MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 48,841
COMMITMENTS
6,454 871 8,299 26,107 29,276 40,859 38,446 7,982 10,395
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 839)
77 13 278 307 323 661 614 177 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 1.8 17.0 53.5 59.9 83.7 78.7 16.3 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
22 6 17 28 25 54 44
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 184,353
COMMITMENTS
34,430 28,924 46,666 82,264 85,341 163,360 160,930 20,993 23,423
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 311)
1,072 1,952 -324 1,779 1,296 2,527 2,924 -2,216 -2,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 15.7 25.3 44.6 46.3 88.6 87.3 11.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
68 70 84 34 37 152 157
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 295,592
COMMITMENTS
70,036 31,055 75,104 124,206 133,973 269,346 240,132 26,246 55,460
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 6,470)
3,237 2,194 3,518 801 1,546 7,556 7,257 -1,086 -787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 10.5 25.4 42.0 45.3 91.1 81.2 8.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
99 65 101 103 143 271 262
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,710
COMMITMENTS
2,645 3,690 846 2,223 1,334 5,714 5,870 1,995 1,839
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 159)
106 -296 214 -21 322 299 241 -140 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 47.9 11.0 28.8 17.3 74.1 76.1 25.9 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
24 28 11 16 20 46 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,778
COMMITMENTS
8,987 1,589 3,594 7,615 7,081 20,196 12,263 5,582 13,515
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 689)
725 338 -184 -309 195 232 349 457 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 6.2 13.9 29.5 27.5 78.3 47.6 21.7 52.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
47 23 22 39 54 104 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 187,413
COMMITMENTS
83,321 43,913 10,985 55,078 103,200 149,384 158,098 38,029 29,315
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 4,736)
1,288 5,854 1,584 1,907 -2,778 4,778 4,660 -43 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 23.4 5.9 29.4 55.1 79.7 84.4 20.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
37 27 13 21 24 66 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 104,469
COMMITMENTS
9,014 75,247 2,145 81,540 7,032 92,698 84,424 11,770 20,045
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 19,055)
-7,928 23,371 -205 28,217 -8,933 20,084 14,234 -1,028 4,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 72.0 2.1 78.1 6.7 88.7 80.8 11.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
11 34 4 13 8 27 43
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF MXN 500,000) OPEN INTEREST: 128,891
COMMITMENTS
81,362 12,126 790 36,300 111,761 118,452 124,677 10,439 4,214
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -14,055)
-4,481 -10,658 -574 -9,929 -3,745 -14,984 -14,977 929 922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.1 9.4 0.6 28.2 86.7 91.9 96.7 8.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
69 16 2 14 18 85 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 133,081
COMMITMENTS
56,401 19,958 6,570 37,885 85,265 100,856 111,793 32,225 21,288
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -3,083)
-9,319 -3,065 2,092 3,010 -45 -4,216 -1,018 1,133 -2,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 15.0 4.9 28.5 64.1 75.8 84.0 24.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
32 19 13 20 22 59 47
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 359,512
COMMITMENTS
46,830 204,400 13,353 252,784 101,485 312,967 319,238 46,545 40,274
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 31,050)
5,509 29,594 1,157 26,224 -1,944 32,890 28,807 -1,840 2,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 56.9 3.7 70.3 28.2 87.1 88.8 12.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
41 67 18 32 23 79 102
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 255,857
COMMITMENTS
122,677 30,202 26,500 46,247 154,692 195,425 211,394 60,433 44,464
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -16,493)
-20,255 6,459 438 7,536 -23,984 -12,281 -17,087 -4,212 594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.9 11.8 10.4 18.1 60.5 76.4 82.6 23.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
75 39 40 35 36 127 98
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZD 100,000) OPEN INTEREST: 24,381
COMMITMENTS
16,607 800 6 5,054 21,951 21,667 22,757 2,714 1,624
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -1,950)
-3,488 -56 0 1,624 -1,843 -1,864 -1,899 -86 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.1 3.3 0.0 20.7 90.0 88.9 93.3 11.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 2 1 10 13 26 16
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000) OPEN INTEREST: 51,587
COMMITMENTS
5,830 5,114 272 42,608 43,258 48,710 48,644 2,877 2,943
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -25,103)
-7,587 1,209 -137 -18,180 -26,520 -25,904 -25,448 801 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 9.9 0.5 82.6 83.9 94.4 94.3 5.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 2 15 11 19 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000) OPEN INTEREST: 19,421,628
COMMITMENTS
1373729 1104191 6002175 10867543 10815187 18243447 17921553 1178180 1500075
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 690,998)
174,099 123,416 500,840 100,434 132,274 775,373 756,530 -84,375 -65,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 5.7 30.9 56.0 55.7 93.9 92.3 6.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
86 77 134 179 184 325 341
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 815,025
COMMITMENTS
61,379 63,290 108,033 497,131 479,107 666,543 650,430 148,482 164,595
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -30,615)
-5,494 1,795 -23,907 954 -32 -28,446 -22,143 -2,169 -8,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 7.8 13.3 61.0 58.8 81.8 79.8 18.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
46 45 64 93 65 176 140
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,246,171
COMMITMENTS
443,438 674,059 104,113 1234592 1288692 1782143 2066864 464,027 179,307
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 104,425)
30,424 83,822 -27,199 138,925 58,865 142,150 115,487 -37,725 -11,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 30.0 4.6 55.0 57.4 79.3 92.0 20.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
86 113 73 88 101 217 244
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,563
COMMITMENTS
909 0 0 5,939 7,255 6,848 7,255 2,715 2,308
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 269)
-10 0 0 5 90 -5 90 274 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 0.0 62.1 75.9 71.6 75.9 28.4 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 12 10 14 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 94,044
COMMITMENTS
13,457 27,841 0 68,634 61,960 82,091 89,801 11,953 4,243
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 3,348)
-808 -572 0 3,441 4,227 2,633 3,655 715 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 29.6 0.0 73.0 65.9 87.3 95.5 12.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
17 14 0 40 35 57 49
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 64,355
COMMITMENTS
8,489 14,604 326 48,121 37,537 56,936 52,467 7,419 11,887
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 5,562)
2,041 -228 -73 3,844 5,121 5,812 4,820 -250 742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 22.7 0.5 74.8 58.3 88.5 81.5 11.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
13 21 7 27 28 44 52
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 479,030
COMMITMENTS
172,257 176,550 10,586 237,377 270,361 420,220 457,496 58,810 21,534
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 9,500)
23,483 -3,733 -6,539 -8,811 23,279 8,134 13,007 1,367 -3,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 36.9 2.2 49.6 56.4 87.7 95.5 12.3 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
97 66 24 48 56 158 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 105,510
COMMITMENTS
67,000 19,561 844 10,352 71,955 78,197 92,360 27,313 13,150
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -11,506)
-16,795 10,999 192 5,370 -22,833 -11,233 -11,642 -273 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.5 18.5 0.8 9.8 68.2 74.1 87.5 25.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
33 14 5 11 17 45 35
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 48,297
COMMITMENTS
2,779 8,550 0 40,166 34,192 42,945 42,742 5,352 5,555
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 2,529)
-42 17 0 2,162 1,268 2,120 1,285 409 1,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 17.7 0.0 83.2 70.8 88.9 88.5 11.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
4 19 0 21 22 25 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 582,681
COMMITMENTS
70,960 239,073 17,716 480,502 285,157 569,178 541,946 13,503 40,735
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 30,749)
5,457 -9,355 5,628 22,999 18,023 34,085 14,296 -3,336 16,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 41.0 3.0 82.5 48.9 97.7 93.0 2.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
42 110 40 56 79 133 195
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 58,013
COMMITMENTS
12,071 16,504 713 32,469 25,603 45,253 42,820 12,760 15,193
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 1,109)
330 -166 -230 13 -116 113 -512 996 1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 28.4 1.2 56.0 44.1 78.0 73.8 22.0 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
23 20 5 22 31 46 56
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X JPY 500) OPEN INTEREST: 58,467
COMMITMENTS
25,031 4,406 599 25,227 34,730 50,857 39,735 7,610 18,732
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -844)
-382 -347 -65 2,053 249 1,606 -163 -2,450 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 7.5 1.0 43.1 59.4 87.0 68.0 13.0 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
26 5 2 19 16 45 23
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,333
COMMITMENTS
4,688 811 270 13,752 17,636 18,710 18,717 623 616
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: -2,108)
-314 110 0 -864 -1,079 -1,178 -969 -930 -1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 4.2 1.4 71.1 91.2 96.8 96.8 3.2 3.2
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 05/22/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 100,000,000) OPEN INTEREST: 63,001
COMMITMENTS
2,162 18,736 6,407 24,702 26,141 33,271 51,284 29,730 11,717
CHANGES FROM 05/15/07 (CHANGE IN OPEN INTEREST: 600)
-806 28 1,018 -699 -774 -487 272 1,087 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 29.7 10.2 39.2 41.5 52.8 81.4 47.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 23 10 23 23 37 48
Updated May 25, 2007