BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,651
COMMITMENTS
302 94 188 1,503 2,158 1,993 2,440 658 211
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 76)
18 25 66 -110 -46 -26 45 102 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 3.5 7.1 56.7 81.4 75.2 92.0 24.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 2 1 10 9 14 11
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,832
COMMITMENTS
5,383 1,825 649 18,838 16,529 24,870 19,003 3,962 9,829
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 614)
196 41 104 570 981 870 1,126 -256 -512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 6.3 2.3 65.3 57.3 86.3 65.9 13.7 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 8 12 25 17 42 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 187,745
COMMITMENTS
33,681 16,634 40,409 88,076 92,460 162,166 149,503 25,579 38,242
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 814)
-3,665 943 -279 3,051 -701 -893 -37 1,707 851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 8.9 21.5 46.9 49.2 86.4 79.6 13.6 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
77 46 80 40 46 168 148
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,597
COMMITMENTS
50,841 28,775 46,709 101,092 94,854 198,642 170,338 20,955 49,259
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 5,793)
-1,234 710 2,771 4,602 2,240 6,139 5,721 -346 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 13.1 21.3 46.0 43.2 90.5 77.6 9.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
60 64 80 66 127 175 248
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,046
COMMITMENTS
2,264 2,446 507 1,788 1,297 4,559 4,250 1,487 1,796
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 113)
82 -23 174 -139 85 117 236 -4 -123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 40.5 8.4 29.6 21.5 75.4 70.3 24.6 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 21 6 12 20 34 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,204
COMMITMENTS
6,333 7,894 4,130 9,407 2,739 19,870 14,763 5,334 10,441
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -271)
-142 -1,346 542 -284 55 116 -749 -387 478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 31.3 16.4 37.3 10.9 78.8 58.6 21.2 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
21 38 24 30 21 71 72
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 138,113
COMMITMENTS
23,236 82,129 1,678 81,123 29,095 106,037 112,902 32,076 25,211
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 8,576)
-2,666 8,852 278 10,795 -3,331 8,407 5,799 169 2,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 59.5 1.2 58.7 21.1 76.8 81.7 23.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
20 35 6 25 15 48 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 84,320
COMMITMENTS
10,633 49,430 0 60,086 18,417 70,719 67,847 13,601 16,473
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -3,615)
750 -2,998 0 -4,378 -1,122 -3,628 -4,120 13 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 58.6 0.0 71.3 21.8 83.9 80.5 16.1 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 23 0 9 10 19 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 76,549
COMMITMENTS
35,021 22,882 1,077 36,225 49,384 72,323 73,343 4,226 3,206
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 2,394)
-10,798 11,223 15 15,088 -9,433 4,305 1,805 -1,911 589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 29.9 1.4 47.3 64.5 94.5 95.8 5.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
42 22 4 20 16 64 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 140,587
COMMITMENTS
90,136 21,047 530 16,559 102,108 107,225 123,685 33,362 16,902
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 3,987)
7,454 617 129 -4,545 2,703 3,038 3,449 949 538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.1 15.0 0.4 11.8 72.6 76.3 88.0 23.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
34 14 2 15 24 49 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 258,327
COMMITMENTS
50,648 131,069 1,916 168,766 93,687 221,330 226,672 36,997 31,655
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 24,754)
2,542 27,951 12 24,194 -5,204 26,748 22,759 -1,994 1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 50.7 0.7 65.3 36.3 85.7 87.7 14.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
38 41 6 28 20 68 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 178,692
COMMITMENTS
84,717 19,411 3,160 35,293 125,408 123,170 147,979 55,522 30,713
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 8,083)
2,805 -2,026 -87 4,668 10,517 7,386 8,404 697 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 10.9 1.8 19.8 70.2 68.9 82.8 31.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
60 23 13 26 27 90 59
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 17,654
COMMITMENTS
13,298 452 0 2,201 16,100 15,499 16,552 2,155 1,102
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 2,140)
2,551 0 0 -744 2,107 1,807 2,107 333 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.3 2.6 0.0 12.5 91.2 87.8 93.8 12.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 2 0 6 12 21 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,327,323
COMMITMENTS
936,582 549,466 1287984 7152448 7165399 9377014 9002849 950,309 1324474
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -82,111)
-97,822 -55,248 -34,049 70,835 526 -61,036 -88,771 -21,075 6,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 5.3 12.5 69.3 69.4 90.8 87.2 9.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
61 52 89 146 158 253 263
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 650,665
COMMITMENTS
70,956 43,176 4,287 436,786 478,591 512,029 526,054 138,636 124,611
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 16,979)
-405 9,267 -92 13,252 5,079 12,755 14,254 4,224 2,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 6.6 0.7 67.1 73.6 78.7 80.8 21.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
45 36 17 77 59 131 103
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,785,579
COMMITMENTS
453,399 341,088 38,100 872,212 1268172 1363711 1647360 421,868 138,219
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 47,413)
-4,253 -15,384 5,140 60,351 44,872 61,238 34,628 -13,825 12,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 19.1 2.1 48.8 71.0 76.4 92.3 23.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
86 64 34 79 71 182 152
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,411
COMMITMENTS
992 0 0 5,964 7,873 6,956 7,873 3,455 2,538
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 1,106)
31 0 0 434 1,181 465 1,181 641 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 0.0 0.0 57.3 75.6 66.8 75.6 33.2 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 14 11 16 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 83,212
COMMITMENTS
11,237 30,060 369 56,870 49,357 68,476 79,786 14,736 3,426
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 4,375)
391 -472 0 2,163 3,597 2,554 3,125 1,821 1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 36.1 0.4 68.3 59.3 82.3 95.9 17.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 7 2 32 31 45 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 73,414
COMMITMENTS
18,806 7,931 8 47,513 33,080 66,327 41,019 7,087 32,395
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 6,230)
4,542 78 5 2,105 1,548 6,652 1,631 -422 4,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 10.8 0.0 64.7 45.1 90.3 55.9 9.7 44.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 14 2 28 29 54 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 542,633
COMMITMENTS
172,063 162,229 14,577 202,638 344,250 389,278 521,056 153,355 21,577
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 50,230)
15,400 -675 -2,790 9,551 55,090 22,161 51,625 28,069 -1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 29.9 2.7 37.3 63.4 71.7 96.0 28.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
85 58 14 63 56 155 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 108,253
COMMITMENTS
75,236 7,775 0 2,370 90,452 77,606 98,227 30,647 10,026
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 3,024)
3,617 1,106 0 -720 871 2,897 1,977 127 1,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.5 7.2 0.0 2.2 83.6 71.7 90.7 28.3 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
39 2 0 6 18 45 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,282
COMMITMENTS
3,461 3,639 0 32,140 24,067 35,601 27,706 4,681 12,576
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 2,707)
-11 -25 -2 1,945 2,980 1,932 2,953 775 -246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 9.0 0.0 79.8 59.7 88.4 68.8 11.6 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 11 0 25 23 29 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 405,985
COMMITMENTS
56,558 126,064 1,500 294,384 263,252 352,442 390,816 53,543 15,169
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -8,864)
1,807 -21,144 36 -11,999 11,745 -10,156 -9,363 1,292 499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 31.1 0.4 72.5 64.8 86.8 96.3 13.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
34 65 10 46 56 86 126
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 49,494
COMMITMENTS
10,855 18,556 13 25,286 21,686 36,154 40,255 13,340 9,239
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 2,003)
-240 2,200 -149 1,031 -1,276 642 775 1,361 1,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 37.5 0.0 51.1 43.8 73.0 81.3 27.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 23 2 16 23 38 47
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 45,892
COMMITMENTS
16,428 4,402 13 23,079 14,308 39,520 18,723 6,372 27,169
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -393)
-288 65 4 2,391 -919 2,107 -850 -2,500 457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 9.6 0.0 50.3 31.2 86.1 40.8 13.9 59.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
21 6 1 26 12 47 19
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,972
COMMITMENTS
7,304 2,348 186 14,121 18,761 21,611 21,295 361 677
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -1,325)
-27 -904 145 -990 84 -872 -675 -453 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 10.7 0.8 64.3 85.4 98.4 96.9 1.6 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 2 8 5 14 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 11/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 53,292
COMMITMENTS
5,691 10,975 2,768 28,984 35,309 37,443 49,052 15,849 4,240
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -5,194)
-175 -357 301 -1,264 -97 -1,138 -153 -4,056 -5,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 20.6 5.2 54.4 66.3 70.3 92.0 29.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 10 7 29 31 38 45
Updated November 27, 2006