MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,814
COMMITMENTS
6,093 2,381 574 17,416 16,752 24,083 19,707 3,731 8,107
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 1,249)
578 109 -79 631 843 1,130 873 119 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 8.6 2.1 62.6 60.2 86.6 70.9 13.4 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 8 10 27 20 43 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 174,882
COMMITMENTS
30,386 14,482 36,097 85,278 92,231 151,761 142,810 23,121 32,072
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -8,162)
-2,090 113 -3,994 -2,979 -758 -9,063 -4,639 901 -3,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 8.3 20.6 48.8 52.7 86.8 81.7 13.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
57 53 70 36 44 139 144
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 223,026
COMMITMENTS
56,250 28,248 43,911 101,415 98,881 201,576 171,040 21,450 51,986
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 1,284)
1,371 -1,800 217 576 2,825 2,164 1,242 -880 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 12.7 19.7 45.5 44.3 90.4 76.7 9.6 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
69 66 73 70 134 182 245
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,707
COMMITMENTS
2,088 3,134 408 2,095 1,333 4,591 4,875 2,116 1,832
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -758)
-298 143 -487 11 -113 -774 -457 16 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 46.7 6.1 31.2 19.9 68.5 72.7 31.5 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 25 8 16 17 37 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,287
COMMITMENTS
6,803 7,838 4,105 11,517 4,808 22,425 16,751 5,862 11,536
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -733)
222 171 -24 -436 -309 -238 -162 -495 -571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 27.7 14.5 40.7 17.0 79.3 59.2 20.7 40.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
22 36 25 38 36 82 81
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 183,332
COMMITMENTS
27,186 84,578 2,347 118,141 64,063 147,674 150,988 35,658 32,344
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 17,616)
1,013 6,397 -3,576 13,092 11,731 10,529 14,552 7,087 3,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 46.1 1.3 64.4 34.9 80.6 82.4 19.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 26 3 28 23 48 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 54,652
COMMITMENTS
18,315 29,153 0 16,662 16,678 34,977 45,831 19,675 8,821
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -38,188)
-6,666 -5,600 -476 -28,308 -31,662 -35,450 -37,738 -2,738 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 53.3 0.0 30.5 30.5 64.0 83.9 36.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
18 12 0 11 7 29 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 80,814
COMMITMENTS
69,778 9,775 0 6,452 45,242 76,230 55,017 4,584 25,797
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -28,036)
13,950 1,583 -1,472 -41,308 -51,074 -28,830 -50,963 794 22,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.3 12.1 0.0 8.0 56.0 94.3 68.1 5.7 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
53 12 0 11 13 64 25
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 149,800
COMMITMENTS
98,434 12,836 342 18,196 121,133 116,972 134,311 32,828 15,489
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -31,780)
-5,327 -11,756 -2,709 -20,646 -15,842 -28,682 -30,307 -3,098 -1,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.7 8.6 0.2 12.1 80.9 78.1 89.7 21.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
39 15 1 10 19 50 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 239,042
COMMITMENTS
48,950 141,469 1,058 151,142 63,344 201,150 205,871 37,892 33,171
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -37,877)
-1,672 35,287 -1,918 -26,849 -75,291 -30,439 -41,922 -7,438 4,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 59.2 0.4 63.2 26.5 84.1 86.1 15.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
30 43 6 26 15 62 58
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 194,079
COMMITMENTS
110,993 19,023 1,521 19,007 144,006 131,521 164,550 62,558 29,529
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -36,166)
-1,195 3,518 -4,368 -27,466 -31,711 -33,029 -32,561 -3,137 -3,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.2 9.8 0.8 9.8 74.2 67.8 84.8 32.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
68 22 12 23 22 95 53
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 22,440
COMMITMENTS
19,129 1,240 0 1,690 20,658 20,819 21,898 1,621 542
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 175)
1,697 375 0 -944 331 753 706 -578 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.2 5.5 0.0 7.5 92.1 92.8 97.6 7.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
21 3 0 6 12 27 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,323,724
COMMITMENTS
558,661 505,860 1186337 6627021 6380311 8372019 8072508 951,705 1251216
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -1,518,874)
-547,607 -132,338 -216,063 -637,959 -1128423 -1401629 -1476824 -117,245 -42,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 5.4 12.7 71.1 68.4 89.8 86.6 10.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
58 45 86 131 150 235 246
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 628,482
COMMITMENTS
66,491 53,352 7,040 416,272 462,996 489,803 523,388 138,679 105,094
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -146,455)
-4,992 13,694 -24,734 -79,478 -79,342 -109,204 -90,382 -37,251 -56,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 8.5 1.1 66.2 73.7 77.9 83.3 22.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
45 33 19 74 54 131 96
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,504,936
COMMITMENTS
348,753 237,951 27,904 843,901 1113251 1220558 1379106 284,378 125,830
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -856,794)
-162,720 -170,175 -52,470 -394,150 -527,434 -609,340 -750,079 -247,454 -106,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 15.8 1.9 56.1 74.0 81.1 91.6 18.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
77 63 25 73 65 160 143
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 69,964
COMMITMENTS
11,996 33,656 374 47,374 33,169 59,744 67,199 10,220 2,765
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -31,860)
383 2,032 -2,071 -27,192 -26,216 -28,880 -26,255 -2,980 -5,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 48.1 0.5 67.7 47.4 85.4 96.0 14.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
10 10 2 30 27 42 38
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,558
COMMITMENTS
10,204 11,180 21 25,211 28,768 35,436 39,969 11,122 6,589
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -39,703)
-3,377 6,185 -5,369 -33,163 -12,787 -41,909 -11,971 2,206 -27,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 24.0 0.0 54.1 61.8 76.1 85.8 23.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
16 13 3 25 21 43 36
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 311,209
COMMITMENTS
139,859 83,656 7,663 133,624 181,566 281,146 272,885 30,063 38,324
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -296,426)
-19,161 -85,925 -26,513 -101,404 -179,721 -147,078 -292,159 -149,348 -4,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 26.9 2.5 42.9 58.3 90.3 87.7 9.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
72 45 11 55 43 132 94
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 129,934
COMMITMENTS
95,543 6,643 138 3,877 117,463 99,558 124,244 30,376 5,690
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -40,968)
3,518 -4,468 -4,445 -36,875 -28,018 -37,802 -36,931 -3,166 -4,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.5 5.1 0.1 3.0 90.4 76.6 95.6 23.4 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
38 4 1 4 16 42 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 23,324
COMMITMENTS
318 3,653 0 19,002 12,209 19,320 15,862 4,004 7,462
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -23,914)
-4,337 -46 -854 -17,428 -16,710 -22,619 -17,610 -1,295 -6,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 15.7 0.0 81.5 52.3 82.8 68.0 17.2 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
1 10 0 21 19 22 29
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 342,709
COMMITMENTS
63,454 118,921 2,154 246,078 207,914 311,686 328,989 31,023 13,720
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -123,204)
8,316 -16,460 -4,437 -92,465 -85,519 -88,586 -106,416 -34,618 -16,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 34.7 0.6 71.8 60.7 90.9 96.0 9.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
33 61 9 46 64 85 128
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,978
COMMITMENTS
10,052 10,242 0 22,949 23,560 33,001 33,802 8,977 8,176
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 2,700)
1,094 -426 0 835 2,415 1,929 1,989 771 711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 24.4 0.0 54.7 56.1 78.6 80.5 21.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 18 0 15 22 32 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 33,381
COMMITMENTS
7,164 1,898 364 20,540 23,742 28,068 26,004 5,313 7,377
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 5,431)
363 1,573 144 4,372 2,318 4,879 4,035 552 1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 5.7 1.1 61.5 71.1 84.1 77.9 15.9 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
17 5 2 18 10 36 16
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,208
COMMITMENTS
6,440 1,655 41 14,279 18,660 20,760 20,356 448 852
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -699)
-434 -91 0 -5 -390 -439 -481 -260 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 7.8 0.2 67.3 88.0 97.9 96.0 2.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 5 1 9 4 14 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 12/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,041
COMMITMENTS
4,258 6,401 2,095 21,255 25,459 27,608 33,955 11,433 5,086
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -17,090)
-1,603 -4,222 -1,246 -12,973 -12,215 -15,822 -17,683 -1,268 593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 16.4 5.4 54.4 65.2 70.7 87.0 29.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 10 7 23 26 32 40
Updated December 22, 2006