MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,075
COMMITMENTS
2,864 2,019 4,393 18,920 15,583 26,177 21,995 5,899 10,080
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -5,074)
4 133 -1,521 -3,895 -2,984 -5,412 -4,373 338 -701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 6.3 13.7 59.0 48.6 81.6 68.6 18.4 31.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 6 9 23 21 38 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 177,390
COMMITMENTS
29,277 24,085 36,686 86,425 82,736 152,389 143,507 25,002 33,883
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -3,479)
659 3,851 -4,294 58 -2,819 -3,577 -3,263 98 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 13.6 20.7 48.7 46.6 85.9 80.9 14.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
65 69 77 36 41 143 164
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 276,351
COMMITMENTS
63,532 19,802 72,593 111,905 118,228 248,030 210,622 28,321 65,729
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 9,327)
2,022 1,229 -1,161 4,485 4,491 5,346 4,559 3,982 4,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 7.2 26.3 40.5 42.8 89.8 76.2 10.2 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
91 64 97 95 151 244 274
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,237
COMMITMENTS
2,014 2,438 602 1,436 1,617 4,052 4,657 2,185 1,579
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 199)
217 -445 165 -185 402 198 122 2 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 39.1 9.6 23.0 25.9 65.0 74.7 35.0 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 22 9 8 14 38 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,573
COMMITMENTS
7,439 7,391 4,303 12,397 5,873 24,139 17,568 6,434 13,005
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 111)
304 294 -463 96 -39 -62 -207 174 319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 24.2 14.1 40.5 19.2 79.0 57.5 21.0 42.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
34 29 26 45 39 97 84
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 163,777
COMMITMENTS
20,430 105,544 5,410 106,545 20,094 132,385 131,048 31,392 32,729
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 5,974)
-3,975 7,693 247 8,919 -2,026 5,191 5,913 783 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 64.4 3.3 65.1 12.3 80.8 80.0 19.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
19 39 6 23 19 44 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 82,330
COMMITMENTS
7,897 48,098 541 60,633 17,806 69,072 66,445 13,259 15,885
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 15,526)
-3,258 13,954 -432 21,937 -1,288 18,246 12,234 -2,720 3,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 58.4 0.7 73.6 21.6 83.9 80.7 16.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 22 3 14 8 27 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 93,829
COMMITMENTS
52,580 24,714 714 36,564 65,379 89,858 90,807 3,971 3,022
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -22,067)
-30,670 9,337 214 8,887 -33,166 -21,569 -23,615 -498 1,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.0 26.3 0.8 39.0 69.7 95.8 96.8 4.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
36 22 3 21 15 58 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 136,490
COMMITMENTS
68,853 10,047 2,500 28,235 101,893 99,589 114,440 36,901 22,050
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -6,098)
-9,711 -2,730 -1,417 4,834 -5,143 -6,294 -9,291 196 3,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.4 7.4 1.8 20.7 74.7 73.0 83.8 27.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
29 10 8 18 16 51 30
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 295,729
COMMITMENTS
53,623 177,723 6,264 184,979 69,116 244,865 253,103 50,864 42,626
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 5,422)
-917 4,059 83 47 -913 -787 3,229 6,209 2,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 60.1 2.1 62.6 23.4 82.8 85.6 17.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
27 61 16 26 20 64 86
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 205,308
COMMITMENTS
92,019 18,562 13,663 34,171 138,093 139,853 170,318 65,455 34,990
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -16,674)
-4,927 -1,436 -6,931 -826 -6,098 -12,684 -14,465 -3,990 -2,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 9.0 6.7 16.6 67.3 68.1 83.0 31.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
63 29 37 36 30 114 81
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 20,440
COMMITMENTS
15,283 665 0 3,300 18,804 18,583 19,469 1,857 971
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -2,415)
-3,771 -37 0 1,406 -2,307 -2,365 -2,344 -50 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.8 3.3 0.0 16.1 92.0 90.9 95.2 9.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 2 0 9 9 26 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 54,532
COMMITMENTS
12,461 0 274 37,329 48,695 50,064 48,969 4,468 5,563
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 1,567)
2,342 -825 -354 867 1,531 2,855 352 -1,288 1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 0.0 0.5 68.5 89.3 91.8 89.8 8.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 0 1 13 11 19 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,256,530
COMMITMENTS
361,899 640,656 3834069 9048550 8395804 13244518 12870530 1012012 1386000
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -19,950)
-128,950 4,045 -25,126 121,378 -15,712 -32,697 -36,792 12,747 16,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.5 26.9 63.5 58.9 92.9 90.3 7.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
68 66 116 163 171 292 301
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 710,903
COMMITMENTS
63,753 54,803 52,458 440,029 486,680 556,240 593,941 154,662 116,961
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 11,540)
1,017 3,250 3,624 5,772 9,229 10,414 16,103 1,126 -4,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 7.7 7.4 61.9 68.5 78.2 83.5 21.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
48 60 77 87 65 187 153
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,676,435
COMMITMENTS
325,676 225,821 105,433 925,148 1198515 1356257 1529769 320,178 146,666
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 74,630)
14,691 8,264 9,418 64,001 46,399 88,110 64,081 -13,480 10,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 13.5 6.3 55.2 71.5 80.9 91.3 19.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
77 83 71 80 62 201 172
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,693
COMMITMENTS
1,277 0 0 3,658 5,734 4,935 5,734 2,758 1,959
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 215)
-12 0 0 279 365 267 365 -52 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 0.0 0.0 47.5 74.5 64.1 74.5 35.9 25.5
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 73,378
COMMITMENTS
10,140 34,985 530 52,262 34,435 62,932 69,950 10,446 3,428
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 1,349)
-180 -317 0 2,758 1,287 2,578 970 -1,229 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 47.7 0.7 71.2 46.9 85.8 95.3 14.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 12 2 32 25 41 38
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 2,965
COMMITMENTS
1,225 1,360 569 1,029 878 2,823 2,807 142 158
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 45.9 19.2 34.7 29.6 95.2 94.7 4.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 6 3 4 7 12 13
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 45,500
COMMITMENTS
7,491 10,902 194 23,536 28,571 31,220 39,667 14,280 5,834
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 1,075)
1,071 1,013 100 36 466 1,208 1,579 -133 -503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 24.0 0.4 51.7 62.8 68.6 87.2 31.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
15 18 6 26 22 43 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 342,845
COMMITMENTS
111,998 84,131 10,716 186,588 188,130 309,301 282,977 33,544 59,868
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -20,084)
-6,166 -29,575 1,787 -17,817 20,805 -22,197 -6,983 2,113 -13,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 24.5 3.1 54.4 54.9 90.2 82.5 9.8 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
80 54 23 56 45 150 108
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 116,757
COMMITMENTS
61,978 12,132 815 26,854 94,414 89,647 107,361 27,110 9,396
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -15,982)
-35,432 3,488 777 21,796 -21,250 -12,860 -16,986 -3,122 1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.1 10.4 0.7 23.0 80.9 76.8 92.0 23.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
35 9 3 13 13 50 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 26,964
COMMITMENTS
827 5,362 0 21,523 14,603 22,350 19,965 4,614 6,999
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 2,694)
489 1,650 0 1,502 1,321 1,991 2,971 703 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 19.9 0.0 79.8 54.2 82.9 74.0 17.1 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 12 0 23 21 25 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 360,890
COMMITMENTS
66,961 118,635 8,496 251,070 214,303 326,526 341,434 34,364 19,456
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 5,207)
85 -4,499 399 -315 5,541 169 1,441 5,038 3,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 32.9 2.4 69.6 59.4 90.5 94.6 9.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
48 95 50 46 72 131 180
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,789
COMMITMENTS
11,035 10,780 11 24,077 25,099 35,122 35,889 8,667 7,900
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -911)
-123 -477 0 -782 -292 -905 -769 -6 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 24.6 0.0 55.0 57.3 80.2 82.0 19.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
25 15 3 16 23 43 39
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,207
COMMITMENTS
6,546 2,293 542 20,317 25,807 27,405 28,642 8,802 7,565
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 925)
674 1,122 276 401 1,645 1,351 3,043 -426 -2,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 6.3 1.5 56.1 71.3 75.7 79.1 24.3 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 6 1 18 14 33 21
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,507
COMMITMENTS
6,177 2,810 70 15,727 18,840 21,974 21,720 533 787
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 423)
-405 463 29 745 129 369 621 54 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 12.5 0.3 69.9 83.7 97.6 96.5 2.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 9 2 9 3 15 14
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 42,287
COMMITMENTS
4,395 7,614 2,023 22,254 27,628 28,672 37,265 13,615 5,022
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 1,789)
-43 62 -15 421 622 363 669 1,426 1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 18.0 4.8 52.6 65.3 67.8 88.1 32.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 12 8 25 30 35 46
Updated January 12, 2007