BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,575
COMMITMENTS
284 69 122 1,613 2,204 2,019 2,395 556 180
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 47)
-8 4 10 -13 59 -11 73 58 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 2.7 4.7 62.6 85.6 78.4 93.0 21.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 12 11 15 13
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,218
COMMITMENTS
5,187 1,784 545 18,268 15,548 24,000 17,877 4,218 10,341
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 1,231)
870 -27 -15 568 664 1,423 622 -192 609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 6.3 1.9 64.7 55.1 85.1 63.4 14.9 36.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 7 10 26 16 41 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 186,931
COMMITMENTS
37,346 15,691 40,688 85,025 93,161 163,059 149,540 23,872 37,391
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -4,360)
-6,076 -2,157 -1,786 2,360 1,590 -5,502 -2,353 1,142 -2,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 8.4 21.8 45.5 49.8 87.2 80.0 12.8 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
79 51 84 39 46 175 149
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 213,804
COMMITMENTS
52,075 28,065 43,938 96,490 92,614 192,503 164,617 21,301 49,187
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 15,644)
-1,002 618 8,591 4,323 3,688 11,912 12,897 3,732 2,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 13.1 20.6 45.1 43.3 90.0 77.0 10.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
68 66 82 68 123 183 247
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,933
COMMITMENTS
2,182 2,469 333 1,927 1,212 4,442 4,014 1,491 1,919
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -213)
59 -62 -73 3 -12 -11 -147 -202 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 41.6 5.6 32.5 20.4 74.9 67.7 25.1 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 19 5 17 21 36 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,475
COMMITMENTS
6,475 9,240 3,588 9,691 2,684 19,754 15,512 5,721 9,963
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 586)
360 279 -431 416 83 345 -69 241 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 36.3 14.1 38.0 10.5 77.5 60.9 22.5 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
22 42 24 38 22 77 75
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 129,537
COMMITMENTS
25,902 73,277 1,400 70,328 32,426 97,630 107,103 31,907 22,434
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 26,111)
903 27,936 293 21,844 -3,636 23,040 24,593 3,071 1,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 56.6 1.1 54.3 25.0 75.4 82.7 24.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 36 5 26 14 50 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 87,935
COMMITMENTS
9,883 52,428 0 64,464 19,539 74,347 71,967 13,588 15,968
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -15,249)
-4,443 -17,599 0 -12,769 6,196 -17,212 -11,403 1,963 -3,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 59.6 0.0 73.3 22.2 84.5 81.8 15.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 25 0 9 11 19 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 74,155
COMMITMENTS
45,819 11,659 1,062 21,137 58,817 68,018 71,538 6,137 2,617
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -16,143)
-21,806 2,094 889 4,422 -19,087 -16,495 -16,104 352 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.8 15.7 1.4 28.5 79.3 91.7 96.5 8.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
52 16 3 17 18 70 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 136,600
COMMITMENTS
82,682 20,430 401 21,104 99,405 104,187 120,236 32,413 16,364
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -15,430)
-21,507 521 233 4,719 -13,862 -16,555 -13,108 1,125 -2,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 15.0 0.3 15.4 72.8 76.3 88.0 23.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
35 13 1 17 23 52 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 233,573
COMMITMENTS
48,106 103,118 1,904 144,572 98,891 194,582 203,913 38,991 29,660
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 4,510)
4 -8,496 -514 3,273 13,681 2,763 4,671 1,747 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 44.1 0.8 61.9 42.3 83.3 87.3 16.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
37 44 7 27 22 68 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 170,609
COMMITMENTS
81,912 21,437 3,247 30,625 114,891 115,784 139,575 54,825 31,034
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -7,628)
-14,826 -6,376 -97 5,488 -4,368 -9,435 -10,841 1,807 3,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.0 12.6 1.9 18.0 67.3 67.9 81.8 32.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
52 30 13 26 28 84 65
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 15,514
COMMITMENTS
10,747 452 0 2,945 13,993 13,692 14,445 1,822 1,069
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -3,402)
-3,624 0 0 583 -3,484 -3,041 -3,484 -361 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.3 2.9 0.0 19.0 90.2 88.3 93.1 11.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 2 0 7 10 20 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,409,434
COMMITMENTS
1034404 604,714 1322033 7081613 7164873 9438050 9091620 971,384 1317814
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 151,886)
-63,867 -10,558 17,806 174,296 142,252 128,235 149,500 23,651 2,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 5.8 12.7 68.0 68.8 90.7 87.3 9.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
63 53 91 148 165 260 273
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 633,686
COMMITMENTS
71,361 33,909 4,379 423,534 473,512 499,274 511,800 134,412 121,886
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 4,797)
-3,995 38 428 5,635 21,697 2,068 22,163 2,729 -17,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 5.4 0.7 66.8 74.7 78.8 80.8 21.2 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
51 36 18 80 60 137 108
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,738,166
COMMITMENTS
457,652 356,472 32,960 811,861 1223300 1302473 1612732 435,693 125,434
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 40,569)
33,055 15,719 632 5,893 30,975 39,580 47,326 989 -6,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 20.5 1.9 46.7 70.4 74.9 92.8 25.1 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
90 69 36 79 67 190 151
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,305
COMMITMENTS
961 0 0 5,530 6,692 6,491 6,692 2,814 2,613
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -67)
130 0 0 217 -102 347 -102 -414 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 0.0 0.0 59.4 71.9 69.8 71.9 30.2 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 14 11 16 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,837
COMMITMENTS
10,846 30,532 369 54,707 45,760 65,922 76,661 12,915 2,176
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 5,411)
1,494 -2,249 0 1,760 8,234 3,254 5,985 2,157 -574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 38.7 0.5 69.4 58.0 83.6 97.2 16.4 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 8 2 30 30 45 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,184
COMMITMENTS
14,264 7,853 3 45,408 31,532 59,675 39,388 7,509 27,796
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 1,767)
1,550 250 0 795 -354 2,345 -104 -578 1,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 11.7 0.0 67.6 46.9 88.8 58.6 11.2 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
23 12 1 26 29 50 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 492,403
COMMITMENTS
156,663 162,904 17,367 193,087 289,160 367,117 469,431 125,286 22,972
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 18,813)
13,120 1,838 -4,584 167 22,496 8,703 19,750 10,110 -937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 33.1 3.5 39.2 58.7 74.6 95.3 25.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
82 59 15 61 55 150 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 105,229
COMMITMENTS
71,619 6,669 0 3,090 89,581 74,709 96,250 30,520 8,979
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -18,262)
-22,395 -1,730 0 2,258 -16,012 -20,137 -17,742 1,875 -520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.1 6.3 0.0 2.9 85.1 71.0 91.5 29.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
38 2 0 6 18 44 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,575
COMMITMENTS
3,472 3,664 2 30,195 21,087 33,669 24,753 3,906 12,822
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -314)
424 161 2 37 -275 463 -112 -777 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 9.8 0.0 80.4 56.1 89.6 65.9 10.4 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
4 12 1 25 22 30 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 414,849
COMMITMENTS
54,751 147,208 1,464 306,383 251,507 362,598 400,179 52,251 14,670
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 7,059)
3,849 1,934 -230 6,492 5,222 10,111 6,926 -3,052 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 35.5 0.4 73.9 60.6 87.4 96.5 12.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
40 71 10 46 60 92 136
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 47,491
COMMITMENTS
11,095 16,356 162 24,255 22,962 35,512 39,480 11,979 8,011
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 1,583)
-30 2,314 160 838 -2,098 968 376 615 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 34.4 0.3 51.1 48.4 74.8 83.1 25.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 21 2 18 27 43 49
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 46,285
COMMITMENTS
16,716 4,337 9 20,688 15,227 37,413 19,573 8,872 26,712
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 2,753)
184 169 8 1,147 1,271 1,339 1,448 1,414 1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 9.4 0.0 44.7 32.9 80.8 42.3 19.2 57.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
21 6 1 23 13 44 20
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 23,297
COMMITMENTS
7,331 3,252 41 15,111 18,677 22,483 21,970 814 1,327
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: -678)
830 -84 0 514 1,157 1,344 1,073 -2,022 -1,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 14.0 0.2 64.9 80.2 96.5 94.3 3.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 1 11 6 16 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 11/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 58,486
COMMITMENTS
5,866 11,332 2,467 30,248 35,406 38,581 49,205 19,905 9,281
CHANGES FROM 11/07/06 (CHANGE IN OPEN INTEREST: 326)
-582 1,425 -748 2,070 3,692 740 4,369 -414 -4,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 19.4 4.2 51.7 60.5 66.0 84.1 34.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 11 7 29 32 37 47
Updated November 17, 2006