MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,419
COMMITMENTS
7,221 757 8,310 24,622 29,490 40,153 38,557 8,267 9,862
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 1,501)
1,489 -69 446 -491 1,350 1,444 1,727 57 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 1.6 17.2 50.9 60.9 82.9 79.6 17.1 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
24 5 17 28 27 56 46
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 193,904
COMMITMENTS
41,747 40,014 42,947 84,034 82,533 168,729 165,494 25,175 28,410
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 250)
1,654 2,593 -3,566 -416 -1,295 -2,328 -2,268 2,579 2,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 20.6 22.1 43.3 42.6 87.0 85.3 13.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
80 74 88 32 36 164 154
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 262,298
COMMITMENTS
57,819 24,822 58,130 121,735 124,143 237,684 207,096 24,615 55,202
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -7,248)
-2,676 -82 -1,764 -2,402 -5,780 -6,841 -7,626 -407 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 9.5 22.2 46.4 47.3 90.6 79.0 9.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
88 60 87 87 131 225 245
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,906
COMMITMENTS
2,710 2,542 1,912 2,077 2,245 6,699 6,699 2,207 2,207
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 401)
43 -161 235 30 158 309 233 92 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 28.5 21.5 23.3 25.2 75.2 75.2 24.8 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 24 19 20 25 56 59
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,982
COMMITMENTS
7,838 3,800 2,937 8,422 5,241 19,198 11,979 4,784 12,003
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 981)
-65 1,076 365 710 -399 1,010 1,042 -29 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 15.8 12.2 35.1 21.9 80.1 50.0 19.9 50.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
33 29 18 34 50 79 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 243,699
COMMITMENTS
97,973 36,466 9,694 99,432 167,905 207,099 214,065 36,600 29,634
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 37,123)
14,054 -3,811 -5,901 31,975 49,460 40,128 39,748 -3,005 -2,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 15.0 4.0 40.8 68.9 85.0 87.8 15.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
45 26 19 23 24 80 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 157,623
COMMITMENTS
10,873 89,496 1,851 132,503 45,272 145,228 136,619 12,395 21,004
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 53,943)
-497 19,702 -527 54,420 34,460 53,396 53,635 546 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 56.8 1.2 84.1 28.7 92.1 86.7 7.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 42 6 14 14 29 59
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 138,039
COMMITMENTS
72,598 16,268 4,392 50,730 112,620 127,720 133,280 10,319 4,759
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -3,396)
-24,765 9,959 1,095 20,127 -15,101 -3,543 -4,047 147 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.6 11.8 3.2 36.8 81.6 92.5 96.6 7.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
59 17 9 14 24 79 45
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 141,200
COMMITMENTS
64,185 24,988 6,777 41,998 86,459 112,960 118,225 28,240 22,975
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -13,565)
-22,890 1,219 -219 16,897 -14,315 -6,212 -13,315 -7,353 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 17.7 4.8 29.7 61.2 80.0 83.7 20.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
32 18 14 24 25 62 51
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 410,416
COMMITMENTS
43,157 176,274 12,575 301,288 180,396 357,020 369,244 53,397 41,172
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 64,138)
-3,709 -1,798 -1,963 68,011 64,452 62,340 60,691 1,798 3,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 43.0 3.1 73.4 44.0 87.0 90.0 13.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
44 67 21 36 25 89 104
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 251,609
COMMITMENTS
92,131 43,667 15,784 78,477 146,350 186,392 205,801 65,216 45,807
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -2,781)
-22,788 12,991 -12,419 32,564 -2,935 -2,644 -2,363 -137 -418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.6 17.4 6.3 31.2 58.2 74.1 81.8 25.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
59 41 35 36 34 108 97
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 55,629
COMMITMENTS
27,973 1,577 18 24,618 52,210 52,609 53,805 3,020 1,824
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 28,101)
6,763 285 12 20,795 27,394 27,570 27,691 531 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 2.8 0.0 44.3 93.9 94.6 96.7 5.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
21 2 1 10 17 31 20
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 58,606
COMMITMENTS
5,818 22,753 2,585 46,516 28,524 54,919 53,862 3,687 4,744
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 1,573)
-294 -194 161 1,438 1,010 1,305 977 268 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 38.8 4.4 79.4 48.7 93.7 91.9 6.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 3 16 12 20 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 21,931,324
COMMITMENTS
1278273 1116348 7818957 11507839 11358551 20605069 20293856 1326256 1637468
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 758,548)
-31,459 -180,202 592,052 183,494 306,937 744,087 718,787 14,461 39,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 5.1 35.7 52.5 51.8 94.0 92.5 6.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
86 73 133 178 180 323 333
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 939,286
COMMITMENTS
62,569 68,933 146,176 552,437 557,636 761,181 772,745 178,105 166,542
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 76,950)
-977 7,466 12,079 49,648 55,150 60,750 74,695 16,200 2,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 7.3 15.6 58.8 59.4 81.0 82.3 19.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
47 57 81 100 70 198 160
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 3,008,900
COMMITMENTS
457,385 733,880 216,473 1877024 1746298 2550882 2696651 458,018 312,249
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 485,366)
-18,324 -4,139 83,369 372,819 285,853 437,864 365,083 47,502 120,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 24.4 7.2 62.4 58.0 84.8 89.6 15.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
105 106 111 114 104 273 267
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,882
COMMITMENTS
953 0 0 7,666 8,626 8,619 8,626 3,263 3,256
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 2,232)
62 0 0 1,522 1,423 1,584 1,423 648 809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 0.0 0.0 64.5 72.6 72.5 72.6 27.5 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 14 14 16 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 122,943
COMMITMENTS
12,181 28,692 685 92,002 85,460 104,868 114,837 18,075 8,106
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 26,262)
-450 1,516 685 20,748 19,587 20,983 21,788 5,279 4,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 23.3 0.6 74.8 69.5 85.3 93.4 14.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
17 15 2 45 42 63 59
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,770
COMMITMENTS
5,247 13,916 2,421 55,209 46,608 62,877 62,946 12,893 12,825
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 13,647)
-1,790 -33 2,233 7,696 9,390 8,139 11,590 5,508 2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 18.4 3.2 72.9 61.5 83.0 83.1 17.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 20 9 31 30 47 54
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 613,175
COMMITMENTS
146,283 204,274 21,592 384,625 338,384 552,501 564,250 60,674 48,925
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 128,349)
-17,062 6,700 12,821 117,316 83,475 113,075 102,995 15,274 25,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 33.3 3.5 62.7 55.2 90.1 92.0 9.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
81 75 37 62 70 165 160
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 158,832
COMMITMENTS
90,443 17,247 2,063 30,341 125,863 122,847 145,173 35,985 13,660
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 34,008)
5,337 9,494 1,249 23,291 22,979 29,877 33,722 4,131 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 10.9 1.3 19.1 79.2 77.3 91.4 22.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
44 10 4 10 17 55 30
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 61,042
COMMITMENTS
2,420 8,272 1,361 50,371 43,562 54,152 53,195 6,890 7,847
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 9,883)
12 80 861 6,785 6,588 7,658 7,529 2,226 2,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 13.6 2.2 82.5 71.4 88.7 87.1 11.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
4 17 3 27 28 33 47
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 736,405
COMMITMENTS
65,334 263,917 29,449 606,597 401,873 701,380 695,239 35,026 41,166
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 111,171)
-6,570 1,007 7,751 89,911 88,320 91,092 97,078 20,078 14,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 35.8 4.0 82.4 54.6 95.2 94.4 4.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
51 125 73 66 87 169 233
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 49,943
COMMITMENTS
8,947 12,963 98 29,310 23,794 38,356 36,856 11,587 13,087
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -33,514)
-4,216 -3,647 -5,096 -19,019 -17,270 -28,331 -26,014 -5,183 -7,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 26.0 0.2 58.7 47.6 76.8 73.8 23.2 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
19 19 4 19 20 39 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,023
COMMITMENTS
15,554 815 112 14,780 14,447 30,446 15,374 7,577 22,649
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: -32,764)
-8,147 -3,985 -1,120 -13,802 -21,377 -23,069 -26,482 -9,695 -6,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 2.1 0.3 38.9 38.0 80.1 40.4 19.9 59.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 3 1 13 13 30 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,011
COMMITMENTS
5,048 1,233 319 14,412 18,405 19,779 19,957 1,232 1,054
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 591)
0 195 49 3 -98 52 146 539 445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 5.9 1.5 68.6 87.6 94.1 95.0 5.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 6 3 7 5 18 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/12/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 61,044
COMMITMENTS
5,669 15,422 4,312 24,065 28,768 34,046 48,502 26,998 12,542
CHANGES FROM 06/05/07 (CHANGE IN OPEN INTEREST: 449)
3,507 -2,923 -1,198 -721 1,803 1,588 -2,318 -1,139 2,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 25.3 7.1 39.4 47.1 55.8 79.5 44.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 18 10 25 25 40 46
Updated June 15, 2007