MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,321
COMMITMENTS
2,764 1,684 4,953 19,938 16,526 27,655 23,163 5,666 10,158
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,246)
-100 -335 560 1,018 943 1,478 1,169 -232 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 5.1 14.9 59.8 49.6 83.0 69.5 17.0 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 6 9 25 22 40 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 179,403
COMMITMENTS
33,271 22,701 41,144 79,434 82,319 153,849 146,165 25,554 33,238
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,013)
3,994 -1,384 4,458 -6,991 -416 1,460 2,657 552 -645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 12.7 22.9 44.3 45.9 85.8 81.5 14.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
66 68 83 39 43 152 167
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 283,809
COMMITMENTS
66,267 22,141 75,534 114,976 118,824 256,777 216,499 27,032 67,310
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 7,458)
2,736 2,339 2,941 3,071 597 8,747 5,877 -1,289 1,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 7.8 26.6 40.5 41.9 90.5 76.3 9.5 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
99 66 106 91 148 257 282
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,212
COMMITMENTS
1,904 2,442 757 1,566 1,176 4,226 4,375 1,986 1,837
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -24)
-110 4 155 130 -441 175 -282 -199 258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 39.3 12.2 25.2 18.9 68.0 70.4 32.0 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 24 10 7 14 31 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,528
COMMITMENTS
7,814 7,554 4,513 13,095 6,191 25,421 18,258 7,106 14,270
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,955)
375 163 210 698 318 1,283 690 672 1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 23.2 13.9 40.3 19.0 78.2 56.1 21.8 43.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
35 39 28 45 39 98 94
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 160,904
COMMITMENTS
21,853 100,999 5,576 101,501 22,126 128,930 128,702 31,974 32,202
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -2,873)
1,423 -4,545 166 -5,044 2,033 -3,455 -2,346 581 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 62.8 3.5 63.1 13.8 80.1 80.0 19.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
20 46 7 22 21 45 71
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 85,561
COMMITMENTS
6,798 48,745 399 66,441 15,467 73,637 64,611 11,924 20,950
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 3,231)
-1,100 647 -142 5,807 -2,339 4,566 -1,834 -1,335 5,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 57.0 0.5 77.7 18.1 86.1 75.5 13.9 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 23 1 13 8 22 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 90,757
COMMITMENTS
49,620 23,120 708 36,195 64,018 86,523 87,846 4,234 2,911
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -3,072)
-2,960 -1,594 -6 -369 -1,361 -3,335 -2,961 263 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 25.5 0.8 39.9 70.5 95.3 96.8 4.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
32 23 2 19 14 52 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 155,935
COMMITMENTS
96,221 11,309 3,466 17,194 118,455 116,881 133,229 39,055 22,706
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 19,446)
27,367 1,262 966 -11,041 16,562 17,292 18,789 2,153 656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 7.3 2.2 11.0 76.0 75.0 85.4 25.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
35 10 9 12 21 51 36
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 318,157
COMMITMENTS
54,711 194,327 6,769 209,077 72,199 270,557 273,295 47,600 44,862
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 22,428)
1,088 16,604 505 24,098 3,083 25,691 20,192 -3,264 2,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 61.1 2.1 65.7 22.7 85.0 85.9 15.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
32 59 15 26 20 66 86
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 190,188
COMMITMENTS
65,998 14,401 16,324 38,176 114,993 120,498 145,718 69,691 44,470
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -15,120)
-26,021 -4,160 2,661 4,005 -23,101 -19,355 -24,600 4,235 9,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 7.6 8.6 20.1 60.5 63.4 76.6 36.6 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
60 28 38 35 29 112 78
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,988
COMMITMENTS
14,032 631 0 4,173 18,429 18,205 19,060 1,783 928
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -452)
-1,251 -34 0 873 -375 -378 -409 -74 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.2 3.2 0.0 20.9 92.2 91.1 95.4 8.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 2 0 10 9 27 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 56,548
COMMITMENTS
12,174 0 1,433 37,947 50,214 51,554 51,647 4,994 4,901
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,016)
-287 0 1,159 618 1,519 1,490 2,678 526 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 0.0 2.5 67.1 88.8 91.2 91.3 8.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 0 2 14 11 21 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,490,949
COMMITMENTS
367,068 695,784 3877202 9165238 8487873 13409508 13060859 1081441 1430090
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 234,419)
5,169 55,128 43,133 116,688 92,069 164,990 190,330 69,429 44,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 4.8 26.8 63.2 58.6 92.5 90.1 7.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
72 61 108 159 167 280 291
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 718,035
COMMITMENTS
64,284 49,779 51,469 443,599 485,782 559,352 587,030 158,683 131,004
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 7,132)
531 -5,024 -990 3,570 -897 3,111 -6,911 4,021 14,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 6.9 7.2 61.8 67.7 77.9 81.8 22.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
53 58 79 90 64 192 154
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,746,075
COMMITMENTS
368,768 229,107 117,506 913,811 1250345 1400085 1596958 345,990 149,117
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 69,640)
43,092 3,285 12,074 -11,338 51,830 43,828 67,189 25,812 2,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 13.1 6.7 52.3 71.6 80.2 91.5 19.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
81 87 81 78 69 211 185
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,772
COMMITMENTS
1,238 0 0 3,656 5,877 4,894 5,877 2,878 1,895
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 79)
-39 0 0 -2 143 -41 143 120 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 0.0 0.0 47.0 75.6 63.0 75.6 37.0 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 11 11 14 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 74,207
COMMITMENTS
11,450 33,461 524 49,503 36,701 61,477 70,686 12,730 3,521
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 829)
1,310 -1,524 -6 -2,759 2,266 -1,455 736 2,284 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 45.1 0.7 66.7 49.5 82.8 95.3 17.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
10 11 2 32 24 44 36
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 3,997
COMMITMENTS
1,398 1,495 901 1,556 1,209 3,855 3,605 142 391
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,032)
173 135 333 526 331 1,032 798 -1 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 37.4 22.6 38.9 30.2 96.5 90.2 3.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 4 8 8 17 15
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,919
COMMITMENTS
13,562 9,831 287 22,495 29,686 36,344 39,804 10,575 7,115
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,419)
6,071 -1,070 93 -1,040 1,115 5,124 138 -3,705 1,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 21.0 0.6 47.9 63.3 77.5 84.8 22.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
19 15 6 26 23 47 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 384,749
COMMITMENTS
143,630 111,500 9,951 196,091 233,401 349,672 354,852 35,077 29,897
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 41,904)
31,632 27,368 -765 9,503 45,271 40,370 71,874 1,533 -29,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 29.0 2.6 51.0 60.7 90.9 92.2 9.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
83 62 25 65 49 165 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 122,119
COMMITMENTS
73,505 6,789 76 17,509 103,901 91,089 110,766 31,030 11,352
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 5,362)
11,527 -5,343 -740 -9,345 9,488 1,442 3,405 3,919 1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 5.6 0.1 14.3 85.1 74.6 90.7 25.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
36 6 2 11 15 48 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,067
COMMITMENTS
1,585 5,203 0 22,151 15,567 23,736 20,770 5,330 8,297
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,103)
758 -159 0 628 964 1,386 805 717 1,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 17.9 0.0 76.2 53.6 81.7 71.5 18.3 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 12 0 24 20 26 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 372,680
COMMITMENTS
70,483 117,388 9,633 256,960 228,580 337,076 355,601 35,605 17,079
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 11,790)
3,522 -1,247 1,137 5,890 14,277 10,550 14,167 1,241 -2,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 31.5 2.6 68.9 61.3 90.4 95.4 9.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
54 95 56 51 74 148 182
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,417
COMMITMENTS
10,690 12,572 51 24,619 23,799 35,359 36,421 9,058 7,996
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 628)
-345 1,792 40 542 -1,300 237 532 391 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 28.3 0.1 55.4 53.6 79.6 82.0 20.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
25 17 3 16 23 43 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,203
COMMITMENTS
6,678 1,943 421 19,771 26,838 26,870 29,202 7,333 5,001
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -2,004)
132 -350 -121 -546 1,031 -535 560 -1,469 -2,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 5.7 1.2 57.8 78.5 78.6 85.4 21.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 6 1 17 13 31 19
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,556
COMMITMENTS
4,691 1,925 41 15,365 19,051 20,097 21,017 2,459 1,539
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 49)
-1,486 -885 -29 -362 211 -1,877 -703 1,926 752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 8.5 0.2 68.1 84.5 89.1 93.2 10.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 8 1 9 3 17 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 52,131
COMMITMENTS
7,989 12,706 2,205 24,716 28,270 34,910 43,181 17,221 8,950
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 9,844)
3,594 5,092 182 2,462 642 6,238 5,916 3,606 3,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 24.4 4.2 47.4 54.2 67.0 82.8 33.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 14 9 26 29 39 48
Updated January 19, 2007