MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 36,300
COMMITMENTS
2,519 2,524 6,024 22,896 17,921 31,440 26,469 4,861 9,831
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 1,212)
459 -11 18 561 753 1,038 759 174 453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 7.0 16.6 63.1 49.4 86.6 72.9 13.4 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 8 13 30 23 47 39
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 180,391
COMMITMENTS
30,468 13,375 39,138 86,850 94,304 156,456 146,816 23,936 33,575
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -13,630)
-1,427 1,597 -7,845 -5,155 -3,408 -14,426 -9,655 796 -3,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 7.4 21.7 48.1 52.3 86.7 81.4 13.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
58 53 75 41 45 146 148
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 240,088
COMMITMENTS
57,398 21,938 54,830 104,637 105,711 216,865 182,479 23,223 57,609
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 1,172)
1,150 -2,086 311 744 2,986 2,205 1,212 -1,033 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 9.1 22.8 43.6 44.0 90.3 76.0 9.7 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
85 61 79 91 145 216 259
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 7,455
COMMITMENTS
1,845 3,058 973 2,309 1,525 5,127 5,555 2,328 1,900
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -696)
-434 55 -327 53 -121 -708 -393 11 -303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 41.0 13.1 31.0 20.5 68.8 74.5 31.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
21 24 11 16 18 39 52
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 30,640
COMMITMENTS
6,903 7,119 5,513 11,750 5,242 24,166 17,873 6,474 12,767
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -711)
211 45 76 -468 -241 -181 -120 -531 -591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 23.2 18.0 38.4 17.1 78.9 58.3 21.1 41.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
31 32 27 45 39 94 86
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 190,281
COMMITMENTS
27,232 84,581 5,447 119,414 65,856 152,093 155,884 38,188 34,397
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 18,085)
887 6,400 -3,284 13,276 11,873 10,878 14,989 7,207 3,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 44.5 2.9 62.8 34.6 79.9 81.9 20.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 28 9 28 26 49 60
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 56,391
COMMITMENTS
18,258 29,181 707 17,041 17,044 36,006 46,931 20,385 9,459
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -37,878)
-6,660 -5,551 -456 -28,156 -31,553 -35,272 -37,559 -2,606 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 51.7 1.3 30.2 30.2 63.9 83.2 36.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 15 2 11 9 30 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 80,817
COMMITMENTS
69,778 9,775 0 6,452 45,242 76,230 55,017 4,587 25,800
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 TRADER
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
OPTION AND FUTURES COMBINED 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: 154,538
COMMITMENTS
97,945 12,159 3,148 19,220 122,063 120,313 137,370 34,225 17,168
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -31,714)
-5,334 -11,784 -2,702 -20,379 -15,544 -28,416 -30,030 -3,299 -1,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.4 7.9 2.0 12.4 79.0 77.9 88.9 22.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
42 13 9 12 19 57 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 247,347
COMMITMENTS
48,738 141,455 5,061 153,152 66,358 206,951 212,874 40,396 34,473
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -50,516)
-873 35,212 -2,540 -38,831 -86,910 -42,244 -54,238 -8,272 3,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 57.2 2.0 61.9 26.8 83.7 86.1 16.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
32 44 17 27 18 67 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 226,593
COMMITMENTS
110,878 18,283 20,049 27,380 151,938 158,307 190,270 68,287 36,323
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -38,196)
-1,191 3,479 -2,885 -28,466 -31,537 -32,543 -30,943 -5,653 -7,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 8.1 8.8 12.1 67.1 69.9 84.0 30.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
69 30 38 28 27 116 76
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 13,890,009
COMMITMENTS
503,615 494,936 3776319 8544327 8265625 12824261 12536880 1065748 1353129
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -4,847,341)
-363,021 -56,088 -2669426 -1665226 -2037193 -4697673 -4762707 -149,668 -84,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.6 27.2 61.5 59.5 92.3 90.3 7.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
63 58 109 153 163 276 280
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 696,045
COMMITMENTS
67,936 50,418 42,590 433,244 476,456 543,770 569,465 152,275 126,581
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -194,291)
-9,593 11,172 -53,969 -88,229 -92,100 -151,791 -134,897 -42,500 -59,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.2 6.1 62.2 68.5 78.1 81.8 21.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
46 52 66 82 63 175 136
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 1,565,014
COMMITMENTS
348,730 234,035 72,844 854,658 1124641 1276232 1431520 288,782 133,494
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -927,136)
-157,673 -164,046 -107,471 -410,038 -543,084 -675,182 -814,602 -251,954 -112,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 15.0 4.7 54.6 71.9 81.5 91.5 18.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
77 80 68 75 68 195 173
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 46,889
COMMITMENTS
10,205 11,163 146 25,246 28,795 35,597 40,104 11,291 6,784
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -39,989)
-3,431 6,194 -5,455 -33,269 -12,924 -42,155 -12,184 2,166 -27,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 23.8 0.3 53.8 61.4 75.9 85.5 24.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
17 15 4 26 22 45 39
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 313,833
COMMITMENTS
139,184 82,999 10,195 134,219 181,970 283,597 275,165 30,236 38,669
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -299,188)
-19,595 -87,190 -26,977 -102,888 -180,592 -149,460 -294,760 -149,728 -4,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 26.4 3.2 42.8 58.0 90.4 87.7 9.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
72 45 17 55 44 133 100
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 130,356
COMMITMENTS
95,543 6,669 170 3,877 117,463 99,590 124,302 30,766 6,054
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -40,973)
3,518 -4,469 -4,443 -36,875 -28,018 -37,800 -36,930 -3,173 -4,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.3 5.1 0.1 3.0 90.1 76.4 95.4 23.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
38 4 2 4 16 43 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED 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: 23,330
COMMITMENTS
318 3,654 0 19,003 12,209 19,321 15,863 4,009 7,468
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -23,928)
-4,337 -46 -854 -17,428 -16,710 -22,619 -17,610 -1,308 -6,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 46)
1 11 0 21 19 22 30
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 348,845
COMMITMENTS
62,651 117,775 7,031 247,491 209,399 317,173 334,204 31,672 14,641
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: -128,574)
8,222 -17,321 -8,083 -93,469 -86,175 -93,330 -111,578 -35,244 -16,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 33.8 2.0 70.9 60.0 90.9 95.8 9.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
43 86 48 46 66 126 163
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 41,991
COMMITMENTS
10,060 10,242 1 22,953 23,572 33,014 33,815 8,977 8,176
CHANGES FROM 12/12/06 (CHANGE IN OPEN INTEREST: 2,690)
1,088 -426 0 833 2,409 1,921 1,983 770 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 24.4 0.0 54.7 56.1 78.6 80.5 21.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
22 18 2 16 23 38 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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