BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,504
COMMITMENTS
188 45 163 1,503 2,099 1,854 2,307 650 197
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -147)
-114 -49 -25 0 -59 -139 -133 -8 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 1.8 6.5 60.0 83.8 74.0 92.1 26.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 1 10 9 13 11
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,867
COMMITMENTS
5,311 1,850 756 18,841 16,609 24,908 19,215 3,959 9,652
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 35)
-72 25 107 3 80 38 212 -3 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 6.4 2.6 65.3 57.5 86.3 66.6 13.7 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 9 13 26 17 43 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 184,452
COMMITMENTS
32,630 16,166 40,661 88,914 91,592 162,205 148,419 22,247 36,033
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -3,293)
-1,051 -468 252 838 -868 39 -1,084 -3,332 -2,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 8.8 22.0 48.2 49.7 87.9 80.5 12.1 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
74 53 79 39 45 166 144
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 219,526
COMMITMENTS
50,490 30,261 46,099 102,481 94,654 199,070 171,014 20,456 48,512
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -71)
-351 1,486 -610 1,389 -200 428 676 -499 -747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 13.8 21.0 46.7 43.1 90.7 77.9 9.3 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
55 71 83 70 129 179 250
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,260
COMMITMENTS
2,271 2,486 640 1,729 1,319 4,640 4,445 1,620 1,815
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 214)
7 40 133 -59 22 81 195 133 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 39.7 10.2 27.6 21.1 74.1 71.0 25.9 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
19 20 7 14 21 37 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,298
COMMITMENTS
6,464 7,684 4,216 9,971 3,001 20,651 14,901 5,647 11,397
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 1,094)
131 -210 86 564 262 781 138 313 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 29.2 16.0 37.9 11.4 78.5 56.7 21.5 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
23 38 20 31 25 68 75
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 124,553
COMMITMENTS
26,934 67,216 1,667 69,001 30,727 97,602 99,610 26,951 24,943
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -13,560)
3,698 -14,913 -11 -12,122 1,632 -8,435 -13,292 -5,125 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 54.0 1.3 55.4 24.7 78.4 80.0 21.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 32 6 24 18 50 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 78,706
COMMITMENTS
21,961 35,864 0 37,140 29,557 59,101 65,421 19,605 13,285
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -5,614)
11,328 -13,566 0 -22,946 11,140 -11,618 -2,426 6,004 -3,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 45.6 0.0 47.2 37.6 75.1 83.1 24.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 17 0 10 17 26 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 73,516
COMMITMENTS
27,433 24,144 1,230 40,795 45,051 69,458 70,425 4,058 3,091
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -3,033)
-7,588 1,262 153 4,570 -4,333 -2,865 -2,918 -168 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 32.8 1.7 55.5 61.3 94.5 95.8 5.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
34 22 3 19 17 55 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 154,081
COMMITMENTS
101,064 20,438 818 17,185 112,569 119,067 133,825 35,014 20,256
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 13,494)
10,928 -609 288 626 10,461 11,842 10,140 1,652 3,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.6 13.3 0.5 11.2 73.1 77.3 86.9 22.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
41 15 4 13 24 56 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 252,107
COMMITMENTS
56,033 97,991 2,529 150,874 122,417 209,436 222,937 42,671 29,170
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -6,220)
5,385 -33,078 613 -17,892 28,730 -11,894 -3,735 5,674 -2,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 38.9 1.0 59.8 48.6 83.1 88.4 16.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
40 40 12 27 25 73 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 207,573
COMMITMENTS
107,372 17,778 5,036 33,719 142,555 146,127 165,369 61,446 42,204
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 28,881)
22,655 -1,633 1,876 -1,574 17,147 22,957 17,390 5,924 11,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 8.6 2.4 16.2 68.7 70.4 79.7 29.6 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
68 21 20 27 31 103 64
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,078
COMMITMENTS
13,682 759 0 2,259 16,527 15,941 17,286 2,137 792
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 424)
384 307 0 58 427 442 734 -18 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.7 4.2 0.0 12.5 91.4 88.2 95.6 11.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
18 3 0 7 12 25 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,563,388
COMMITMENTS
1083648 516,714 1298167 7189100 7367205 9570915 9182086 992,473 1381302
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 236,065)
147,066 -32,752 10,183 36,652 201,806 193,901 179,237 42,164 56,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 4.9 12.3 68.1 69.7 90.6 86.9 9.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
66 50 88 150 164 257 269
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 660,383
COMMITMENTS
66,232 42,375 6,539 434,888 484,490 507,659 533,404 152,724 126,979
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 9,718)
-4,724 -801 2,252 -1,898 5,899 -4,370 7,350 14,088 2,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 6.4 1.0 65.9 73.4 76.9 80.8 23.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
43 37 18 78 60 130 107
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,808,800
COMMITMENTS
459,413 342,765 41,667 918,064 1273707 1419144 1658139 389,656 150,661
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 23,221)
6,014 1,677 3,567 45,852 5,535 55,433 10,779 -32,212 12,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 18.9 2.3 50.8 70.4 78.5 91.7 21.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
91 67 39 81 79 192 165
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,339
COMMITMENTS
1,009 0 0 5,956 7,626 6,965 7,626 3,374 2,713
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -72)
17 0 0 -8 -247 9 -247 -81 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 0.0 0.0 57.6 73.8 67.4 73.8 32.6 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 15 11 17 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 81,740
COMMITMENTS
10,372 29,831 374 57,334 48,231 68,080 78,436 13,660 3,304
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -1,472)
-865 -229 5 464 -1,126 -396 -1,350 -1,076 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 36.5 0.5 70.1 59.0 83.3 96.0 16.7 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
9 7 3 30 31 41 40
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 71,461
COMMITMENTS
16,152 8,018 110 47,287 32,660 63,549 40,788 7,912 30,673
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -1,953)
-2,654 87 102 -226 -420 -2,778 -231 825 -1,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 11.2 0.2 66.2 45.7 88.9 57.1 11.1 42.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
25 14 3 32 30 59 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 511,004
COMMITMENTS
168,888 162,932 12,237 184,713 312,905 365,838 488,074 145,166 22,930
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -31,629)
-3,175 703 -2,340 -17,925 -31,345 -23,440 -32,982 -8,189 1,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 31.9 2.4 36.1 61.2 71.6 95.5 28.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
83 57 20 67 58 162 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 123,916
COMMITMENTS
90,263 10,505 828 1,602 103,506 92,693 114,839 31,223 9,077
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 15,663)
15,027 2,730 828 -768 13,054 15,087 16,612 576 -949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.8 8.5 0.7 1.3 83.5 74.8 92.7 25.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
43 6 3 4 19 48 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,790
COMMITMENTS
3,761 3,626 0 32,871 25,006 36,632 28,632 5,158 13,158
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: 1,508)
300 -13 0 731 939 1,031 926 477 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 8.7 0.0 78.7 59.8 87.7 68.5 12.3 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 10 0 26 23 30 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 397,948
COMMITMENTS
53,287 133,144 1,623 289,840 248,303 344,750 383,070 53,198 14,878
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -8,037)
-3,271 7,080 123 -4,544 -14,949 -7,692 -7,746 -345 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 33.5 0.4 72.8 62.4 86.6 96.3 13.4 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
30 64 8 50 58 86 125
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 47,842
COMMITMENTS
9,196 17,555 260 25,898 22,129 35,354 39,944 12,488 7,898
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -1,652)
-1,659 -1,001 247 612 443 -800 -311 -852 -1,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 36.7 0.5 54.1 46.3 73.9 83.5 26.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 22 2 19 25 39 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 41,763
COMMITMENTS
13,239 3,962 13 20,063 14,996 33,315 18,971 8,448 22,792
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -4,129)
-3,189 -440 0 -3,016 688 -6,205 248 2,076 -4,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 9.5 0.0 48.0 35.9 79.8 45.4 20.2 54.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 6 1 25 13 40 20
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,909
COMMITMENTS
7,323 1,575 186 14,042 19,403 21,551 21,164 358 745
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -63)
19 -773 0 -79 642 -60 -131 -3 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 7.2 0.8 64.1 88.6 98.4 96.6 1.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 2 8 5 14 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 11/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 53,091
COMMITMENTS
6,199 10,910 2,362 29,058 35,021 37,619 48,293 15,472 4,798
CHANGES FROM 11/21/06 (CHANGE IN OPEN INTEREST: -201)
508 -65 -406 74 -288 176 -759 -377 558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 20.5 4.4 54.7 66.0 70.9 91.0 29.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 10 9 30 32 41 48
Updated December 1, 2006