BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,504
COMMITMENTS
188 45 163 1,503 2,099 1,854 2,307 650 197
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -147)
-114 -49 -25 0 -59 -139 -133 -8 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 1.8 6.5 60.0 83.8 74.0 92.1 26.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 1 10 9 13 11
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,084
COMMITMENTS
2,071 2,245 6,107 24,425 18,124 32,602 26,475 5,482 11,609
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 49)
-28 159 47 75 62 94 268 -45 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 5.9 16.0 64.1 47.6 85.6 69.5 14.4 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
8 11 14 28 20 45 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 195,158
COMMITMENTS
32,434 14,204 46,743 93,064 95,981 172,242 156,929 22,917 38,229
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -4,103)
-1,005 478 -634 912 -1,645 -727 -1,801 -3,376 -2,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 7.3 24.0 47.7 49.2 88.3 80.4 11.7 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
72 57 85 43 47 174 149
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 244,972
COMMITMENTS
49,410 21,269 65,104 107,663 103,939 222,176 190,312 22,796 54,660
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 655)
-833 1,339 103 1,917 -20 1,188 1,421 -532 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 8.7 26.6 43.9 42.4 90.7 77.7 9.3 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
81 69 88 91 139 225 263
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,883
COMMITMENTS
2,182 2,489 991 1,885 1,506 5,059 4,986 1,824 1,896
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 219)
62 106 74 -63 28 74 208 145 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 36.2 14.4 27.4 21.9 73.5 72.4 26.5 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
19 22 11 15 23 40 50
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,397
COMMITMENTS
6,532 6,982 5,433 10,179 3,459 22,143 15,873 6,254 12,524
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 1,201)
133 -288 187 550 294 870 193 331 1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 24.6 19.1 35.8 12.2 78.0 55.9 22.0 44.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
27 37 25 37 28 82 78
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 131,379
COMMITMENTS
26,661 66,980 4,804 70,485 32,443 101,950 104,226 29,429 27,152
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -14,639)
3,108 -15,210 119 -11,790 868 -8,563 -14,223 -6,076 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 51.0 3.7 53.7 24.7 77.6 79.3 22.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
25 32 13 25 21 55 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 80,863
COMMITMENTS
22,203 35,812 510 37,455 30,074 60,168 66,395 20,695 14,467
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -4,786)
11,490 -13,742 150 -22,912 11,322 -11,272 -2,270 6,486 -2,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 44.3 0.6 46.3 37.2 74.4 82.1 25.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 18 1 10 18 27 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 73,524
COMMITMENTS
27,433 24,144 1,230 40,796 45,051 69,459 70,425 4,064 3,099
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -3,032)
-7,588 1,262 153 4,570 -4,333 -2,865 -2,918 -167 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 32.8 1.7 55.5 61.3 94.5 95.8 5.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
34 22 3 19 17 55 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 160,710
COMMITMENTS
101,053 19,261 3,338 17,831 113,404 122,221 136,003 38,489 24,707
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 16,052)
10,880 -1,550 1,507 684 10,579 13,072 10,536 2,980 5,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.9 12.0 2.1 11.1 70.6 76.1 84.6 23.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
42 15 7 13 24 58 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 299,794
COMMITMENTS
52,971 97,612 11,131 186,042 157,976 250,144 266,718 49,650 33,075
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -3,426)
5,221 -33,455 994 -17,957 30,181 -11,741 -2,280 8,315 -1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 32.6 3.7 62.1 52.7 83.4 89.0 16.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
44 43 23 27 29 81 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 257,426
COMMITMENTS
104,591 16,687 34,261 48,541 151,726 187,393 202,674 70,033 54,752
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 52,982)
20,856 -2,149 16,664 7,642 22,148 45,162 36,663 7,820 16,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 6.5 13.3 18.9 58.9 72.8 78.7 27.2 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
69 31 42 34 32 122 86
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,078
COMMITMENTS
13,682 759 0 2,259 16,527 15,941 17,286 2,137 792
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 424)
384 307 0 58 427 442 734 -18 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.7 4.2 0.0 12.5 91.4 88.2 95.6 11.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 3 0 7 12 25 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 18,063,716
COMMITMENTS
871,538 531,101 6055370 9987861 9946386 16914770 16532857 1148946 1530858
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 427,961)
169,438 87,719 -5,337 189,485 261,127 353,586 343,509 74,375 84,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 2.9 33.5 55.3 55.1 93.6 91.5 6.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
65 70 116 165 176 296 300
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 751,759
COMMITMENTS
69,889 42,269 59,099 451,549 502,554 580,537 603,922 171,221 147,837
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 13,794)
-6,337 -548 6,940 -3,937 5,786 -3,333 12,178 17,128 1,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 5.6 7.9 60.1 66.9 77.2 80.3 22.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
53 47 66 84 69 176 144
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,903,268
COMMITMENTS
454,542 333,430 113,709 933,357 1293953 1501608 1741093 401,660 162,175
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 31,737)
-1,441 -6,436 17,370 44,406 8,738 60,335 19,672 -28,599 12,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 17.5 6.0 49.0 68.0 78.9 91.5 21.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
96 70 77 83 84 215 195
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,339
COMMITMENTS
1,009 0 0 5,956 7,626 6,965 7,626 3,374 2,713
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -72)
17 0 0 -8 -247 9 -247 -81 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 0.0 0.0 57.6 73.8 67.4 73.8 32.6 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 15 11 17 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 81,740
COMMITMENTS
10,372 29,831 374 57,334 48,231 68,080 78,436 13,660 3,304
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -1,472)
-865 -229 5 464 -1,126 -396 -1,350 -1,076 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 36.5 0.5 70.1 59.0 83.3 96.0 16.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
9 7 3 30 31 41 40
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 72,502
COMMITMENTS
16,291 7,956 478 47,435 32,837 64,203 41,270 8,299 31,232
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -2,710)
-2,775 128 -136 -265 -442 -3,176 -450 466 -2,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 11.0 0.7 65.4 45.3 88.6 56.9 11.4 43.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 15 6 32 30 60 49
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 515,136
COMMITMENTS
168,852 163,624 14,150 186,499 313,916 369,501 491,691 145,635 23,446
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -30,926)
-3,269 599 -1,825 -17,880 -31,038 -22,974 -32,264 -7,952 1,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 31.8 2.7 36.2 60.9 71.7 95.4 28.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
83 57 25 67 59 166 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 124,776
COMMITMENTS
90,263 10,589 914 1,602 103,506 92,779 115,009 31,997 9,767
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 15,841)
15,027 2,756 840 -768 13,054 15,099 16,649 742 -809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.3 8.5 0.7 1.3 83.0 74.4 92.2 25.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
43 6 4 4 19 49 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,810
COMMITMENTS
3,761 3,627 0 32,872 25,006 36,633 28,633 5,177 13,177
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 1,509)
300 -13 0 731 939 1,031 926 478 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 8.7 0.0 78.6 59.8 87.6 68.5 12.4 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 11 0 26 23 30 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 408,211
COMMITMENTS
53,093 133,329 8,855 291,786 250,214 353,734 392,397 54,476 15,813
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -6,931)
-2,908 7,316 1,538 -4,940 -14,204 -6,310 -5,349 -621 -1,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 32.7 2.2 71.5 61.3 86.7 96.1 13.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
58 68 46 51 59 127 156
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,553
COMMITMENTS
8,634 17,556 833 26,599 22,140 36,065 40,528 12,488 8,025
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -1,652)
-1,546 -1,004 134 612 443 -800 -427 -852 -1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 36.2 1.7 54.8 45.6 74.3 83.5 25.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 23 7 19 26 41 54
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 41,763
COMMITMENTS
13,239 3,962 13 20,063 14,996 33,315 18,971 8,448 22,792
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -4,129)
-3,189 -440 0 -3,016 688 -6,205 248 2,076 -4,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 9.5 0.0 48.0 35.9 79.8 45.4 20.2 54.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 6 1 25 13 40 20
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,909
COMMITMENTS
7,323 1,575 186 14,042 19,403 21,551 21,164 358 745
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -63)
19 -773 0 -79 642 -60 -131 -3 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 7.2 0.8 64.1 88.6 98.4 96.6 1.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 2 8 5 14 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 53,091
COMMITMENTS
6,199 10,910 2,362 29,058 35,021 37,619 48,293 15,472 4,798
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -201)
508 -65 -406 74 -288 176 -759 -377 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 20.5 4.4 54.7 66.0 70.9 91.0 29.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 10 9 30 32 41 48
Updated December 1, 2006