MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,822
COMMITMENTS
3,728 1,697 7,041 22,608 21,574 33,378 30,313 8,444 11,509
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,970)
-114 -8 390 731 495 1,007 878 963 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 4.1 16.8 54.1 51.6 79.8 72.5 20.2 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 6 11 26 23 45 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 191,816
COMMITMENTS
37,871 22,212 46,762 81,282 94,476 165,916 163,450 25,900 28,366
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 201)
1,688 272 -505 24 673 1,207 440 -1,006 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 11.6 24.4 42.4 49.3 86.5 85.2 13.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
84 60 89 37 43 180 151
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,534
COMMITMENTS
497 205 70 196 231 763 506 772 1,029
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -65)
-22 59 -36 -18 55 -76 78 12 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 13.4 4.5 12.8 15.1 49.7 33.0 50.3 67.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 5 3 2 3 15 9
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,636
COMMITMENTS
75,100 27,944 65,688 125,215 135,164 266,003 228,796 28,634 65,840
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,325)
2,637 1,411 -908 -351 650 1,377 1,154 -52 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 9.5 22.3 42.5 45.9 90.3 77.7 9.7 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
106 73 101 108 163 279 287
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,419
COMMITMENTS
2,208 3,619 608 2,230 1,328 5,046 5,555 2,373 1,864
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -886)
-96 -249 -371 -305 -96 -772 -715 -114 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 48.8 8.2 30.1 17.9 68.0 74.9 32.0 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 28 6 16 19 40 50
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,569
COMMITMENTS
10,977 6,264 7,314 14,276 9,897 32,567 23,475 6,002 15,094
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 206)
-812 -1,051 567 847 1,200 601 715 -396 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 16.2 19.0 37.0 25.7 84.4 60.9 15.6 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
42 31 38 47 50 115 106
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 149,925
COMMITMENTS
17,519 83,674 4,886 94,091 30,316 116,496 118,877 33,430 31,048
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,613)
-2,321 6,133 125 3,126 -3,730 930 2,528 683 -915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 55.8 3.3 62.8 20.2 77.7 79.3 22.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
16 38 11 22 21 44 64
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 104,059
COMMITMENTS
5,952 60,944 1,769 82,161 24,767 89,882 87,480 14,177 16,578
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -7,440)
-1,128 -9,164 458 -10,241 4,982 -10,911 -3,724 3,471 -3,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 58.6 1.7 79.0 23.8 86.4 84.1 13.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
10 26 3 13 13 24 41
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 99,342
COMMITMENTS
46,411 28,793 126 48,139 67,091 94,676 96,010 4,666 3,332
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 8,077)
4,164 7,953 0 4,985 224 9,149 8,177 -1,072 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 29.0 0.1 48.5 67.5 95.3 96.6 4.7 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
29 23 1 16 16 45 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 153,729
COMMITMENTS
74,882 15,125 2,875 40,648 110,960 118,405 128,960 35,324 24,768
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -2,238)
8,255 -2,552 -34 -8,896 995 -675 -1,591 -1,563 -647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 9.8 1.9 26.4 72.2 77.0 83.9 23.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
40 12 9 16 21 57 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 365,950
COMMITMENTS
35,159 158,379 16,006 260,560 152,717 311,725 327,102 54,225 38,848
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -27,478)
-2,120 -52,616 2,257 -30,997 25,106 -30,860 -25,253 3,382 -2,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 43.3 4.4 71.2 41.7 85.2 89.4 14.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
34 61 24 25 23 76 91
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 230,785
COMMITMENTS
114,991 17,092 19,140 36,552 158,124 170,683 194,356 60,101 36,428
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 19,157)
11,966 -3,684 3,417 1,950 19,122 17,332 18,855 1,824 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 7.4 8.3 15.8 68.5 74.0 84.2 26.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
77 27 37 32 26 123 76
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 21,969
COMMITMENTS
16,240 372 0 3,363 20,441 19,603 20,813 2,366 1,156
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 2,750)
3,346 -49 0 -1,015 2,734 2,331 2,685 419 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.9 1.7 0.0 15.3 93.0 89.2 94.7 10.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
19 2 0 8 14 27 16
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,147
COMMITMENTS
11,387 6,389 0 50,871 55,222 62,258 61,611 4,889 5,536
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 17,653)
1,052 569 0 16,852 15,604 17,904 16,173 -251 1,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 9.5 0.0 75.8 82.2 92.7 91.8 7.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 13 14 17 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 16,117,011
COMMITMENTS
821,184 828,539 4423219 9834256 9475798 15078659 14727557 1038351 1389454
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -165,852)
19,105 -273,570 -192,380 -6,944 323,097 -180,219 -142,852 14,367 -22,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 5.1 27.4 61.0 58.8 93.6 91.4 6.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
77 64 113 171 178 296 312
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 719,948
COMMITMENTS
68,744 46,149 49,395 454,597 496,186 572,735 591,730 147,213 128,218
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -4,520)
-2,183 -2,176 -4,293 -411 -3,103 -6,886 -9,572 2,366 5,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 6.4 6.9 63.1 68.9 79.6 82.2 20.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
48 54 69 87 64 179 144
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,942,229
COMMITMENTS
420,514 406,981 84,937 1076280 1311267 1581731 1803184 360,498 139,045
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 69,978)
17,799 63,823 -17,417 39,160 16,773 39,542 63,178 30,436 6,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 21.0 4.4 55.4 67.5 81.4 92.8 18.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
76 90 75 82 76 207 192
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 8,208
COMMITMENTS
1,407 0 0 3,864 5,746 5,271 5,746 2,937 2,462
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -13)
-21 0 -3 -16 -2 -40 -5 27 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 0.0 0.0 47.1 70.0 64.2 70.0 35.8 30.0
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 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 79,334
COMMITMENTS
13,530 36,276 371 52,446 38,685 66,347 75,332 12,987 4,002
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 775)
26 75 0 771 646 797 721 -22 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 45.7 0.5 66.1 48.8 83.6 95.0 16.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
10 14 2 36 28 48 43
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,183
COMMITMENTS
14,962 5,363 259 25,832 39,377 41,053 44,999 10,130 6,184
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -1,027)
2,339 -4,885 66 -2,395 3,457 10 -1,362 -1,037 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 10.5 0.5 50.5 76.9 80.2 87.9 19.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
18 12 6 26 29 46 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 374,427
COMMITMENTS
146,015 167,643 10,854 181,111 164,059 337,980 342,556 36,447 31,871
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 5,411)
29,735 10,949 -692 -26,102 2,321 2,942 12,579 2,470 -7,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 44.8 2.9 48.4 43.8 90.3 91.5 9.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
90 74 27 56 45 163 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 124,300
COMMITMENTS
76,535 6,957 123 19,611 105,236 96,269 112,315 28,031 11,985
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 8,537)
6,539 1,829 70 -1,165 7,018 5,444 8,917 3,093 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.6 5.6 0.1 15.8 84.7 77.4 90.4 22.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
37 9 2 10 15 48 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,724
COMMITMENTS
1,948 4,406 17 29,521 25,568 31,486 29,991 4,238 5,733
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 1,869)
16 58 -7 1,893 2,696 1,902 2,747 -33 -877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 12.3 0.0 82.6 71.6 88.1 84.0 11.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 12 1 24 24 27 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 408,966
COMMITMENTS
73,034 162,786 9,918 301,561 216,547 384,513 389,251 24,453 19,716
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 15,755)
1,581 26,449 158 20,441 -13,083 22,180 13,524 -6,425 2,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 39.8 2.4 73.7 52.9 94.0 95.2 6.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
47 110 48 53 70 144 184
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,352
COMMITMENTS
12,304 17,258 59 29,757 24,458 42,119 41,775 11,232 11,576
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 3,704)
1,109 931 -587 2,727 2,158 3,249 2,502 455 1,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 32.3 0.1 55.8 45.8 78.9 78.3 21.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
27 21 8 20 21 50 47
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 44,654
COMMITMENTS
9,590 4,391 774 25,161 34,375 35,525 39,540 9,129 5,114
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 2,305)
842 222 122 2,676 -322 3,640 22 -1,335 2,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 9.8 1.7 56.3 77.0 79.6 88.5 20.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 9 2 18 16 35 27
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,175
COMMITMENTS
5,534 1,505 311 14,159 17,799 20,004 19,615 171 560
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: -2,682)
342 -720 6 -1,585 -1,302 -1,237 -2,016 -1,445 -666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 7.5 1.5 70.2 88.2 99.2 97.2 0.8 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 6 2 7 4 16 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/20/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 56,480
COMMITMENTS
5,041 15,005 4,291 28,194 30,168 37,526 49,464 18,954 7,016
CHANGES FROM 02/13/07 (CHANGE IN OPEN INTEREST: 8,758)
184 1,672 1,820 3,941 2,869 5,945 6,361 2,813 2,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 26.6 7.6 49.9 53.4 66.4 87.6 33.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
10 20 12 29 28 48 54
Updated February 23, 2007