BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 38,035
COMMITMENTS
2,099 2,086 6,060 24,350 18,062 32,508 26,208 5,527 11,828
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 1,009)
-323 44 497 994 929 1,168 1,470 -159 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 5.5 15.9 64.0 47.5 85.5 68.9 14.5 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
9 9 14 28 20 45 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 199,261
COMMITMENTS
33,439 13,726 47,377 92,152 97,626 172,968 158,730 26,292 40,531
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 1,231)
-3,615 876 -38 3,054 -441 -599 397 1,830 834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 6.9 23.8 46.2 49.0 86.8 79.7 13.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
81 49 86 44 48 177 154
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 244,317
COMMITMENTS
50,242 19,930 65,001 105,745 103,959 220,989 188,890 23,328 55,427
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 5,015)
-762 559 2,205 3,895 2,001 5,338 4,764 -322 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 8.2 26.6 43.3 42.6 90.5 77.3 9.5 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
85 62 85 89 137 223 261
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 6,663
COMMITMENTS
2,120 2,384 917 1,948 1,478 4,985 4,779 1,679 1,885
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 152)
39 -67 243 -143 98 139 274 13 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 35.8 13.8 29.2 22.2 74.8 71.7 25.2 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 22 10 13 22 37 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 27,196
COMMITMENTS
6,398 7,270 5,245 9,629 3,165 21,273 15,680 5,923 11,516
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -1,712)
-167 -1,260 -472 -405 19 -1,043 -1,712 -669 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 26.7 19.3 35.4 11.6 78.2 57.7 21.8 42.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
27 36 27 36 25 83 77
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 146,017
COMMITMENTS
23,553 82,190 4,685 82,275 31,574 110,512 118,449 35,505 27,568
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 9,948)
-2,426 8,824 1,064 10,825 -2,963 9,464 6,925 485 3,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 56.3 3.2 56.3 21.6 75.7 81.1 24.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
23 34 11 26 18 51 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 85,649
COMMITMENTS
10,713 49,554 360 60,367 18,752 71,440 68,665 14,209 16,984
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -3,566)
693 -2,965 16 -4,371 -1,134 -3,662 -4,083 97 517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 57.9 0.4 70.5 21.9 83.4 80.2 16.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 25 2 10 10 20 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 76,555
COMMITMENTS
35,021 22,882 1,077 36,226 49,384 72,324 73,343 4,231 3,212
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 2,395)
-10,798 11,223 15 15,088 -9,433 4,305 1,805 -1,910 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED 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: 144,658
COMMITMENTS
90,173 20,810 1,830 17,146 102,826 109,150 125,466 35,508 19,191
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 4,354)
7,469 440 468 -4,539 2,883 3,398 3,791 956 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.3 14.4 1.3 11.9 71.1 75.5 86.7 24.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
36 13 6 15 24 52 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 303,220
COMMITMENTS
47,751 131,067 10,136 203,998 127,795 261,885 268,998 41,335 34,222
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 25,924)
2,753 28,005 336 24,930 -4,879 28,019 23,462 -2,095 2,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 43.2 3.3 67.3 42.1 86.4 88.7 13.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
39 46 20 28 25 74 84
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 204,445
COMMITMENTS
83,735 18,836 17,597 40,899 129,578 142,231 166,011 62,214 38,433
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 8,797)
2,587 -2,289 1,017 5,054 11,062 8,658 9,790 140 -992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 9.2 8.6 20.0 63.4 69.6 81.2 30.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
67 29 40 32 30 115 83
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 17,635,755
COMMITMENTS
702,101 443,383 6060707 9798376 9685259 16561184 16189348 1074571 1446406
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -165,541)
-105,736 -12,696 -122,378 98,190 -24,197 -129,924 -159,272 -35,616 -6,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 2.5 34.4 55.6 54.9 93.9 91.8 6.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
65 71 117 161 171 292 298
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 737,964
COMMITMENTS
76,226 42,816 52,159 455,486 496,768 583,871 591,744 154,094 146,220
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -16,987)
-1,243 8,584 -19,761 2,997 2,088 -18,007 -9,089 1,020 -7,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 5.8 7.1 61.7 67.3 79.1 80.2 20.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
49 49 64 82 68 171 141
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 1,871,531
COMMITMENTS
455,982 339,867 96,339 888,951 1285215 1441273 1721421 430,258 150,110
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -1,076)
-2,295 -12,107 -33,020 47,991 33,861 12,676 -11,266 -13,751 10,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 18.2 5.1 47.5 68.7 77.0 92.0 23.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
86 72 68 81 74 202 179
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 75,212
COMMITMENTS
19,066 7,828 614 47,700 33,279 67,379 41,720 7,833 33,492
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 4,699)
4,278 98 -570 1,916 1,454 5,625 982 -926 3,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 10.4 0.8 63.4 44.2 89.6 55.5 10.4 44.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
26 15 5 28 29 55 48
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 546,062
COMMITMENTS
172,121 163,026 15,975 204,379 344,953 392,475 523,954 153,587 22,108
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 45,946)
16,201 1,701 -7,478 9,148 53,428 17,871 47,651 28,075 -1,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 29.9 2.9 37.4 63.2 71.9 96.0 28.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
85 58 19 63 57 159 124
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 108,935
COMMITMENTS
75,236 7,833 74 2,370 90,452 77,680 98,359 31,255 10,576
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 3,015)
3,617 1,112 4 -720 871 2,901 1,987 114 1,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 7.2 0.1 2.2 83.0 71.3 90.3 28.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
39 2 1 6 18 46 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED 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: 40,301
COMMITMENTS
3,461 3,640 0 32,141 24,067 35,602 27,707 4,699 12,594
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 2,706)
-11 -25 -2 1,945 2,980 1,932 2,953 774 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 9.0 0.0 79.8 59.7 88.3 68.7 11.7 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 12 0 25 23 29 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 415,142
COMMITMENTS
56,001 126,012 7,316 296,727 264,417 360,044 397,746 55,098 17,395
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: -9,685)
1,574 -21,453 -557 -12,784 11,564 -11,767 -10,446 2,083 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 30.4 1.8 71.5 63.7 86.7 95.8 13.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
41 77 33 47 56 112 143
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 50,205
COMMITMENTS
10,179 18,560 699 25,986 21,697 36,865 40,956 13,340 9,250
CHANGES FROM 11/14/06 (CHANGE IN OPEN INTEREST: 2,004)
-372 2,203 -16 1,031 -1,275 643 912 1,361 1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 37.0 1.4 51.8 43.2 73.4 81.6 26.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
21 24 8 16 24 39 54
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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