MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,722
COMMITMENTS
6,620 916 8,488 26,364 30,247 41,471 39,651 8,251 10,071
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 881)
166 45 189 257 971 612 1,205 269 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 1.8 17.1 53.0 60.8 83.4 79.7 16.6 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
24 6 18 29 28 57 48
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 190,844
COMMITMENTS
36,509 31,762 48,573 82,586 84,327 167,668 164,662 23,177 26,182
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 6,491)
2,079 2,838 1,907 322 -1,013 4,307 3,732 2,184 2,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 16.6 25.5 43.3 44.2 87.9 86.3 12.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
66 79 88 33 36 155 162
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 295,678
COMMITMENTS
66,195 28,656 74,228 126,914 134,655 267,336 237,539 28,342 58,139
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 86)
-3,841 -2,399 -876 2,707 682 -2,010 -2,593 2,096 2,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 9.7 25.1 42.9 45.5 90.4 80.3 9.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
99 64 101 106 146 269 267
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,274
COMMITMENTS
2,693 3,260 984 2,283 1,948 5,960 6,192 2,314 2,082
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 564)
48 -430 138 60 613 245 321 319 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 39.4 11.9 27.6 23.5 72.0 74.8 28.0 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 27 12 20 25 52 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 22,924
COMMITMENTS
8,076 2,013 2,686 6,916 6,161 17,678 10,860 5,247 12,064
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -2,853)
-911 425 -908 -699 -920 -2,518 -1,403 -335 -1,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 8.8 11.7 30.2 26.9 77.1 47.4 22.9 52.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
39 20 16 31 48 81 75
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 205,164
COMMITMENTS
91,203 39,417 12,729 58,829 121,446 162,761 173,592 42,403 31,572
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 17,751)
7,882 -4,496 1,744 3,751 18,247 13,377 15,495 4,374 2,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 19.2 6.2 28.7 59.2 79.3 84.6 20.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
37 28 15 22 25 70 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 101,657
COMMITMENTS
9,672 68,856 1,796 78,629 9,030 90,097 79,683 11,561 21,975
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -2,811)
658 -6,391 -348 -2,911 1,998 -2,602 -4,742 -210 1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 67.7 1.8 77.3 8.9 88.6 78.4 11.4 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
13 31 2 13 9 26 42
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 139,968
COMMITMENTS
94,738 8,603 1,493 33,881 126,594 130,112 136,690 9,856 3,278
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 11,077)
13,376 -3,523 703 -2,419 14,833 11,660 12,013 -583 -936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.7 6.1 1.1 24.2 90.4 93.0 97.7 7.0 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
71 15 2 13 19 85 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 141,272
COMMITMENTS
71,193 22,853 5,602 30,350 91,037 107,145 119,492 34,127 21,780
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 8,191)
14,792 2,895 -968 -7,534 5,772 6,289 7,699 1,901 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 16.2 4.0 21.5 64.4 75.8 84.6 24.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
34 20 14 22 23 63 50
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 352,973
COMMITMENTS
45,370 197,889 13,602 245,851 101,305 304,823 312,796 48,151 40,177
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -6,539)
-1,460 -6,511 249 -6,934 -180 -8,144 -6,442 1,605 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 56.1 3.9 69.7 28.7 86.4 88.6 13.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
41 73 20 32 24 80 110
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 250,968
COMMITMENTS
120,490 29,109 26,452 41,098 155,719 188,040 211,280 62,928 39,688
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -4,890)
-2,188 -1,093 -48 -5,149 1,028 -7,385 -114 2,495 -4,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.0 11.6 10.5 16.4 62.0 74.9 84.2 25.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
72 42 39 33 34 126 94
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 23,796
COMMITMENTS
15,707 796 6 5,598 21,530 21,311 22,332 2,485 1,464
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -585)
-900 -4 0 544 -421 -356 -425 -229 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 3.3 0.0 23.5 90.5 89.6 93.8 10.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 2 1 11 14 27 17
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 52,571
COMMITMENTS
6,570 5,094 265 43,011 44,359 49,846 49,718 2,725 2,853
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 984)
740 -20 -7 403 1,101 1,136 1,074 -152 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 9.7 0.5 81.8 84.4 94.8 94.6 5.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 2 15 10 20 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 20,016,504
COMMITMENTS
1326174 1197535 6326609 11146876 10931543 18799659 18455686 1216845 1560818
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 594,877)
-47,555 93,344 324,434 279,333 116,356 556,212 534,133 38,665 60,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 6.0 31.6 55.7 54.6 93.9 92.2 6.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
80 79 134 181 184 325 340
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 818,852
COMMITMENTS
60,640 61,789 110,214 495,454 484,566 666,308 656,569 152,545 162,284
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 3,827)
-739 -1,501 2,181 -1,677 5,459 -236 6,139 4,063 -2,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 7.5 13.5 60.5 59.2 81.4 80.2 18.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
43 49 67 92 65 179 139
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,297,420
COMMITMENTS
442,219 706,794 108,679 1281177 1292666 1832075 2108139 465,345 189,281
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 51,249)
-1,219 32,735 4,566 46,584 3,974 49,931 41,275 1,318 9,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 30.8 4.7 55.8 56.3 79.7 91.8 20.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
84 114 81 88 101 221 247
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,348
COMMITMENTS
908 0 0 5,869 7,255 6,777 7,255 2,571 2,093
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -215)
-1 0 0 -70 0 -71 0 -144 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 0.0 0.0 62.8 77.6 72.5 77.6 27.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 10 14 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 91,061
COMMITMENTS
12,547 27,355 0 67,310 59,479 79,857 86,834 11,204 4,227
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -2,983)
-910 -486 0 -1,324 -2,481 -2,234 -2,967 -749 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 30.0 0.0 73.9 65.3 87.7 95.4 12.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 12 0 39 33 55 45
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,701
COMMITMENTS
5,605 14,548 156 49,354 38,463 55,114 53,166 7,587 9,535
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -1,654)
-2,884 -57 -170 1,233 926 -1,822 699 168 -2,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 23.2 0.2 78.7 61.3 87.9 84.8 12.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
10 23 5 27 27 41 51
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 461,684
COMMITMENTS
145,724 175,586 9,267 258,735 250,718 413,726 435,571 47,958 26,112
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -17,346)
-26,533 -964 -1,318 21,358 -19,643 -6,494 -21,925 -10,853 4,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 38.0 2.0 56.0 54.3 89.6 94.3 10.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
88 67 23 53 57 155 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 100,156
COMMITMENTS
61,681 22,208 884 11,206 62,784 73,771 85,876 26,385 14,280
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -5,354)
-5,319 2,647 40 854 -9,171 -4,426 -6,484 -928 1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.6 22.2 0.9 11.2 62.7 73.7 85.7 26.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
31 14 5 11 16 43 34
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 48,429
COMMITMENTS
2,773 8,554 0 40,545 34,405 43,318 42,959 5,111 5,470
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 132)
-6 4 0 379 213 373 217 -241 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 17.7 0.0 83.7 71.0 89.4 88.7 10.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 18 0 23 22 27 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 587,612
COMMITMENTS
66,300 259,204 17,883 488,759 283,207 572,942 560,294 14,670 27,319
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 4,931)
-4,660 20,131 166 8,257 -1,949 3,764 18,348 1,167 -13,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 44.1 3.0 83.2 48.2 97.5 95.4 2.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
39 120 53 55 79 141 205
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 58,265
COMMITMENTS
12,411 16,536 712 32,871 25,427 45,994 42,675 12,272 15,590
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 252)
340 32 -1 402 -176 741 -145 -489 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 28.4 1.2 56.4 43.6 78.9 73.2 21.1 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 19 4 23 30 47 53
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 57,949
COMMITMENTS
24,881 4,937 502 26,272 33,431 51,655 38,870 6,294 19,079
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -518)
-150 531 -97 1,045 -1,299 798 -865 -1,316 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 8.5 0.9 45.3 57.7 89.1 67.1 10.9 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
28 7 4 21 18 50 28
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,508
COMMITMENTS
4,472 851 270 14,120 17,899 18,862 19,020 646 488
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: 175)
-216 40 0 368 263 152 303 23 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 4.4 1.4 72.4 91.8 96.7 97.5 3.3 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 4 1 7 5 16 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/29/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 61,649
COMMITMENTS
2,163 18,965 6,528 25,052 27,220 33,743 52,713 27,906 8,936
CHANGES FROM 05/22/07 (CHANGE IN OPEN INTEREST: -1,352)
1 229 121 350 1,079 472 1,429 -1,824 -2,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 30.8 10.6 40.6 44.2 54.7 85.5 45.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 23 13 23 23 40 49
Updated June 1, 2007