MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,149
COMMITMENTS
2,860 1,886 5,914 22,814 18,567 31,589 26,367 5,560 10,782
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 518)
191 -96 -67 -11 523 113 360 405 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 5.1 15.9 61.4 50.0 85.0 71.0 15.0 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 6 13 29 23 46 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 180,870
COMMITMENTS
28,618 20,235 40,981 86,367 85,555 155,966 146,771 24,903 34,099
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 200)
-733 5,296 129 -267 -6,785 -871 -1,360 1,071 1,560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 11.2 22.7 47.8 47.3 86.2 81.1 13.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
58 59 79 40 42 145 159
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 267,023
COMMITMENTS
61,510 18,572 73,754 107,421 113,737 242,684 206,063 24,339 60,961
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 20,685)
2,897 -4,032 13,583 2,779 8,439 19,259 17,989 1,426 2,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 7.0 27.6 40.2 42.6 90.9 77.2 9.1 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
93 59 90 87 145 226 264
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,037
COMMITMENTS
1,797 2,884 436 1,621 1,215 3,854 4,535 2,183 1,502
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -1,199)
-61 -238 -356 -381 -231 -799 -825 -400 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 47.8 7.2 26.9 20.1 63.8 75.1 36.2 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 23 8 9 13 32 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,462
COMMITMENTS
7,135 7,097 4,766 12,301 5,912 24,201 17,775 6,261 12,687
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 662)
131 10 467 336 565 934 1,041 -273 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 23.3 15.6 40.4 19.4 79.4 58.4 20.6 41.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
35 29 32 45 38 99 89
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 157,803
COMMITMENTS
24,404 97,851 5,164 97,626 22,120 127,194 125,135 30,609 32,669
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 12,664)
2,394 10,077 369 6,761 535 9,524 10,980 3,140 1,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 62.0 3.3 61.9 14.0 80.6 79.3 19.4 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 35 8 23 20 43 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 66,805
COMMITMENTS
11,156 34,144 973 38,696 19,093 50,826 54,211 15,979 12,594
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 7,931)
-6,431 4,173 267 15,768 3,065 9,605 7,505 -1,674 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 51.1 1.5 57.9 28.6 76.1 81.1 23.9 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 18 4 13 11 29 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 115,896
COMMITMENTS
83,250 15,377 500 27,677 98,545 111,427 114,422 4,469 1,474
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 20,371)
20,494 7,402 -36 -710 13,324 19,748 20,690 623 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.8 13.3 0.4 23.9 85.0 96.1 98.7 3.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
56 15 1 14 18 71 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 142,587
COMMITMENTS
78,564 12,778 3,917 23,401 107,036 105,883 123,731 36,705 18,857
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -2,695)
-7,164 1,392 564 1,651 -8,865 -4,949 -6,909 2,255 4,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.1 9.0 2.7 16.4 75.1 74.3 86.8 25.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
31 16 11 15 20 53 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 290,307
COMMITMENTS
54,540 173,664 6,181 184,932 70,029 245,653 249,874 44,654 40,433
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 18,624)
-739 12,955 183 17,566 1,653 17,010 14,790 1,614 3,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 59.8 2.1 63.7 24.1 84.6 86.1 15.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
33 58 17 26 21 66 89
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 221,982
COMMITMENTS
96,946 19,998 20,594 34,997 144,192 152,536 184,783 69,446 37,199
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 5,797)
-3,253 -798 1,768 5,192 -1,430 3,707 -460 2,090 6,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 9.0 9.3 15.8 65.0 68.7 83.2 31.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
68 33 41 33 27 120 82
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 22,855
COMMITMENTS
19,054 702 0 1,894 21,111 20,948 21,813 1,907 1,042
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 894)
704 -59 0 109 543 813 484 81 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.4 3.1 0.0 8.3 92.4 91.7 95.4 8.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
20 2 0 7 12 27 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 52,965
COMMITMENTS
10,119 825 628 36,462 47,164 47,209 48,617 5,756 4,348
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 1.6 1.2 68.8 89.0 89.1 91.8 10.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 1 12 11 17 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,276,480
COMMITMENTS
490,849 636,610 3859195 8927171 8411516 13277215 12907322 999,264 1369158
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 263,510)
-14,013 148,885 38,033 284,844 72,917 308,863 259,835 -45,353 3,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 4.5 27.0 62.5 58.9 93.0 90.4 7.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
64 62 108 156 165 277 287
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 699,363
COMMITMENTS
62,736 51,553 48,834 434,257 477,451 545,827 577,838 153,536 121,524
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 5,597)
-1,150 194 3,370 48 1,976 2,268 5,539 3,329 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 7.4 7.0 62.1 68.3 78.0 82.6 22.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
44 58 72 85 62 180 143
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,601,806
COMMITMENTS
310,986 217,558 96,015 861,147 1152117 1268147 1465689 333,658 136,117
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 37,259)
12,131 4,161 13,167 -13,465 4,794 11,833 22,122 25,425 15,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 13.6 6.0 53.8 71.9 79.2 91.5 20.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
83 77 70 76 69 199 176
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,478
COMMITMENTS
1,289 0 0 3,379 5,369 4,668 5,369 2,810 2,109
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 0.0 0.0 45.2 71.8 62.4 71.8 37.6 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 10 9 13 9
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 72,029
COMMITMENTS
10,320 35,302 530 49,504 33,148 60,354 68,980 11,675 3,049
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -10)
-2,434 -95 156 1,648 -872 -630 -811 620 801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 49.0 0.7 68.7 46.0 83.8 95.8 16.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 9 2 33 28 43 38
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,425
COMMITMENTS
6,420 9,889 93 23,499 28,106 30,012 38,088 14,413 6,337
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -789)
-1,256 -1,267 -33 -373 -90 -1,663 -1,390 873 601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 22.3 0.2 52.9 63.3 67.6 85.7 32.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
14 15 3 26 21 42 37
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 362,929
COMMITMENTS
118,164 113,706 8,929 204,405 167,326 331,498 289,961 31,431 72,968
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 39,127)
2,729 14,322 433 36,524 -978 39,685 13,777 -559 25,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 31.3 2.5 56.3 46.1 91.3 79.9 8.7 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
71 61 20 59 44 141 114
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 132,739
COMMITMENTS
97,410 8,644 38 5,058 115,664 102,506 124,347 30,233 8,393
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 3,545)
5,359 1,602 6 -2,382 142 2,983 1,750 562 1,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.4 6.5 0.0 3.8 87.1 77.2 93.7 22.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
44 8 1 6 14 51 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 24,270
COMMITMENTS
338 3,712 0 20,021 13,282 20,359 16,994 3,911 7,276
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 184)
18 76 0 -64 52 -46 128 230 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.4 15.3 0.0 82.5 54.7 83.9 70.0 16.1 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
1 11 0 22 21 23 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 355,683
COMMITMENTS
66,876 123,133 8,096 251,385 208,762 326,357 339,992 29,326 15,691
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 21)
-1,823 4,910 1,132 1,516 -5,859 824 183 -804 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 34.6 2.3 70.7 58.7 91.8 95.6 8.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
40 99 46 47 70 126 176
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,700
COMMITMENTS
11,158 11,257 11 24,859 25,391 36,027 36,658 8,673 8,042
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 2,824)
1,139 384 10 1,176 894 2,325 1,288 499 1,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 25.2 0.0 55.6 56.8 80.6 82.0 19.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
23 18 3 17 24 42 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,282
COMMITMENTS
5,872 1,171 266 19,916 24,162 26,054 25,599 9,228 9,683
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 2,869)
-1,792 -454 -141 -635 439 -2,568 -156 5,437 3,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 3.3 0.8 56.4 68.5 73.8 72.6 26.2 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 4 1 19 11 33 15
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,084
COMMITMENTS
6,582 2,347 41 14,982 18,711 21,605 21,099 479 985
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 126)
2 501 0 15 -209 17 292 109 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 10.6 0.2 67.8 84.7 97.8 95.5 2.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 1 9 3 15 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 40,498
COMMITMENTS
4,438 7,552 2,038 21,833 27,006 28,309 36,596 12,189 3,902
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 403)
175 461 -55 -426 423 -306 829 709 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 18.6 5.0 53.9 66.7 69.9 90.4 30.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 11 8 24 28 34 44
Updated January 8, 2007