MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,042
COMMITMENTS
5,552 2,142 560 16,249 15,585 22,361 18,287 3,681 7,755
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -2,825)
241 292 -196 -2,592 -1,024 -2,547 -928 -278 -1,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 8.2 2.2 62.4 59.8 85.9 70.2 14.1 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 7 11 25 18 41 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 183,624
COMMITMENTS
31,651 16,748 40,608 89,037 91,378 161,296 148,734 22,328 34,890
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -828)
-979 582 -53 123 -214 -909 315 81 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 9.1 22.1 48.5 49.8 87.8 81.0 12.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
67 52 80 41 45 162 148
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 221,763
COMMITMENTS
52,004 29,126 47,698 100,841 94,839 200,543 171,663 21,220 50,100
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 2,237)
1,514 -1,135 1,599 -1,640 185 1,473 649 764 1,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 13.1 21.5 45.5 42.8 90.4 77.4 9.6 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
60 70 74 69 132 174 250
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,491
COMMITMENTS
2,387 2,974 1,061 2,051 1,388 5,499 5,423 1,992 2,068
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 1,231)
116 488 421 322 69 859 978 372 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 39.7 14.2 27.4 18.5 73.4 72.4 26.6 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
22 25 15 16 21 47 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,444
COMMITMENTS
6,688 8,052 4,098 10,800 3,974 21,586 16,124 5,858 11,320
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 1,146)
224 368 -118 829 973 935 1,223 211 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 29.3 14.9 39.4 14.5 78.7 58.8 21.3 41.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
16 39 23 37 27 75 76
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 131,624
COMMITMENTS
24,557 71,036 1,656 77,624 31,126 103,837 103,818 27,787 27,806
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 7,071)
-2,377 3,820 -11 8,623 399 6,235 4,208 836 2,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 54.0 1.3 59.0 23.6 78.9 78.9 21.1 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
20 36 7 28 20 54 57
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 80,908
COMMITMENTS
25,835 32,303 796 28,496 35,368 55,127 68,467 25,781 12,441
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 2,202)
3,874 -3,561 796 -8,644 5,811 -3,974 3,046 6,176 -844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 39.9 1.0 35.2 43.7 68.1 84.6 31.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
19 14 2 8 17 29 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 73,822
COMMITMENTS
33,935 8,586 749 34,842 60,851 69,526 70,186 4,296 3,636
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 306)
6,502 -15,558 -481 -5,953 15,800 68 -239 238 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 11.6 1.0 47.2 82.4 94.2 95.1 5.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
37 21 3 17 19 55 42
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 151,959
COMMITMENTS
96,711 20,879 1,833 17,011 109,218 115,555 131,930 36,404 20,029
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -2,122)
-4,353 441 1,015 -174 -3,351 -3,512 -1,895 1,390 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.6 13.7 1.2 11.2 71.9 76.0 86.8 24.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
40 16 4 13 25 57 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 268,136
COMMITMENTS
62,344 85,881 2,901 153,868 150,125 219,113 238,907 49,023 29,229
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 16,029)
6,311 -12,110 372 2,994 27,708 9,677 15,970 6,352 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 32.0 1.1 57.4 56.0 81.7 89.1 18.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
40 37 12 27 22 75 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 223,733
COMMITMENTS
115,201 16,936 6,365 34,887 163,201 156,453 186,502 67,280 37,231
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 16,160)
7,829 -842 1,329 1,168 20,646 10,326 21,133 5,834 -4,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.5 7.6 2.8 15.6 72.9 69.9 83.4 30.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
71 26 22 28 32 106 73
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,768
COMMITMENTS
15,427 957 0 2,057 17,707 17,484 18,664 2,284 1,104
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 1,690)
1,745 198 0 -202 1,180 1,543 1,378 147 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.0 4.8 0.0 10.4 89.6 88.4 94.4 11.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 4 0 6 12 26 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,945,536
COMMITMENTS
1353328 637,978 1384283 7164882 7533620 9902493 9555881 1043043 1389655
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 382,148)
269,680 121,264 86,116 -24,218 166,415 331,578 373,795 50,570 8,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 5.8 12.6 65.5 68.8 90.5 87.3 9.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
64 58 83 152 172 260 276
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 696,094
COMMITMENTS
70,985 42,854 12,828 460,379 510,421 544,192 566,103 151,902 129,991
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 35,711)
4,753 479 6,289 25,491 25,931 36,533 32,699 -822 3,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 6.2 1.8 66.1 73.3 78.2 81.3 21.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
44 38 19 84 63 138 111
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,961,863
COMMITMENTS
479,055 393,720 49,338 1040194 1370522 1568587 1813580 393,276 148,283
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 153,063)
19,642 50,955 7,671 122,130 96,815 149,443 155,441 3,620 -2,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 20.1 2.5 53.0 69.9 80.0 92.4 20.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
90 64 42 90 85 205 167
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,021
COMMITMENTS
991 0 0 6,173 7,826 7,164 7,826 3,857 3,195
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 682)
-18 0 0 217 200 199 200 483 482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 0.0 0.0 56.0 71.0 65.0 71.0 35.0 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 0 0 16 11 18 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 87,506
COMMITMENTS
11,337 25,940 779 58,360 50,604 70,476 77,323 17,030 10,183
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 5,766)
965 -3,891 405 1,026 2,373 2,396 -1,113 3,370 6,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 29.6 0.9 66.7 57.8 80.5 88.4 19.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 7 4 35 33 48 43
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 71,300
COMMITMENTS
16,577 6,716 574 47,531 31,652 64,682 38,942 6,618 32,358
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -161)
425 -1,302 464 244 -1,008 1,133 -1,846 -1,294 1,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 9.4 0.8 66.7 44.4 90.7 54.6 9.3 45.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
25 15 5 31 26 60 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 532,332
COMMITMENTS
181,763 155,160 10,819 185,519 331,020 378,101 496,999 154,231 35,333
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 21,328)
12,875 -7,772 -1,418 806 18,115 12,263 8,925 9,065 12,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 29.1 2.0 34.9 62.2 71.0 93.4 29.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
92 45 19 64 55 167 108
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 129,455
COMMITMENTS
88,467 13,156 684 6,613 108,357 95,764 122,197 33,691 7,258
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 5,539)
-1,796 2,651 -144 5,011 4,851 3,071 7,358 2,468 -1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.3 10.2 0.5 5.1 83.7 74.0 94.4 26.0 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
42 8 1 7 19 50 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 42,390
COMMITMENTS
4,621 3,611 0 33,025 25,988 37,646 29,599 4,744 12,791
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 600)
860 -15 0 154 982 1,014 967 -414 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 8.5 0.0 77.9 61.3 88.8 69.8 11.2 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 10 0 25 25 29 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 424,809
COMMITMENTS
52,941 135,090 2,058 316,464 270,668 371,463 407,816 53,346 16,993
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 26,861)
-346 1,946 435 26,624 22,365 26,713 24,746 148 2,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 31.8 0.5 74.5 63.7 87.4 96.0 12.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
36 66 9 57 67 99 137
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,697
COMMITMENTS
8,928 17,567 1,684 27,344 23,886 37,956 43,137 15,741 10,560
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 5,855)
-268 12 1,424 1,446 1,757 2,602 3,193 3,253 2,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 32.7 3.1 50.9 44.5 70.7 80.3 29.3 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
19 25 7 22 26 47 52
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 54,531
COMMITMENTS
13,126 3,636 130 31,198 25,820 44,454 29,586 10,077 24,945
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 12,768)
-113 -326 117 11,135 10,824 11,139 10,615 1,629 2,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 6.7 0.2 57.2 47.3 81.5 54.3 18.5 45.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
15 6 4 25 19 40 29
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,873
COMMITMENTS
7,002 1,717 41 14,320 19,406 21,363 21,164 510 709
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -36)
-321 142 -145 278 3 -188 0 152 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 7.8 0.2 65.5 88.7 97.7 96.8 2.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 5 1 8 5 13 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 12/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 55,705
COMMITMENTS
5,149 10,433 3,180 32,212 36,293 40,541 49,906 15,164 5,799
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 2,614)
-1,050 -477 818 3,154 1,272 2,922 1,613 -308 1,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 18.7 5.7 57.8 65.2 72.8 89.6 27.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 11 8 30 34 40 49
Updated December 8, 2006