MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 46,918
COMMITMENTS
5,731 826 7,864 25,113 28,140 38,708 36,830 8,210 10,088
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -2,804)
-888 -90 -624 -1,251 -2,107 -2,763 -2,821 -41 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 1.8 16.8 53.5 60.0 82.5 78.5 17.5 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
19 8 17 28 25 54 44
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 193,654
COMMITMENTS
40,093 37,420 46,514 84,451 83,828 171,057 167,762 22,597 25,892
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 2,809)
3,584 5,659 -2,059 1,865 -499 3,390 3,100 -580 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 19.3 24.0 43.6 43.3 88.3 86.6 11.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
80 75 89 31 33 163 157
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 269,546
COMMITMENTS
60,494 24,905 59,894 124,137 129,924 244,525 214,722 25,022 54,824
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -26,132)
-5,700 -3,751 -14,334 -2,777 -4,732 -22,811 -22,817 -3,320 -3,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 9.2 22.2 46.1 48.2 90.7 79.7 9.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
90 58 92 91 137 238 252
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,505
COMMITMENTS
2,667 2,703 1,676 2,047 2,088 6,391 6,467 2,114 2,038
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 231)
-25 -557 693 -236 140 431 275 -200 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 31.8 19.7 24.1 24.5 75.1 76.0 24.9 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
25 25 20 20 27 60 63
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,001
COMMITMENTS
7,903 2,725 2,572 7,713 5,640 18,188 10,937 4,813 12,064
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 77)
-173 711 -113 797 -521 510 77 -434 -0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 11.8 11.2 33.5 24.5 79.1 47.5 20.9 52.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
39 21 17 34 48 84 76
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 206,576
COMMITMENTS
83,919 40,277 15,595 67,457 118,446 166,971 174,318 39,605 32,258
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 1,412)
-7,284 860 2,866 8,628 -3,001 4,210 725 -2,798 687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 19.5 7.5 32.7 57.3 80.8 84.4 19.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
41 28 17 23 24 75 58
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 103,680
COMMITMENTS
11,370 69,794 2,377 78,084 10,812 91,831 82,984 11,849 20,696
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 2,022)
1,699 938 581 -545 1,782 1,734 3,301 288 -1,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 67.3 2.3 75.3 10.4 88.6 80.0 11.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
11 32 4 11 11 24 45
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 141,435
COMMITMENTS
97,363 6,309 3,297 30,603 127,721 131,263 137,327 10,172 4,108
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 1,467)
2,625 -2,294 1,804 -3,278 1,127 1,151 637 316 830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.8 4.5 2.3 21.6 90.3 92.8 97.1 7.2 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
75 13 4 13 20 90 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 154,765
COMMITMENTS
87,075 23,769 6,997 25,101 100,775 119,172 131,540 35,593 23,225
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 13,494)
15,882 916 1,395 -5,250 9,738 12,027 12,049 1,467 1,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 15.4 4.5 16.2 65.1 77.0 85.0 23.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
36 23 14 19 24 67 49
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 346,279
COMMITMENTS
46,865 178,072 14,538 233,277 115,944 294,680 308,553 51,599 37,725
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -6,695)
1,495 -19,817 936 -12,574 14,638 -10,143 -4,243 3,448 -2,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 51.4 4.2 67.4 33.5 85.1 89.1 14.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
45 72 24 34 26 88 113
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 254,389
COMMITMENTS
114,919 30,676 28,203 45,914 149,285 189,036 208,165 65,353 46,225
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 3,422)
-5,571 1,567 1,752 4,815 -6,434 996 -3,116 2,426 6,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.2 12.1 11.1 18.0 58.7 74.3 81.8 25.7 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
68 41 37 36 37 124 95
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 27,528
COMMITMENTS
21,210 1,292 6 3,823 24,816 25,039 26,114 2,489 1,414
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 3,732)
5,503 496 0 -1,775 3,286 3,728 3,782 4 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.0 4.7 0.0 13.9 90.1 91.0 94.9 9.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 3 1 9 16 29 20
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 57,033
COMMITMENTS
6,112 22,947 2,424 45,078 27,514 53,614 52,885 3,419 4,148
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 4,462)
-458 17,853 2,159 2,067 -16,845 3,768 3,167 694 1,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 40.2 4.3 79.0 48.2 94.0 92.7 6.0 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 3 14 10 18 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,172,776
COMMITMENTS
1309732 1296550 7226905 11324345 11051614 19860982 19575069 1311795 1597707
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 1,156,272)
-16,442 99,016 900,296 177,468 120,071 1061323 1119383 94,949 36,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 6.1 34.1 53.5 52.2 93.8 92.5 6.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
82 80 137 180 181 327 339
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 862,336
COMMITMENTS
63,546 61,467 134,096 502,789 502,487 700,431 698,050 161,905 164,287
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 43,484)
2,906 -322 23,882 7,335 17,921 34,124 41,481 9,360 2,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 7.1 15.6 58.3 58.3 81.2 80.9 18.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
44 56 75 92 67 189 149
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,523,534
COMMITMENTS
475,709 738,019 133,104 1504205 1460445 2113018 2331568 410,516 191,966
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 226,114)
33,490 31,225 24,425 223,028 167,779 280,943 223,429 -54,829 2,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 29.2 5.3 59.6 57.9 83.7 92.4 16.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
91 118 87 95 104 239 257
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,650
COMMITMENTS
891 0 0 6,144 7,203 7,035 7,203 2,615 2,447
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 302)
-17 0 0 275 -52 258 -52 44 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 0.0 63.7 74.6 72.9 74.6 27.1 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 13 10 15 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 96,681
COMMITMENTS
12,631 27,176 0 71,254 65,873 83,885 93,049 12,796 3,632
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 5,620)
84 -179 0 3,944 6,394 4,028 6,215 1,592 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 28.1 0.0 73.7 68.1 86.8 96.2 13.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
16 13 0 43 39 59 52
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,124
COMMITMENTS
7,037 13,949 188 47,513 37,219 54,738 51,356 7,386 10,768
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -578)
1,432 -599 33 -1,841 -1,245 -376 -1,811 -201 1,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 22.5 0.3 76.5 59.9 88.1 82.7 11.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
11 21 5 28 28 42 51
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 484,826
COMMITMENTS
163,345 197,574 8,771 267,310 254,909 439,426 461,255 45,400 23,571
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 23,142)
17,621 21,988 -496 8,575 4,191 25,700 25,683 -2,558 -2,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 40.8 1.8 55.1 52.6 90.6 95.1 9.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
87 71 29 53 60 158 142
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 124,824
COMMITMENTS
85,106 7,754 813 7,050 102,883 92,969 111,450 31,855 13,374
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 24,668)
23,425 -14,454 -70 -4,156 40,099 19,198 25,574 5,470 -907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.2 6.2 0.7 5.6 82.4 74.5 89.3 25.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
40 10 3 11 18 52 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 51,159
COMMITMENTS
2,408 8,192 500 43,586 36,974 46,494 45,666 4,665 5,493
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 2,730)
-365 -362 500 3,041 2,569 3,176 2,707 -446 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 16.0 1.0 85.2 72.3 90.9 89.3 9.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 17 1 25 23 29 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 625,235
COMMITMENTS
71,903 262,910 21,697 516,687 313,554 610,287 598,161 14,948 27,074
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 37,622)
5,603 3,706 3,814 27,928 30,347 37,345 37,867 277 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 42.0 3.5 82.6 50.1 97.6 95.7 2.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
43 117 60 57 82 153 207
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 83,457
COMMITMENTS
13,163 16,611 5,194 48,329 41,064 66,687 62,870 16,770 20,587
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 25,191)
752 75 4,483 15,458 15,637 20,693 20,195 4,498 4,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 19.9 6.2 57.9 49.2 79.9 75.3 20.1 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
23 23 18 30 33 66 65
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 70,787
COMMITMENTS
23,701 4,800 1,232 28,582 35,824 53,515 41,856 17,272 28,931
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 12,838)
-1,180 -137 730 2,310 2,393 1,860 2,986 10,978 9,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 6.8 1.7 40.4 50.6 75.6 59.1 24.4 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
24 7 5 25 24 50 35
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,420
COMMITMENTS
5,048 1,038 270 14,409 18,503 19,727 19,811 693 609
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: 912)
576 187 0 289 604 865 791 47 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 5.1 1.3 70.6 90.6 96.6 97.0 3.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 5 1 7 5 16 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/05/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 60,595
COMMITMENTS
2,162 18,345 5,510 24,786 26,965 32,458 50,820 28,137 9,775
CHANGES FROM 05/29/07 (CHANGE IN OPEN INTEREST: -1,054)
-1 -620 -1,018 -266 -255 -1,285 -1,893 231 839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 30.3 9.1 40.9 44.5 53.6 83.9 46.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 20 11 24 24 39 47
Updated June 8, 2007