MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,591
COMMITMENTS
3,026 1,942 5,514 20,967 17,522 29,508 24,978 6,084 10,613
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 2,270)
262 258 561 1,030 995 1,853 1,814 417 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 5.5 15.5 58.9 49.2 82.9 70.2 17.1 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 6 9 24 22 42 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 177,069
COMMITMENTS
32,086 23,400 39,788 78,956 82,401 150,831 145,589 26,238 31,480
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -2,334)
-1,184 699 -1,356 -478 81 -3,018 -575 684 -1,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 13.2 22.5 44.6 46.5 85.2 82.2 14.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
71 68 90 42 43 165 166
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 278,693
COMMITMENTS
65,793 22,068 71,779 115,481 121,783 253,054 215,630 25,640 63,063
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -5,115)
-474 -73 -3,754 505 2,959 -3,723 -868 -1,392 -4,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 7.9 25.8 41.4 43.7 90.8 77.4 9.2 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
99 68 105 87 149 252 282
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,989
COMMITMENTS
2,418 3,623 661 1,848 968 4,927 5,252 2,062 1,736
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 776)
514 1,181 -97 282 -208 700 877 76 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 51.8 9.5 26.4 13.9 70.5 75.2 29.5 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
23 28 10 11 14 39 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,669
COMMITMENTS
8,739 8,069 4,627 13,654 6,710 27,019 19,406 6,650 14,263
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,141)
925 515 114 559 519 1,598 1,148 -457 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 24.0 13.7 40.6 19.9 80.2 57.6 19.8 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
34 45 28 45 43 99 101
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 161,526
COMMITMENTS
22,208 100,336 6,120 99,690 23,210 128,019 129,667 33,507 31,859
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 622)
356 -663 544 -1,811 1,084 -912 965 1,534 -343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 62.1 3.8 61.7 14.4 79.3 80.3 20.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
21 44 8 23 22 48 70
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 85,714
COMMITMENTS
5,795 49,387 709 68,730 16,512 75,235 66,609 10,478 19,105
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 153)
-1,002 642 311 2,290 1,045 1,598 1,997 -1,445 -1,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 57.6 0.8 80.2 19.3 87.8 77.7 12.2 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 27 3 12 7 21 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 90,426
COMMITMENTS
45,335 27,230 507 39,490 57,303 85,332 85,040 5,094 5,386
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -331)
-4,285 4,110 -201 3,295 -6,715 -1,191 -2,806 860 2,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 30.1 0.6 43.7 63.4 94.4 94.0 5.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
30 23 2 19 13 50 37
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 170,756
COMMITMENTS
109,894 14,292 3,296 16,724 129,618 129,913 147,206 40,842 23,549
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 14,820)
13,673 2,984 -170 -470 11,163 13,033 13,977 1,788 843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.4 8.4 1.9 9.8 75.9 76.1 86.2 23.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
39 10 8 11 20 53 35
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 374,432
COMMITMENTS
45,951 217,129 12,551 268,572 102,706 327,074 332,386 47,358 42,046
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 56,275)
-8,760 22,802 5,783 59,495 30,506 56,518 59,091 -242 -2,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 58.0 3.4 71.7 27.4 87.4 88.8 12.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
31 67 17 28 21 68 96
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 197,434
COMMITMENTS
75,641 16,014 18,093 43,002 122,494 136,736 156,601 60,698 40,834
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 7,246)
9,644 1,613 1,768 4,826 7,501 16,238 10,883 -8,992 -3,636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 8.1 9.2 21.8 62.0 69.3 79.3 30.7 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
68 30 38 37 30 123 80
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,687
COMMITMENTS
11,450 1,255 0 4,745 16,429 16,195 17,684 2,492 1,003
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -1,301)
-2,582 624 0 572 -2,000 -2,010 -1,376 709 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.3 6.7 0.0 25.4 87.9 86.7 94.6 13.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 4 0 11 9 27 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,969,852
COMMITMENTS
473,825 836,398 4136378 9313236 8555712 13923440 13528489 1046412 1441363
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 478,903)
106,758 140,615 259,176 147,998 67,839 513,932 467,630 -35,029 11,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 5.6 27.6 62.2 57.2 93.0 90.4 7.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
73 64 114 160 168 287 301
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 698,845
COMMITMENTS
66,420 46,296 38,761 445,490 487,457 550,671 572,514 148,174 126,331
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -19,189)
2,137 -3,483 -12,708 1,890 1,674 -8,680 -14,516 -10,509 -4,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 6.6 5.5 63.7 69.8 78.8 81.9 21.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
43 52 67 89 61 175 138
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,717,194
COMMITMENTS
353,548 276,798 71,447 949,644 1231117 1374638 1579362 342,555 137,832
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -28,881)
-15,221 47,692 -46,060 35,833 -19,229 -25,447 -17,597 -3,434 -11,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 16.1 4.2 55.3 71.7 80.1 92.0 19.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
78 74 68 76 68 197 167
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,873
COMMITMENTS
1,027 0 3 3,861 5,612 4,891 5,615 2,982 2,258
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 101)
-211 0 3 205 -265 -3 -262 104 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 0.0 0.0 49.0 71.3 62.1 71.3 37.9 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 1 11 10 13 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 73,366
COMMITMENTS
10,801 33,306 498 49,947 35,878 61,246 69,682 12,120 3,684
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -841)
-649 -155 -26 444 -823 -231 -1,004 -610 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 45.4 0.7 68.1 48.9 83.5 95.0 16.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
10 14 2 31 25 43 40
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 4,516
COMMITMENTS
1,462 2,444 764 2,280 1,298 4,506 4,506 10 10
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 519)
64 949 -137 724 90 651 901 -132 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 54.1 16.9 50.5 28.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 5 9 7 17 13
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,250
COMMITMENTS
13,517 11,250 125 26,133 33,072 39,776 44,447 10,475 5,803
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 3,331)
-45 1,418 -161 3,638 3,386 3,431 4,643 -100 -1,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 22.4 0.2 52.0 65.8 79.2 88.5 20.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 16 6 26 25 47 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 390,453
COMMITMENTS
146,082 113,631 10,791 195,387 234,270 352,260 358,693 38,193 31,760
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 5,704)
2,452 2,132 840 -704 869 2,588 3,841 3,116 1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 29.1 2.8 50.0 60.0 90.2 91.9 9.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
87 56 19 57 50 153 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 128,157
COMMITMENTS
86,840 9,655 76 11,257 108,961 98,173 118,692 29,984 9,466
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 6,038)
13,335 2,865 1 -6,252 5,060 7,084 7,925 -1,045 -1,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 7.5 0.1 8.8 85.0 76.6 92.6 23.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
40 11 1 10 14 51 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,660
COMMITMENTS
1,582 5,520 24 25,266 18,172 26,872 23,716 4,788 7,944
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 2,593)
-3 317 24 3,115 2,605 3,136 2,946 -543 -353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 17.4 0.1 79.8 57.4 84.9 74.9 15.1 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 14 2 26 21 30 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 373,294
COMMITMENTS
67,034 123,211 3,541 268,010 226,411 338,585 353,163 34,709 20,131
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 614)
-3,449 5,823 -6,092 11,050 -2,168 1,509 -2,438 -896 3,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 33.0 0.9 71.8 60.7 90.7 94.6 9.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
44 90 39 50 69 126 166
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,454
COMMITMENTS
10,931 14,399 130 24,903 22,609 35,964 37,138 9,490 8,316
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,036)
241 1,827 79 284 -1,190 605 717 432 320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 31.7 0.3 54.8 49.7 79.1 81.7 20.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
21 18 1 13 19 35 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,585
COMMITMENTS
6,952 2,162 630 19,929 28,757 27,511 31,549 8,074 4,036
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: 1,382)
274 219 209 158 1,919 641 2,347 741 -965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 6.1 1.8 56.0 80.8 77.3 88.7 22.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 5 2 16 16 32 22
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,182
COMMITMENTS
5,109 1,849 41 14,517 17,342 19,667 19,232 515 950
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -2,374)
418 -76 0 -848 -1,709 -430 -1,785 -1,944 -589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 9.2 0.2 71.9 85.9 97.4 95.3 2.6 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 9 1 8 4 15 14
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/23/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 46,783
COMMITMENTS
4,421 11,752 2,056 24,075 27,558 30,552 41,366 16,231 5,417
CHANGES FROM 01/16/07 (CHANGE IN OPEN INTEREST: -5,348)
-3,568 -954 -149 -641 -712 -4,358 -1,815 -990 -3,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 25.1 4.4 51.5 58.9 65.3 88.4 34.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 14 7 25 27 37 45
Updated January 26, 2007