MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 49,495
COMMITMENTS
8,498 808 8,043 24,726 30,493 41,268 39,344 8,227 10,151
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 1,076)
1,278 51 -267 104 1,003 1,115 787 -39 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 1.6 16.3 50.0 61.6 83.4 79.5 16.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
25 6 16 28 28 57 47
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 186,925
COMMITMENTS
41,076 39,082 42,199 82,791 81,213 166,066 162,495 20,859 24,431
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -6,979)
-672 -931 -748 -1,243 -1,320 -2,663 -2,999 -4,316 -3,980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 20.9 22.6 44.3 43.4 88.8 86.9 11.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
87 66 93 33 37 173 155
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 262,445
COMMITMENTS
60,162 25,157 59,557 121,740 125,733 241,459 210,447 20,986 51,998
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 147)
2,343 335 1,427 5 1,590 3,775 3,351 -3,629 -3,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 9.6 22.7 46.4 47.9 92.0 80.2 8.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
88 67 86 86 137 221 254
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,916
COMMITMENTS
2,764 2,150 1,489 2,303 3,000 6,556 6,640 2,360 2,276
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 10)
53 -392 -423 226 755 -143 -60 153 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 24.1 16.7 25.8 33.7 73.5 74.5 26.5 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
26 19 14 19 27 52 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,487
COMMITMENTS
7,893 4,386 3,368 8,669 5,052 19,930 12,807 4,557 11,680
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 505)
54 586 431 247 -189 731 827 -227 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 17.9 13.8 35.4 20.6 81.4 52.3 18.6 47.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
34 29 17 36 48 80 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 255,794
COMMITMENTS
91,891 33,593 9,377 118,882 166,597 220,150 209,567 35,644 46,227
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 12,096)
-6,082 -2,873 -317 19,450 -1,309 13,052 -4,498 -956 16,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 13.1 3.7 46.5 65.1 86.1 81.9 13.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
44 28 18 24 23 81 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 113,212
COMMITMENTS
7,044 85,965 947 96,435 3,559 104,427 90,472 8,786 22,741
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -44,410)
-3,829 -3,531 -903 -36,068 -41,713 -40,801 -46,147 -3,609 1,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 75.9 0.8 85.2 3.1 92.2 79.9 7.8 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
8 41 3 10 6 19 49
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 104,674
COMMITMENTS
69,496 4,923 468 25,752 96,470 95,716 101,861 8,958 2,813
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -33,365)
-3,102 -11,345 -3,924 -24,978 -16,150 -32,004 -31,419 -1,361 -1,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.4 4.7 0.4 24.6 92.2 91.4 97.3 8.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
61 11 3 8 22 69 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 141,755
COMMITMENTS
92,867 21,030 4,799 15,343 95,438 113,009 121,267 28,746 20,488
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 555)
28,682 -3,959 -1,979 -26,655 8,979 49 3,042 506 -2,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.5 14.8 3.4 10.8 67.3 79.7 85.5 20.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
38 16 10 16 22 60 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 342,767
COMMITMENTS
40,171 206,540 12,414 250,050 84,372 302,636 303,326 40,132 39,441
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -67,649)
-2,985 30,266 -161 -51,238 -96,023 -54,384 -65,918 -13,265 -1,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 60.3 3.6 73.0 24.6 88.3 88.5 11.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
35 66 16 28 26 70 101
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 208,623
COMMITMENTS
84,884 39,258 13,934 54,871 119,609 153,689 172,802 54,934 35,822
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -42,985)
-7,247 -4,409 -1,850 -23,606 -26,741 -32,703 -33,000 -10,283 -9,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.7 18.8 6.7 26.3 57.3 73.7 82.8 26.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
48 46 26 29 30 93 86
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,113
COMMITMENTS
26,386 2,070 397 11,530 36,852 38,313 39,319 2,800 1,794
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -14,516)
-1,587 493 379 -13,088 -15,358 -14,296 -14,486 -220 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 5.0 1.0 28.0 89.6 93.2 95.6 6.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
18 3 2 9 9 27 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 68,994
COMMITMENTS
6,456 27,087 2,111 53,501 37,519 62,068 66,717 6,926 2,277
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 10,388)
638 4,334 -474 6,985 8,995 7,149 12,855 3,239 -2,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 39.3 3.1 77.5 54.4 90.0 96.7 10.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 2 3 14 12 19 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,322,133
COMMITMENTS
1078338 1023651 6148436 9943770 9612005 17170545 16784092 1151589 1538042
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -3,609,191)
-199,934 -92,697 -1670521 -1564069 -1746546 -3434524 -3509765 -174,667 -99,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 5.6 33.6 54.3 52.5 93.7 91.6 6.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
73 72 124 172 173 306 317
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 706,195
COMMITMENTS
49,667 80,566 76,216 454,357 431,007 580,241 587,790 125,955 118,405
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -233,091)
-12,902 11,633 -69,959 -98,080 -126,629 -180,941 -184,955 -52,150 -48,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 11.4 10.8 64.3 61.0 82.2 83.2 17.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
39 45 60 91 64 164 136
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,655,632
COMMITMENTS
386,432 432,474 63,278 984,920 1001603 1434631 1497355 221,001 158,277
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -1,353,268)
-70,952 -301,406 -153,195 -892,104 -744,695 -1116251 -1199296 -237,017 -153,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 26.1 3.8 59.5 60.5 86.7 90.4 13.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
76 104 58 80 92 194 216
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 89,573
COMMITMENTS
12,901 28,367 0 65,222 58,444 78,123 86,811 11,450 2,762
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -33,370)
720 -325 -685 -26,780 -27,016 -26,745 -28,026 -6,625 -5,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 31.7 0.0 72.8 65.2 87.2 96.9 12.8 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
20 14 0 34 38 54 52
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,302
COMMITMENTS
6,010 15,501 93 37,788 31,860 43,891 47,454 8,411 4,849
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -23,468)
763 1,584 -2,328 -17,421 -14,748 -18,986 -15,492 -4,482 -7,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 29.6 0.2 72.2 60.9 83.9 90.7 16.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 17 4 24 22 33 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 361,455
COMMITMENTS
141,965 97,535 8,238 188,882 232,304 339,085 338,077 22,370 23,378
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -251,720)
-4,318 -106,739 -13,354 -195,743 -106,080 -213,415 -226,173 -38,304 -25,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.3 27.0 2.3 52.3 64.3 93.8 93.5 6.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
84 45 17 47 47 140 100
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 116,983
COMMITMENTS
75,187 10,203 1,621 7,783 95,224 84,591 107,047 32,392 9,936
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -41,849)
-15,256 -7,045 -442 -22,558 -30,639 -38,256 -38,125 -3,593 -3,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.3 8.7 1.4 6.7 81.4 72.3 91.5 27.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
39 11 4 7 14 47 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,543
COMMITMENTS
743 7,639 0 25,180 17,599 25,923 25,238 4,619 5,304
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -30,500)
-1,677 -633 -1,361 -25,191 -25,963 -28,229 -27,957 -2,271 -2,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 25.0 0.0 82.4 57.6 84.9 82.6 15.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 17 0 19 16 21 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 534,833
COMMITMENTS
76,786 230,970 13,242 427,591 265,661 517,619 509,873 17,214 24,960
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -201,573)
11,452 -32,947 -16,207 -179,006 -136,212 -183,760 -185,366 -17,812 -16,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 43.2 2.5 79.9 49.7 96.8 95.3 3.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
41 121 45 51 82 130 210
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 50,450
COMMITMENTS
10,081 14,913 2 29,918 24,495 40,001 39,410 10,449 11,040
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 508)
1,134 1,949 -96 608 702 1,646 2,555 -1,138 -2,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 29.6 0.0 59.3 48.6 79.3 78.1 20.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 18 3 17 21 40 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 38,741
COMMITMENTS
18,201 1,031 125 14,162 14,254 32,488 15,410 6,253 23,331
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: 718)
2,647 216 13 -618 -193 2,042 36 -1,324 682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 2.7 0.3 36.6 36.8 83.9 39.8 16.1 60.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
23 3 1 13 13 36 17
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,489
COMMITMENTS
5,697 926 270 13,813 18,681 19,780 19,877 709 612
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -522)
649 -307 -49 -599 276 1 -80 -523 -442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 4.5 1.3 67.4 91.2 96.5 97.0 3.5 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
9 4 1 7 5 17 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/19/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 36,141
COMMITMENTS
2,289 8,157 2,904 18,363 16,824 23,556 27,885 12,585 8,256
CHANGES FROM 06/12/07 (CHANGE IN OPEN INTEREST: -24,903)
-3,380 -7,265 -1,408 -5,702 -11,944 -10,490 -20,617 -14,413 -4,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 22.6 8.0 50.8 46.6 65.2 77.2 34.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 11 7 22 23 33 37
Updated June 22, 2007