MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,014
COMMITMENTS
7,629 1,425 589 17,318 20,341 25,536 22,355 6,478 9,659
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,672)
254 9 -6 711 421 959 424 713 1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 4.5 1.8 54.1 63.5 79.8 69.8 20.2 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 6 10 22 18 40 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 184,896
COMMITMENTS
37,947 24,136 42,638 79,317 91,141 159,902 157,915 24,994 26,981
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 2,706)
1,698 -1,672 2,139 -395 2,463 3,442 2,930 -736 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 13.1 23.1 42.9 49.3 86.5 85.4 13.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
81 63 82 32 41 170 147
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,523
COMMITMENTS
497 204 65 196 231 758 500 765 1,023
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -69)
-22 58 -41 -18 55 -81 72 12 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 13.4 4.3 12.9 15.2 49.8 32.8 50.2 67.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 2 2 3 14 9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 274,295
COMMITMENTS
73,556 35,235 52,691 120,867 125,660 247,114 213,586 27,181 60,709
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,036)
2,611 1,332 -1,104 -337 511 1,170 739 -134 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 12.8 19.2 44.1 45.8 90.1 77.9 9.9 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
93 75 95 87 154 251 272
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,929
COMMITMENTS
2,345 3,646 303 2,143 1,220 4,791 5,169 2,138 1,760
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -848)
-106 -223 -342 -267 -109 -715 -674 -133 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 52.6 4.4 30.9 17.6 69.1 74.6 30.9 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
22 26 6 16 18 39 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,924
COMMITMENTS
10,810 7,712 5,295 14,164 8,961 30,269 21,968 5,655 13,956
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 190)
-751 -994 479 823 1,236 551 721 -361 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 21.5 14.7 39.4 24.9 84.3 61.2 15.7 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
37 31 31 40 48 100 102
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 141,561
COMMITMENTS
17,005 82,431 2,375 91,971 28,388 111,351 113,194 30,210 28,367
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 839)
-2,925 5,806 191 3,029 -4,087 295 1,910 544 -1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 58.2 1.7 65.0 20.1 78.7 80.0 21.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
15 39 4 18 19 36 59
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 100,274
COMMITMENTS
5,525 61,078 253 81,011 22,726 86,789 84,057 13,485 16,217
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -7,714)
-1,168 -9,021 134 -10,253 4,785 -11,287 -4,102 3,573 -3,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 60.9 0.3 80.8 22.7 86.6 83.8 13.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 26 3 13 13 24 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 99,338
COMMITMENTS
46,411 28,793 126 48,139 67,091 94,676 96,010 4,662 3,328
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 8,077)
4,164 7,953 0 4,985 224 9,149 8,177 -1,072 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 29.0 0.1 48.5 67.5 95.3 96.6 4.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
29 23 1 16 16 45 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 147,702
COMMITMENTS
74,776 15,623 19 39,292 109,087 114,087 124,729 33,615 22,973
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -2,993)
8,194 -2,361 -485 -8,991 685 -1,282 -2,161 -1,711 -832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.6 10.6 0.0 26.6 73.9 77.2 84.4 22.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
36 14 1 14 20 50 35
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 332,216
COMMITMENTS
42,286 158,481 2,246 237,985 135,354 282,517 296,081 49,699 36,135
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -29,593)
-1,181 -52,491 664 -31,584 25,407 -32,101 -26,420 2,508 -3,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 47.7 0.7 71.6 40.7 85.0 89.1 15.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
37 53 12 24 20 68 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 202,370
COMMITMENTS
117,811 18,485 2,195 27,304 150,840 147,310 171,520 55,060 30,850
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 15,284)
12,440 -3,091 527 919 18,333 13,886 15,769 1,398 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.2 9.1 1.1 13.5 74.5 72.8 84.8 27.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
73 24 17 24 24 105 57
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 21,969
COMMITMENTS
16,240 372 0 3,363 20,441 19,603 20,813 2,366 1,156
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 2,750)
3,346 -49 0 -1,015 2,734 2,331 2,685 419 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.9 1.7 0.0 15.3 93.0 89.2 94.7 10.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 2 0 8 14 27 16
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,147
COMMITMENTS
11,387 6,389 0 50,871 55,222 62,258 61,611 4,889 5,536
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 17,653)
1,052 569 0 16,852 15,604 17,904 16,173 -251 1,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 9.5 0.0 75.8 82.2 92.7 91.8 7.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 13 14 17 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,488,748
COMMITMENTS
930,344 779,258 1161683 7447287 7249415 9539314 9190356 949,434 1298392
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 187,011)
34,005 -264,751 85,978 44,033 380,798 164,016 202,025 22,995 -15,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 7.4 11.1 71.0 69.1 90.9 87.6 9.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
66 54 86 143 167 246 275
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 643,020
COMMITMENTS
66,386 50,707 8,181 436,185 480,941 510,752 539,829 132,268 103,191
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 744)
-2,747 -2,186 1,267 1,251 -996 -229 -1,915 973 2,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 7.9 1.3 67.8 74.8 79.4 84.0 20.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
46 34 21 80 55 136 100
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,869,638
COMMITMENTS
421,264 411,111 29,606 1065108 1301024 1515978 1741741 353,660 127,897
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 86,538)
16,030 64,087 -2,857 43,853 18,536 57,026 79,766 29,512 6,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 22.0 1.6 57.0 69.6 81.1 93.2 18.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
77 77 30 78 74 168 168
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 8,208
COMMITMENTS
1,407 0 0 3,864 5,746 5,271 5,746 2,937 2,462
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -13)
-21 0 -3 -16 -2 -40 -5 27 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 0.0 0.0 47.1 70.0 64.2 70.0 35.8 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 11 10 14 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 79,334
COMMITMENTS
13,530 36,276 371 52,446 38,685 66,347 75,332 12,987 4,002
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 775)
26 75 0 771 646 797 721 -22 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 45.7 0.5 66.1 48.8 83.6 95.0 16.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
10 14 2 36 28 48 43
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,462
COMMITMENTS
14,897 5,404 18 25,664 39,247 40,579 44,669 9,883 5,793
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -1,259)
2,289 -4,839 0 -2,424 3,437 -135 -1,402 -1,124 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 10.7 0.0 50.9 77.8 80.4 88.5 19.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 10 3 24 27 43 39
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 366,428
COMMITMENTS
146,154 167,024 6,129 177,943 161,882 330,226 335,035 36,202 31,393
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 7,935)
30,809 9,811 1,493 -26,990 3,778 5,312 15,082 2,623 -7,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 45.6 1.7 48.6 44.2 90.1 91.4 9.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
91 72 16 56 44 154 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 123,639
COMMITMENTS
76,535 6,918 19 19,611 105,158 96,165 112,095 27,474 11,544
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 8,494)
6,539 1,790 -34 -1,165 6,999 5,340 8,755 3,154 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.9 5.6 0.0 15.9 85.1 77.8 90.7 22.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
37 9 1 10 15 47 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,713
COMMITMENTS
1,948 4,405 17 29,520 25,568 31,485 29,990 4,228 5,723
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,869)
16 58 -7 1,893 2,696 1,902 2,747 -33 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 12.3 0.0 82.7 71.6 88.2 84.0 11.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 11 1 24 24 27 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 398,922
COMMITMENTS
72,133 162,976 3,230 299,527 215,353 374,890 381,559 24,032 17,363
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 17,100)
1,649 25,964 1,227 20,437 -12,586 23,313 14,605 -6,213 2,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 40.9 0.8 75.1 54.0 94.0 95.6 6.0 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
42 83 9 52 69 101 154
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,338
COMMITMENTS
12,298 17,258 57 29,751 24,447 42,106 41,762 11,232 11,576
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 3,704)
1,109 931 -587 2,727 2,158 3,249 2,502 455 1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 32.4 0.1 55.8 45.8 78.9 78.3 21.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
23 20 3 19 20 44 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 44,654
COMMITMENTS
9,590 4,391 774 25,161 34,375 35,525 39,540 9,129 5,114
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 2,305)
842 222 122 2,676 -322 3,640 22 -1,335 2,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 9.8 1.7 56.3 77.0 79.6 88.5 20.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 9 2 18 16 35 27
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,175
COMMITMENTS
5,534 1,505 311 14,159 17,799 20,004 19,615 171 560
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -2,682)
342 -720 6 -1,585 -1,302 -1,237 -2,016 -1,445 -666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 7.5 1.5 70.2 88.2 99.2 97.2 0.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 6 2 7 4 16 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 56,480
COMMITMENTS
5,041 15,005 4,291 28,194 30,168 37,526 49,464 18,954 7,016
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 8,758)
184 1,672 1,820 3,941 2,869 5,945 6,361 2,813 2,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 26.6 7.6 49.9 53.4 66.4 87.6 33.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
10 20 12 29 28 48 54
Updated February 23, 2007