BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,575
COMMITMENTS
284 69 122 1,613 2,204 2,019 2,395 556 180
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 47)
-8 4 10 -13 59 -11 73 58 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 2.7 4.7 62.6 85.6 78.4 93.0 21.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 12 11 15 13
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,026
COMMITMENTS
2,422 2,042 5,563 23,356 17,133 31,340 24,737 5,686 12,289
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 2,594)
193 61 980 1,497 747 2,670 1,788 -75 807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 5.5 15.0 63.1 46.3 84.6 66.8 15.4 33.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 9 14 29 20 46 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 198,030
COMMITMENTS
37,054 12,850 47,416 89,098 98,067 173,567 158,333 24,463 39,697
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -4,250)
-6,282 -489 -2,508 3,614 895 -5,176 -2,103 926 -2,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 6.5 23.9 45.0 49.5 87.6 80.0 12.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
81 54 87 42 48 181 153
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 239,301
COMMITMENTS
51,005 19,371 62,797 101,850 101,958 215,651 184,126 23,650 55,175
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 16,279)
-883 306 9,272 4,200 4,049 12,590 13,628 3,689 2,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 8.1 26.2 42.6 42.6 90.1 76.9 9.9 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
93 65 89 94 131 234 260
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,512
COMMITMENTS
2,081 2,451 674 2,091 1,379 4,846 4,504 1,666 2,007
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -177)
51 -41 -62 17 -8 6 -111 -183 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 37.6 10.4 32.1 21.2 74.4 69.2 25.6 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
17 18 9 19 23 40 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,908
COMMITMENTS
6,565 8,530 5,717 10,034 3,146 22,316 17,393 6,592 11,515
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -477)
1,101 879 -1,791 242 225 -448 -686 -29 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 29.5 19.8 34.7 10.9 77.2 60.2 22.8 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
29 38 28 44 27 88 82
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 136,069
COMMITMENTS
25,978 73,366 3,621 71,450 34,537 101,049 111,524 35,020 24,545
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 27,112)
691 27,473 907 21,745 -2,972 23,343 25,408 3,769 1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 53.9 2.7 52.5 25.4 74.3 82.0 25.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
20 39 10 27 17 53 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 89,215
COMMITMENTS
10,020 52,519 344 64,738 19,885 75,102 72,748 14,113 16,467
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -15,256)
-4,415 -17,637 -47 -12,758 6,184 -17,220 -11,499 1,965 -3,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 58.9 0.4 72.6 22.3 84.2 81.5 15.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 26 1 9 12 19 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 74,160
COMMITMENTS
45,819 11,659 1,062 21,138 58,817 68,019 71,538 6,141 2,622
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -16,145)
-21,806 2,094 889 4,422 -19,087 -16,495 -16,104 351 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.8 15.7 1.4 28.5 79.3 91.7 96.5 8.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
52 16 3 17 18 70 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 140,304
COMMITMENTS
82,704 20,371 1,362 21,685 99,943 105,751 121,675 34,552 18,628
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -15,025)
-21,482 485 348 4,680 -13,666 -16,455 -12,834 1,431 -2,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 14.5 1.0 15.5 71.2 75.4 86.7 24.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
36 13 4 17 23 54 39
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 277,296
COMMITMENTS
44,997 103,062 9,801 179,068 132,673 233,866 245,536 43,430 31,760
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 4,917)
-655 -9,303 189 3,490 14,019 3,023 4,905 1,894 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 37.2 3.5 64.6 47.8 84.3 88.5 15.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
38 48 19 27 27 73 86
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 195,647
COMMITMENTS
81,147 21,125 16,580 35,845 118,516 133,573 156,222 62,074 39,425
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -4,070)
-15,460 -5,909 1,619 6,472 -4,187 -7,369 -8,477 3,299 4,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 10.8 8.5 18.3 60.6 68.3 79.8 31.7 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
62 29 37 31 31 106 84
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 15,514
COMMITMENTS
10,747 452 0 2,945 13,993 13,692 14,445 1,822 1,069
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -3,402)
-3,624 0 0 583 -3,484 -3,041 -3,484 -361 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.3 2.9 0.0 19.0 90.2 88.3 93.1 11.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 2 0 7 10 20 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 17,801,295
COMMITMENTS
807,837 456,079 6183085 9700186 9709456 16691108 16348620 1110187 1452675
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -73,596)
-665 3,587 -200,772 127,924 152,200 -73,513 -44,985 -83 -28,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.6 34.7 54.5 54.5 93.8 91.8 6.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
73 64 120 165 179 301 308
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 754,951
COMMITMENTS
77,469 34,233 71,920 452,489 494,680 601,878 600,833 153,074 154,119
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 8,273)
-1,695 1,884 1,480 6,616 21,009 6,401 24,372 1,872 -16,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 4.5 9.5 59.9 65.5 79.7 79.6 20.3 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
59 52 77 88 70 191 155
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,872,607
COMMITMENTS
458,277 351,974 129,359 840,961 1251354 1428597 1732687 444,010 139,920
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 53,972)
38,821 21,060 6,292 8,519 31,897 53,632 59,249 340 -5,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 18.8 6.9 44.9 66.8 76.3 92.5 23.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
93 82 86 83 73 225 192
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,305
COMMITMENTS
961 0 0 5,530 6,692 6,491 6,692 2,814 2,613
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -67)
130 0 0 217 -102 347 -102 -414 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 0.0 0.0 59.4 71.9 69.8 71.9 30.2 28.1
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,837
COMMITMENTS
10,846 30,532 369 54,707 45,760 65,922 76,661 12,915 2,176
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 5,411)
1,494 -2,249 0 1,760 8,234 3,254 5,985 2,157 -574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 38.7 0.5 69.4 58.0 83.6 97.2 16.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 8 2 30 30 45 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 70,514
COMMITMENTS
14,787 7,729 1,184 45,784 31,825 61,755 40,738 8,759 29,775
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 3,035)
1,827 104 449 853 -267 3,129 286 -94 2,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 11.0 1.7 64.9 45.1 87.6 57.8 12.4 42.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
24 13 4 29 29 54 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 500,116
COMMITMENTS
155,919 161,324 23,453 195,231 291,525 374,604 476,303 125,512 23,813
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 20,925)
12,598 670 -2,348 633 23,204 10,883 21,526 10,042 -602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 32.3 4.7 39.0 58.3 74.9 95.2 25.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
81 60 23 61 56 155 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 105,920
COMMITMENTS
71,619 6,721 70 3,090 89,581 74,779 96,372 31,141 9,548
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -18,355)
-22,395 -1,789 4 2,258 -16,012 -20,133 -17,797 1,778 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.6 6.3 0.1 2.9 84.6 70.6 91.0 29.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
38 2 1 6 18 45 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,596
COMMITMENTS
3,472 3,665 2 30,196 21,087 33,670 24,754 3,925 12,842
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -313)
424 161 2 37 -275 463 -112 -776 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 9.7 0.0 80.3 56.1 89.6 65.8 10.4 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 13 1 25 22 30 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 424,826
COMMITMENTS
54,427 147,465 7,874 309,511 252,853 371,811 408,192 53,015 16,634
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 9,774)
3,957 2,401 1,289 7,624 5,198 12,870 8,888 -3,096 886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 34.7 1.9 72.9 59.5 87.5 96.1 12.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
49 91 44 47 61 130 163
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,201
COMMITMENTS
10,551 16,356 716 24,955 22,972 36,222 40,044 11,979 8,157
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 1,583)
-30 2,314 160 838 -2,098 968 376 615 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 33.9 1.5 51.8 47.7 75.1 83.1 24.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 22 7 18 28 43 55
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 46,285
COMMITMENTS
16,716 4,337 9 20,688 15,227 37,413 19,573 8,872 26,712
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 2,753)
184 169 8 1,147 1,271 1,339 1,448 1,414 1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 9.4 0.0 44.7 32.9 80.8 42.3 19.2 57.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 6 1 23 13 44 20
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 23,297
COMMITMENTS
7,331 3,252 41 15,111 18,677 22,483 21,970 814 1,327
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -678)
830 -84 0 514 1,157 1,344 1,073 -2,022 -1,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 14.0 0.2 64.9 80.2 96.5 94.3 3.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 1 11 6 16 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 58,486
COMMITMENTS
5,866 11,332 2,467 30,248 35,406 38,581 49,205 19,905 9,281
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 326)
-582 1,425 -748 2,070 3,692 740 4,369 -414 -4,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 19.4 4.2 51.7 60.5 66.0 84.1 34.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 11 7 29 32 37 47
Updated November 17, 2006