MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,274
COMMITMENTS
3,488 1,791 6,535 21,362 19,698 31,385 28,024 6,889 10,250
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -1,197)
-313 -64 144 -671 -724 -841 -644 -357 -554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 4.7 17.1 55.8 51.5 82.0 73.2 18.0 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 7 11 26 24 45 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 187,818
COMMITMENTS
35,643 21,027 45,585 79,630 90,857 160,859 157,470 26,959 30,348
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 807)
-799 -1,203 1,281 -767 405 -286 483 1,092 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 11.2 24.3 42.4 48.4 85.6 83.8 14.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
91 59 96 38 40 186 156
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,612
COMMITMENTS
420 195 191 296 178 907 564 705 1,048
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 185)
75 -5 2 -37 59 40 56 145 129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 12.1 11.8 18.4 11.0 56.3 35.0 43.7 65.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 5 5 5 4 19 10
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 284,824
COMMITMENTS
69,571 26,240 64,971 121,564 126,684 256,106 217,895 28,718 66,929
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 9,973)
4,643 2,098 -2,367 4,084 5,931 6,360 5,662 3,613 4,311
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 9.2 22.8 42.7 44.5 89.9 76.5 10.1 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
109 59 103 99 153 269 281
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 9,218
COMMITMENTS
2,581 4,186 1,452 2,451 1,297 6,483 6,935 2,734 2,283
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,334)
130 236 462 398 245 990 942 343 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 45.4 15.7 26.6 14.1 70.3 75.2 29.7 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
29 32 18 17 15 53 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,059
COMMITMENTS
10,414 8,298 4,696 14,640 7,862 29,749 20,855 6,309 15,203
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 2,908)
792 91 806 896 933 2,495 1,831 413 1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 23.0 13.0 40.6 21.8 82.5 57.8 17.5 42.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
34 33 28 51 51 103 101
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 164,930
COMMITMENTS
19,639 100,576 6,563 102,690 26,272 128,893 133,411 36,038 31,519
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 8,891)
-1,764 8,107 -628 6,951 1,464 4,559 8,943 4,332 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 61.0 4.0 62.3 15.9 78.1 80.9 21.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
21 44 11 24 21 50 71
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 97,150
COMMITMENTS
9,787 52,314 1,499 75,944 25,464 87,230 79,277 9,920 17,873
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -5,724)
3,020 -13,057 391 -8,664 8,053 -5,253 -4,612 -471 -1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 53.8 1.5 78.2 26.2 89.8 81.6 10.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
14 26 4 14 12 28 42
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 93,161
COMMITMENTS
44,037 27,323 0 44,100 64,319 88,137 91,642 5,024 1,519
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -2,576)
3,442 -2,757 -509 -5,923 3,012 -2,990 -254 414 -2,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.3 29.3 0.0 47.3 69.0 94.6 98.4 5.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
32 21 0 16 15 48 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 169,922
COMMITMENTS
106,465 12,256 4,930 22,050 130,189 133,445 147,375 36,477 22,547
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 16,457)
18,775 2,411 1,180 -1,999 14,645 17,957 18,237 -1,500 -1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.7 7.2 2.9 13.0 76.6 78.5 86.7 21.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
39 12 10 15 24 57 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 349,217
COMMITMENTS
33,691 169,833 15,815 254,020 125,373 303,525 311,021 45,692 38,196
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -26,603)
-2,219 -45,913 1,919 -24,719 19,902 -25,019 -24,093 -1,584 -2,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 48.6 4.5 72.7 35.9 86.9 89.1 13.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
29 67 21 25 22 68 96
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 213,125
COMMITMENTS
72,749 28,018 19,549 60,886 126,048 153,185 173,616 59,941 39,509
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 9,972)
-11,041 5,621 1,106 18,395 5,806 8,461 12,534 1,511 -2,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 13.1 9.2 28.6 59.1 71.9 81.5 28.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
69 33 45 35 30 120 92
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,326
COMMITMENTS
10,592 471 0 5,773 16,837 16,365 17,308 1,961 1,018
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 326)
1,834 -166 0 -1,716 424 118 258 208 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.8 2.6 0.0 31.5 91.9 89.3 94.4 10.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 2 0 9 12 24 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 43,512
COMMITMENTS
9,767 3,070 2,700 26,939 34,136 39,406 39,906 4,106 3,606
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 4,393)
-229 0 0 4,179 4,184 3,950 4,184 443 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 7.1 6.2 61.9 78.5 90.6 91.7 9.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 11 14 15 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 15,931,300
COMMITMENTS
735,466 1026715 4512050 9603004 8939335 14850520 14478099 1080781 1453201
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 318,600)
173,207 105,725 18,141 100,949 205,431 292,297 329,297 26,303 -10,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.4 28.3 60.3 56.1 93.2 90.9 6.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
78 70 114 166 178 297 312
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 713,553
COMMITMENTS
69,504 44,891 52,591 450,587 501,109 572,682 598,590 140,872 114,963
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 4,903)
5,499 -2,146 6,185 -3,667 9,006 8,017 13,045 -3,114 -8,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 6.3 7.4 63.1 70.2 80.3 83.9 19.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
50 56 75 86 64 183 149
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,810,569
COMMITMENTS
397,310 330,738 95,920 1026375 1249707 1519605 1676364 290,964 134,205
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 75,666)
48,944 23,749 25,806 47,491 25,916 122,241 75,471 -46,575 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 18.3 5.3 56.7 69.0 83.9 92.6 16.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
78 91 79 79 74 210 191
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,952
COMMITMENTS
1,432 0 3 3,856 5,613 5,291 5,616 2,661 2,336
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -46)
29 0 0 8 1 37 1 -83 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 0.0 0.0 48.5 70.6 66.5 70.6 33.5 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 11 10 14 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 76,135
COMMITMENTS
13,024 35,331 371 51,062 36,416 64,457 72,118 11,678 4,017
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,298)
1,594 1,256 -127 309 -749 1,776 380 -478 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 46.4 0.5 67.1 47.8 84.7 94.7 15.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 15 2 33 26 45 42
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 49,490
COMMITMENTS
12,987 9,427 233 26,601 34,318 39,821 43,978 9,669 5,512
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -2,761)
-67 -748 -397 -643 -64 -1,107 -1,209 -1,654 -1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 19.0 0.5 53.7 69.3 80.5 88.9 19.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
17 14 6 27 26 47 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 344,187
COMMITMENTS
114,755 149,040 11,730 179,069 148,475 305,554 309,245 38,632 34,941
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 6,885)
-15,136 23,660 4,990 14,753 -25,740 4,607 2,910 2,278 3,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 43.3 3.4 52.0 43.1 88.8 89.8 11.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
73 69 23 56 46 145 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 118,268
COMMITMENTS
70,786 9,568 836 23,375 96,726 94,997 107,130 23,271 11,138
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,446)
687 3,653 11 4,382 -1,807 5,079 1,856 -3,633 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.9 8.1 0.7 19.8 81.8 80.3 90.6 19.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
37 7 3 11 13 49 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,530
COMMITMENTS
1,921 4,616 24 26,613 21,090 28,558 25,730 3,972 6,801
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -239)
94 -733 0 395 1,397 489 664 -728 -903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 14.2 0.1 81.8 64.8 87.8 79.1 12.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 14 2 26 22 30 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 390,047
COMMITMENTS
72,856 133,927 8,046 277,058 226,967 357,961 368,940 32,086 21,106
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 9,844)
3,820 6,969 1,497 5,467 2,336 10,784 10,802 -939 -958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 34.3 2.1 71.0 58.2 91.8 94.6 8.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
44 102 49 52 72 138 181
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,632
COMMITMENTS
10,134 14,585 89 26,499 22,627 36,722 37,301 11,910 11,331
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,134)
-646 -959 19 -740 27 -1,367 -912 2,501 2,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 30.0 0.2 54.5 46.5 75.5 76.7 24.5 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
24 18 7 15 20 41 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,601
COMMITMENTS
8,673 3,899 547 21,982 31,458 31,202 35,904 8,399 3,697
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,788)
425 571 -86 392 2,292 731 2,777 1,057 -989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 9.8 1.4 55.5 79.4 78.8 90.7 21.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 7 2 19 16 35 25
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,593
COMMITMENTS
5,796 2,139 276 14,473 18,032 20,545 20,447 1,048 1,146
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,622)
692 430 -1 149 898 840 1,327 782 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 9.9 1.3 67.0 83.5 95.1 94.7 4.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 6 1 7 2 15 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 46,245
COMMITMENTS
5,007 11,892 1,930 24,730 26,965 31,667 40,787 14,578 5,458
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 799)
-190 -55 -58 -322 777 -570 664 1,369 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 25.7 4.2 53.5 58.3 68.5 88.2 31.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 16 7 26 28 38 47
Updated February 9, 2007