BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,528
COMMITMENTS
292 65 112 1,626 2,145 2,030 2,322 498 206
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -698)
-64 54 -16 -575 -610 -655 -572 -43 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 2.6 4.4 64.3 84.8 80.3 91.9 19.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 12 10 15 12
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,987
COMMITMENTS
4,317 1,811 560 17,700 14,884 22,577 17,255 4,410 9,732
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -3,147)
-526 -639 -67 -3,231 -2,064 -3,824 -2,770 677 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 6.7 2.1 65.6 55.2 83.7 63.9 16.3 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 9 11 26 16 40 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 191,291
COMMITMENTS
43,422 17,848 42,474 82,665 91,571 168,561 151,893 22,730 39,398
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 3,840)
5,046 -402 -3,367 1,444 7,328 3,123 3,559 717 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 9.3 22.2 43.2 47.9 88.1 79.4 11.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
77 53 91 35 45 183 150
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 198,160
COMMITMENTS
53,077 27,447 35,347 92,167 88,926 180,591 151,720 17,569 46,440
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 2,737)
4,873 257 -2,137 -239 720 2,497 -1,160 240 3,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 13.9 17.8 46.5 44.9 91.1 76.6 8.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
67 63 67 53 111 159 217
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,146
COMMITMENTS
2,123 2,531 406 1,924 1,224 4,453 4,161 1,693 1,985
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 17)
144 6 8 -112 26 40 40 -23 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 41.2 6.6 31.3 19.9 72.5 67.7 27.5 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 20 7 20 21 41 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,889
COMMITMENTS
6,115 8,961 4,019 9,275 2,601 19,409 15,581 5,480 9,308
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 3,366)
413 1,263 1,386 1,419 445 3,218 3,094 148 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 36.0 16.1 37.3 10.5 78.0 62.6 22.0 37.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
28 37 25 36 25 77 78
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 103,426
COMMITMENTS
24,999 45,341 1,107 48,484 36,062 74,590 82,510 28,836 20,916
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -924)
1,181 -2,155 -324 -1,536 2,318 -679 -161 -245 -763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 43.8 1.1 46.9 34.9 72.1 79.8 27.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
17 27 2 23 15 41 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 103,184
COMMITMENTS
14,326 70,027 0 77,233 13,343 91,559 83,370 11,625 19,814
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 13,216)
3,096 11,728 0 8,641 1,580 11,737 13,308 1,479 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 67.9 0.0 74.8 12.9 88.7 80.8 11.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 28 0 11 10 20 38
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 90,298
COMMITMENTS
67,625 9,565 173 16,715 77,904 84,513 87,642 5,785 2,656
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -23,034)
-25,513 -1,392 8 2,118 -22,269 -23,387 -23,653 353 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.9 10.6 0.2 18.5 86.3 93.6 97.1 6.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
59 11 1 14 19 74 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 152,030
COMMITMENTS
104,189 19,909 168 16,385 113,267 120,742 133,344 31,288 18,686
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 25,352)
23,680 -736 -5 -586 27,802 23,089 27,061 2,263 -1,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.5 13.1 0.1 10.8 74.5 79.4 87.7 20.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
41 13 1 12 25 54 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 229,063
COMMITMENTS
48,102 111,614 2,418 141,299 85,210 191,819 199,242 37,244 29,821
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 2,456)
1,326 5,238 670 1,596 -2,139 3,592 3,769 -1,136 -1,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 48.7 1.1 61.7 37.2 83.7 87.0 16.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
37 43 7 27 21 68 67
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 178,237
COMMITMENTS
96,738 27,813 3,344 25,137 119,259 125,219 150,416 53,018 27,821
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 16,007)
12,175 3,298 -134 493 16,336 12,534 19,500 3,473 -3,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.3 15.6 1.9 14.1 66.9 70.3 84.4 29.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
57 30 10 23 32 84 69
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,916
COMMITMENTS
14,371 452 0 2,362 17,477 16,733 17,929 2,183 987
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 476)
840 -822 0 -476 1,431 364 609 112 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.0 2.4 0.0 12.5 92.4 88.5 94.8 11.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 2 0 6 12 19 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 41,987
COMMITMENTS
4,084 535 1,385 30,083 35,038 35,552 36,958 6,435 5,029
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 2,850)
797 0 -331 1,176 3,029 1,642 2,698 1,208 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 1.3 3.3 71.6 83.4 84.7 88.0 15.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 3 12 12 17 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,257,548
COMMITMENTS
1098271 615,272 1304227 6907317 7022621 9309815 8942120 947,733 1315428
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 162,099)
13,401 51,654 21,399 252,062 148,227 286,862 221,280 -124,763 -59,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 6.0 12.7 67.3 68.5 90.8 87.2 9.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
61 56 90 149 165 259 273
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 628,889
COMMITMENTS
75,356 33,871 3,951 417,899 451,815 497,206 489,637 131,683 139,252
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 9,561)
3,659 123 -34 3,294 1,325 6,919 1,414 2,642 8,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 5.4 0.6 66.5 71.8 79.1 77.9 20.9 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
50 35 17 79 60 135 106
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,697,597
COMMITMENTS
424,597 340,753 32,328 805,968 1192325 1262893 1565406 434,704 132,191
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 48,287)
4,229 17,201 5,090 10,747 20,836 20,066 43,127 28,221 5,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 20.1 1.9 47.5 70.2 74.4 92.2 25.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
89 68 30 78 74 185 154
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,372
COMMITMENTS
831 0 0 5,313 6,794 6,144 6,794 3,228 2,578
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 223)
-11 0 0 123 -5 112 -5 111 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 0.0 0.0 56.7 72.5 65.6 72.5 34.4 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 12 12 14 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 73,426
COMMITMENTS
9,352 32,781 369 52,947 37,526 62,668 70,676 10,758 2,750
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 854)
1,255 -111 342 -994 1,509 603 1,740 251 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 44.6 0.5 72.1 51.1 85.3 96.3 14.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
11 9 2 30 29 43 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,417
COMMITMENTS
12,714 7,603 3 44,613 31,886 57,330 39,492 8,087 25,925
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 6,130)
1,328 -50 0 3,961 4,733 5,289 4,683 841 1,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 11.6 0.0 68.2 48.7 87.6 60.4 12.4 39.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 11 1 26 30 48 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 473,590
COMMITMENTS
143,543 161,066 21,951 192,920 266,664 358,414 449,681 115,176 23,909
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 43,245)
33,118 26,687 6,090 2,006 11,608 41,214 44,385 2,031 -1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 34.0 4.6 40.7 56.3 75.7 95.0 24.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
82 53 14 62 54 150 115
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 123,491
COMMITMENTS
94,014 8,399 0 832 105,593 94,846 113,992 28,645 9,499
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 15,834)
15,584 1,322 -263 -1,490 15,752 13,831 16,811 2,003 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.1 6.8 0.0 0.7 85.5 76.8 92.3 23.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
48 4 0 5 21 53 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,889
COMMITMENTS
3,048 3,503 0 30,158 21,362 33,206 24,865 4,683 13,024
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 96)
-18 165 -2 -108 16 -128 179 224 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 9.2 0.0 79.6 56.4 87.6 65.6 12.4 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 10 0 26 22 31 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 407,790
COMMITMENTS
50,902 145,274 1,694 299,891 246,285 352,487 393,253 55,303 14,537
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -9,393)
-15,163 21,703 207 6,071 -30,945 -8,885 -9,035 -508 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 35.6 0.4 73.5 60.4 86.4 96.4 13.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
31 61 10 43 61 79 128
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,908
COMMITMENTS
11,125 14,042 2 23,417 25,060 34,544 39,104 11,364 6,804
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -141)
-643 -2,386 -213 593 1,374 -263 -1,225 122 1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 30.6 0.0 51.0 54.6 75.2 85.2 24.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
23 15 1 17 26 41 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 43,532
COMMITMENTS
16,532 4,168 1 19,541 13,956 36,074 18,125 7,458 25,407
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 1,321)
683 -9 -219 530 -367 994 -595 327 1,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 9.6 0.0 44.9 32.1 82.9 41.6 17.1 58.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
18 7 1 23 11 41 19
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 23,975
COMMITMENTS
6,501 3,336 41 14,597 17,520 21,139 20,897 2,836 3,078
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 2,148)
-217 -25 0 -68 -156 -285 -181 2,433 2,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 13.9 0.2 60.9 73.1 88.2 87.2 11.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 6 1 9 5 13 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 58,160
COMMITMENTS
6,448 9,907 3,215 28,178 31,714 37,841 44,836 20,319 13,324
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 3,675)
766 11 -119 459 -2,242 1,106 -2,350 2,569 6,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 17.0 5.5 48.4 54.5 65.1 77.1 34.9 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 11 8 28 30 38 45
Updated November 13, 2006