MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 51,145
COMMITMENTS
7,933 729 8,369 26,426 31,983 42,729 41,081 8,415 10,064
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,650)
-565 -79 326 1,700 1,489 1,461 1,737 188 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 1.4 16.4 51.7 62.5 83.5 80.3 16.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
22 7 17 28 29 56 48
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 182,232
COMMITMENTS
32,871 39,848 44,845 85,014 68,922 162,731 153,615 19,501 28,617
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -4,693)
-8,204 765 2,646 2,223 -12,291 -3,336 -8,880 -1,358 4,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 21.9 24.6 46.7 37.8 89.3 84.3 10.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
59 81 82 32 37 146 159
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,386
COMMITMENTS
190 325 111 338 358 639 794 747 593
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 23.4 8.0 24.4 25.8 46.1 57.2 53.9 42.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 10 4 4 3 12 13
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 249,378
COMMITMENTS
53,752 27,843 57,539 119,117 114,986 230,408 200,367 18,970 49,011
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -13,067)
-6,410 2,686 -2,018 -2,623 -10,747 -11,051 -10,080 -2,016 -2,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 11.2 23.1 47.8 46.1 92.4 80.3 7.6 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
76 77 80 77 127 202 243
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,542
COMMITMENTS
2,845 2,103 1,195 2,442 3,054 6,483 6,352 2,059 2,190
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -373)
82 -47 -294 139 54 -73 -288 -300 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 24.6 14.0 28.6 35.7 75.9 74.4 24.1 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
21 23 13 23 27 54 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,367
COMMITMENTS
7,893 4,489 3,709 8,895 4,941 20,497 13,140 4,869 12,227
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 880)
0 103 341 226 -111 568 333 312 547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 17.7 14.6 35.1 19.5 80.8 51.8 19.2 48.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
36 25 19 37 49 81 88
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 153,793
COMMITMENTS
81,550 12,901 7,751 29,853 107,861 119,154 128,514 34,639 25,280
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -102,001)
-10,341 -20,692 -1,626 -89,030 -58,736 -100,996 -81,054 -1,005 -20,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 8.4 5.0 19.4 70.1 77.5 83.6 22.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
41 17 13 22 21 70 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 104,808
COMMITMENTS
8,307 66,906 1,181 86,901 11,426 96,389 79,513 8,419 25,295
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -8,405)
1,262 -19,059 234 -9,534 7,866 -8,038 -10,959 -366 2,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 63.8 1.1 82.9 10.9 92.0 75.9 8.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 37 2 10 7 20 45
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 94,588
COMMITMENTS
53,758 11,778 651 30,833 79,525 85,242 91,954 9,346 2,634
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -10,086)
-15,738 6,855 183 5,081 -16,945 -10,474 -9,907 388 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.8 12.5 0.7 32.6 84.1 90.1 97.2 9.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
58 12 4 10 19 69 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 169,481
COMMITMENTS
119,382 22,959 5,278 11,895 119,439 136,555 147,676 32,926 21,804
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 27,726)
26,515 1,929 479 -3,448 24,001 23,546 26,409 4,180 1,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.4 13.5 3.1 7.0 70.5 80.6 87.1 19.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
45 16 10 14 22 65 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 387,561
COMMITMENTS
43,304 237,420 14,688 287,681 96,790 345,673 348,898 41,888 38,663
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 44,794)
3,132 30,881 2,274 37,631 12,418 43,037 45,572 1,757 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 61.3 3.8 74.2 25.0 89.2 90.0 10.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
39 71 16 32 25 76 107
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 211,559
COMMITMENTS
92,799 25,568 15,034 47,645 132,819 155,478 173,422 56,081 38,137
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,935)
7,915 -13,690 1,100 -7,227 13,210 1,788 620 1,147 2,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.9 12.1 7.1 22.5 62.8 73.5 82.0 26.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
52 35 24 25 33 90 79
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 41,393
COMMITMENTS
26,627 2,753 421 11,141 36,751 38,189 39,925 3,204 1,468
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 280)
241 683 24 -389 -101 -124 606 404 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.3 6.7 1.0 26.9 88.8 92.3 96.5 7.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 7 2 8 9 25 18
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 82,522
COMMITMENTS
9,798 29,511 2,093 64,360 48,611 76,251 80,215 6,271 2,307
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 13,528)
3,342 2,424 -18 10,859 11,092 14,183 13,498 -655 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 35.8 2.5 78.0 58.9 92.4 97.2 7.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
6 2 2 19 15 26 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 18,773,469
COMMITMENTS
1243535 864,822 6284670 10128301 10173058 17656505 17322551 1116964 1450918
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 451,336)
165,196 -158,828 136,234 184,530 561,053 485,961 538,459 -34,625 -87,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 4.6 33.5 54.0 54.2 94.1 92.3 5.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
78 69 123 176 179 313 319
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 751,242
COMMITMENTS
53,038 89,825 106,178 457,817 443,234 617,032 639,237 134,210 112,006
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 45,047)
3,370 9,259 29,961 3,460 12,227 36,792 51,447 8,255 -6,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 12.0 14.1 60.9 59.0 82.1 85.1 17.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
49 52 73 91 66 180 151
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,762,642
COMMITMENTS
386,935 471,232 105,902 994,171 1010182 1487008 1587316 275,633 175,326
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 107,010)
503 38,758 42,624 9,251 8,579 52,378 89,961 54,632 17,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 26.7 6.0 56.4 57.3 84.4 90.1 15.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
99 96 75 92 93 228 227
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 86,716
COMMITMENTS
11,082 29,001 3 64,146 54,086 75,231 83,090 11,485 3,626
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -2,857)
-1,819 634 3 -1,076 -4,358 -2,892 -3,721 35 864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 33.4 0.0 74.0 62.4 86.8 95.8 13.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 16 1 36 38 51 55
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,432
COMMITMENTS
5,396 16,091 153 39,673 32,492 45,221 48,736 11,211 7,696
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 4,130)
-614 590 60 1,884 632 1,330 1,282 2,799 2,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 28.5 0.3 70.3 57.6 80.1 86.4 19.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 18 5 24 21 36 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 374,980
COMMITMENTS
123,678 96,790 9,453 216,256 234,465 349,387 340,708 25,593 34,272
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 13,525)
-18,287 -745 1,215 27,374 2,161 10,302 2,631 3,223 10,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 25.8 2.5 57.7 62.5 93.2 90.9 6.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
80 61 23 43 51 137 121
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 113,363
COMMITMENTS
73,314 6,561 1,025 5,066 93,283 79,405 100,869 33,958 12,494
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -3,620)
-1,873 -3,642 -595 -2,717 -1,941 -5,185 -6,178 1,566 2,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.7 5.8 0.9 4.5 82.3 70.0 89.0 30.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
40 9 3 7 14 48 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,629
COMMITMENTS
248 7,746 0 27,475 19,863 27,723 27,609 4,906 5,020
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,086)
-495 107 0 2,295 2,264 1,800 2,371 286 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 23.7 0.0 84.2 60.9 85.0 84.6 15.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
1 17 0 20 19 21 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 541,428
COMMITMENTS
72,786 241,750 15,240 434,947 259,088 522,974 516,078 18,454 25,349
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 6,595)
-4,000 10,780 1,998 7,356 -6,573 5,354 6,205 1,240 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 44.7 2.8 80.3 47.9 96.6 95.3 3.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
43 129 57 57 78 145 219
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 50,595
COMMITMENTS
12,295 14,521 2 27,511 23,435 39,808 37,958 10,787 12,637
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 145)
2,214 -392 -0 -2,407 -1,060 -193 -1,452 338 1,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 28.7 0.0 54.4 46.3 78.7 75.0 21.3 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
24 16 3 19 17 45 34
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 41,165
COMMITMENTS
19,415 1,122 231 13,165 19,019 32,811 20,372 8,354 20,793
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 2,424)
1,214 91 106 -997 4,765 323 4,962 2,101 -2,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.2 2.7 0.6 32.0 46.2 79.7 49.5 20.3 50.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
24 4 2 12 15 36 21
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,203
COMMITMENTS
5,609 955 270 13,614 18,464 19,493 19,689 710 514
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: -286)
-88 29 0 -199 -217 -287 -188 1 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 4.7 1.3 67.4 91.4 96.5 97.5 3.5 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 5 1 7 4 16 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/26/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 37,579
COMMITMENTS
3,152 8,224 3,222 19,238 16,388 25,612 27,834 11,967 9,745
CHANGES FROM 06/19/07 (CHANGE IN OPEN INTEREST: 1,438)
863 67 318 875 -436 2,056 -51 -618 1,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 21.9 8.6 51.2 43.6 68.2 74.1 31.8 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 11 7 24 24 36 40
Updated June 29, 2007