MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,161
COMMITMENTS
6,241 1,565 311 15,987 16,597 22,539 18,473 4,622 8,688
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,261)
588 56 5 439 895 1,032 956 229 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 5.8 1.1 58.9 61.1 83.0 68.0 17.0 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 6 7 21 19 38 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 170,825
COMMITMENTS
32,328 24,834 35,817 77,442 80,048 145,587 140,699 25,238 30,126
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -2,131)
-1,377 851 -1,264 -211 -116 -2,852 -529 721 -1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 14.5 21.0 45.3 46.9 85.2 82.4 14.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
68 71 86 35 42 155 164
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,867
COMMITMENTS
64,581 30,378 57,153 112,231 113,257 233,965 200,788 23,902 57,079
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -3,636)
-59 -556 -3,355 919 3,644 -2,495 -267 -1,141 -3,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 11.8 22.2 43.5 43.9 90.7 77.9 9.3 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
77 73 92 66 140 213 266
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,623
COMMITMENTS
2,558 3,612 439 1,753 901 4,750 4,952 1,873 1,671
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 702)
561 1,178 -159 244 -203 646 816 56 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 54.5 6.6 26.5 13.6 71.7 74.8 28.3 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
26 25 6 11 11 38 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,903
COMMITMENTS
8,652 8,853 2,886 13,295 6,099 24,833 17,838 6,070 13,065
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,519)
930 529 234 614 445 1,778 1,208 -259 311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 28.6 9.3 43.0 19.7 80.4 57.7 19.6 42.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
28 46 23 40 39 86 95
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 152,395
COMMITMENTS
22,471 100,328 2,108 98,006 20,880 122,585 123,316 29,810 29,079
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -43)
441 -669 47 -1,993 853 -1,505 231 1,462 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 65.8 1.4 64.3 13.7 80.4 80.9 19.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
22 42 2 21 19 44 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 83,065
COMMITMENTS
5,290 49,371 36 67,899 15,298 73,225 64,705 9,840 18,360
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -738)
-1,186 647 0 1,941 529 755 1,176 -1,493 -1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 59.4 0.0 81.7 18.4 88.2 77.9 11.8 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 27 1 12 7 20 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 90,420
COMMITMENTS
45,335 27,230 507 39,490 57,303 85,332 85,040 5,088 5,380
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -331)
-4,285 4,110 -201 3,295 -6,715 -1,191 -2,806 860 2,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 30.1 0.6 43.7 63.4 94.4 94.0 5.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
30 23 2 19 13 50 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 163,961
COMMITMENTS
109,941 15,213 0 15,408 127,877 125,349 143,090 38,612 20,871
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 13,270)
13,277 2,867 -275 -713 10,871 12,289 13,463 981 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.1 9.3 0.0 9.4 78.0 76.5 87.3 23.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
36 12 0 9 20 45 32
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 344,998
COMMITMENTS
52,200 217,060 1,786 246,414 85,624 300,400 304,470 44,598 40,528
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 36,258)
-3,831 22,883 -202 40,265 15,802 36,232 38,483 26 -2,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 62.9 0.5 71.4 24.8 87.1 88.3 12.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
31 64 4 27 17 62 81
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 169,518
COMMITMENTS
77,516 16,506 1,793 34,954 115,543 114,263 133,842 55,255 35,676
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 4,924)
10,034 2,566 -240 3,633 7,038 13,427 9,364 -8,503 -4,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.7 9.7 1.1 20.6 68.2 67.4 79.0 32.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
63 23 13 30 27 98 58
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,687
COMMITMENTS
11,450 1,255 0 4,745 16,429 16,195 17,684 2,492 1,003
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -1,301)
-2,582 624 0 572 -2,000 -2,010 -1,376 709 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.3 6.7 0.0 25.4 87.9 86.7 94.6 13.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 4 0 11 9 27 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,726,962
COMMITMENTS
617,232 821,613 1086026 7072694 6476440 8775952 8384079 951,010 1342883
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 29,545)
98,707 122,499 -42,620 11,698 -54,586 67,785 25,293 -38,240 4,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 8.4 11.2 72.7 66.6 90.2 86.2 9.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
58 58 86 135 155 237 266
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 636,740
COMMITMENTS
65,312 48,389 3,415 431,116 475,535 499,843 527,339 136,897 109,401
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -2,018)
2,332 -3,572 -2,789 6,564 5,426 6,107 -935 -8,125 -1,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 7.6 0.5 67.7 74.7 78.5 82.8 21.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
41 34 17 81 53 130 96
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,664,762
COMMITMENTS
356,626 282,212 27,755 941,573 1224841 1325954 1534808 338,808 129,954
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 17,187)
-16,965 49,614 -10,571 46,562 -14,065 19,026 24,978 -1,839 -7,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 17.0 1.7 56.6 73.6 79.6 92.2 20.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
75 59 24 72 65 160 135
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,873
COMMITMENTS
1,027 0 3 3,861 5,612 4,891 5,615 2,982 2,258
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 101)
-211 0 3 205 -265 -3 -262 104 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 0.0 0.0 49.0 71.3 62.1 71.3 37.9 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 11 10 13 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 73,366
COMMITMENTS
10,801 33,306 498 49,947 35,878 61,246 69,682 12,120 3,684
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -841)
-649 -155 -26 444 -823 -231 -1,004 -610 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 45.4 0.7 68.1 48.9 83.5 95.0 16.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 14 2 31 25 43 40
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 3,485
COMMITMENTS
1,483 2,445 0 1,992 1,030 3,475 3,475 10 10
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 905)
73 995 0 827 200 900 1,195 5 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 70.2 0.0 57.2 29.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 0 9 6 13 11
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,927
COMMITMENTS
13,517 11,258 16 26,047 32,992 39,580 44,266 10,347 5,661
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 3,620)
-39 1,332 3 3,673 3,421 3,637 4,756 -17 -1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 22.5 0.0 52.2 66.1 79.3 88.7 20.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 14 3 24 23 44 39
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 385,115
COMMITMENTS
145,827 113,980 6,896 194,506 232,801 347,229 353,677 37,886 31,438
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 7,310)
1,507 2,818 2,020 720 187 4,247 5,025 3,063 2,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 29.6 1.8 50.5 60.4 90.2 91.8 9.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
87 55 11 56 49 149 109
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 127,566
COMMITMENTS
86,840 9,592 0 11,257 108,961 98,097 118,553 29,469 9,013
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 5,921)
13,335 2,843 -32 -6,241 5,065 7,062 7,876 -1,141 -1,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.1 7.5 0.0 8.8 85.4 76.9 92.9 23.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
40 11 0 10 14 50 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,655
COMMITMENTS
1,582 5,519 24 25,265 18,172 26,871 23,715 4,784 7,940
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 2,594)
-3 317 24 3,115 2,605 3,136 2,946 -542 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 17.4 0.1 79.8 57.4 84.9 74.9 15.1 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 13 2 26 21 30 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 368,905
COMMITMENTS
66,470 123,217 1,162 267,100 225,496 334,732 349,875 34,173 19,030
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 4,642)
-4,754 4,322 -1,546 11,682 -1,558 5,382 1,218 -740 3,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 33.4 0.3 72.4 61.1 90.7 94.8 9.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
38 70 7 50 67 91 141
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,442
COMMITMENTS
10,931 14,399 130 24,903 22,609 35,964 37,138 9,478 8,304
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,037)
249 1,827 80 288 -1,178 617 729 420 308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 31.7 0.3 54.8 49.8 79.1 81.7 20.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
21 18 1 13 19 35 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,585
COMMITMENTS
6,952 2,162 630 19,929 28,757 27,511 31,549 8,074 4,036
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,382)
274 219 209 158 1,919 641 2,347 741 -965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 6.1 1.8 56.0 80.8 77.3 88.7 22.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 5 2 16 16 32 22
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,182
COMMITMENTS
5,109 1,849 41 14,517 17,342 19,667 19,232 515 950
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -2,374)
418 -76 0 -848 -1,709 -430 -1,785 -1,944 -589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 9.2 0.2 71.9 85.9 97.4 95.3 2.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 9 1 8 4 15 14
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 46,783
COMMITMENTS
4,421 11,752 2,056 24,075 27,558 30,552 41,366 16,231 5,417
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -5,348)
-3,568 -954 -149 -641 -712 -4,358 -1,815 -990 -3,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 25.1 4.4 51.5 58.9 65.3 88.4 34.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 14 7 25 27 37 45
Updated January 26, 2007