.0 14.8 59.3 57.6 82.4 79.4 17.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
50 53 74 94 68 189 150
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,134,629
COMMITMENTS
400,856 585,894 125,600 1124602 1253189 1651059 1964683 483,570 169,946
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 40,560)
33,162 33,490 16,769 -24,592 9,629 25,339 59,889 15,221 -19,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 27.4 5.9 52.7 58.7 77.3 92.0 22.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
78 113 77 88 106 216 246
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 8,705
COMMITMENTS
918 0 0 5,310 6,600 6,228 6,600 2,477 2,105
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -232)
1 0 -57 61 2 5 -55 -237 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 0.0 0.0 61.0 75.8 71.5 75.8 28.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
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 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,583
COMMITMENTS
12,740 27,938 45 65,309 57,060 78,094 85,043 11,489 4,540
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: -2,007)
1,010 1,600 45 -1,942 -2,859 -887 -1,214 -1,120 -793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 31.2 0.1 72.9 63.7 87.2 94.9 12.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
17 17 1 37 36 55 53
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,583
COMMITMENTS
8,243 13,096 493 39,978 31,025 48,713 44,614 7,869 11,969
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 1,542)
817 -402 74 506 1,662 1,397 1,335 146 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 23.1 0.9 70.7 54.8 86.1 78.8 13.9 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 22 8 25 29 42 53
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 484,991
COMMITMENTS
162,917 172,354 20,136 239,110 264,773 422,164 457,264 62,827 27,727
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 15,256)
7,417 8,133 1,240 7,028 14,699 15,685 24,071 -429 -8,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 35.5 4.2 49.3 54.6 87.0 94.3 13.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
91 57 22 55 56 159 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 116,752
COMMITMENTS
82,096 8,354 601 6,280 92,647 88,977 101,603 27,775 15,149
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 6,647)
9,472 -464 237 -745 5,495 8,964 5,268 -2,317 1,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.3 7.2 0.5 5.4 79.4 76.2 87.0 23.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
41 8 4 10 18 51 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,952
COMMITMENTS
2,787 6,352 0 34,756 30,643 37,543 36,995 4,409 4,956
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 257)
-4 -106 0 -14 -175 -18 -281 275 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 15.1 0.0 82.8 73.0 89.5 88.2 10.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 17 0 23 21 27 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 511,502
COMMITMENTS
69,868 233,669 13,581 405,169 236,428 488,619 483,679 22,883 27,823
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 20,159)
34 11,521 1,113 19,221 5,414 20,368 18,049 -209 2,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 45.7 2.7 79.2 46.2 95.5 94.6 4.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
38 112 49 54 77 137 193
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 57,923
COMMITMENTS
9,557 18,545 743 35,665 23,968 45,965 43,256 11,958 14,666
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 1,846)
-248 -565 210 184 1,234 146 879 1,700 967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 32.0 1.3 61.6 41.4 79.4 74.7 20.6 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
23 20 6 20 26 45 50
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 59,515
COMMITMENTS
27,516 4,128 429 23,370 32,054 51,315 36,611 8,200 22,904
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 3,793)
1,195 770 4 874 1,087 2,073 1,861 1,720 1,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 6.9 0.7 39.3 53.9 86.2 61.5 13.8 38.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
27 7 2 20 18 47 27
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,974
COMMITMENTS
4,550 771 277 14,105 18,072 18,932 19,120 2,042 1,854
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 677)
-398 -330 7 -173 91 -564 -232 1,241 909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 3.7 1.3 67.2 86.2 90.3 91.2 9.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 3 2 7 3 16 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/08/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 60,038
COMMITMENTS
2,968 18,808 4,654 25,768 26,596 33,390 50,058 26,648 9,980
CHANGES FROM 05/01/07 (CHANGE IN OPEN INTEREST: 4,571)
-173 2,315 349 3,971 1,213 4,147 3,877 424 694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 31.3 7.8 42.9 44.3 55.6 83.4 44.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 24 8 22 27 35 51
Updated May 11, 2007