MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,565
COMMITMENTS
5,515 2,272 653 16,785 15,909 22,953 18,834 3,612 7,731
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 523)
-37 130 93 536 324 592 547 -69 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 8.6 2.5 63.2 59.9 86.4 70.9 13.6 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 7 8 26 20 41 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 183,044
COMMITMENTS
32,476 14,369 40,091 88,257 92,989 160,824 147,449 22,220 35,595
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -580)
825 -2,379 -517 -780 1,611 -472 -1,285 -108 705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 7.9 21.9 48.2 50.8 87.9 80.6 12.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
64 54 74 41 44 157 144
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 221,742
COMMITMENTS
54,879 30,048 43,694 100,839 96,056 199,412 169,798 22,330 51,944
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -21)
2,875 922 -4,004 -2 1,217 -1,131 -1,865 1,110 1,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 13.6 19.7 45.5 43.3 89.9 76.6 10.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
60 70 78 73 134 175 261
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,465
COMMITMENTS
2,386 2,991 895 2,084 1,446 5,365 5,332 2,100 2,133
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -26)
-1 17 -166 33 58 -134 -91 108 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 40.1 12.0 27.9 19.4 71.9 71.4 28.1 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
24 25 14 18 20 47 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,020
COMMITMENTS
6,581 7,667 4,129 11,953 5,117 22,663 16,913 6,357 12,107
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 1,576)
-107 -385 31 1,153 1,143 1,077 789 499 787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 26.4 14.2 41.2 17.6 78.1 58.3 21.9 41.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
21 38 28 39 36 83 89
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 165,716
COMMITMENTS
26,173 78,181 5,923 105,049 52,332 137,145 136,436 28,571 29,280
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 34,092)
1,616 7,145 4,267 27,425 21,206 33,308 32,618 784 1,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 47.2 3.6 63.4 31.6 82.8 82.3 17.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
19 29 8 30 20 55 54
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 92,840
COMMITMENTS
24,981 34,753 476 44,970 48,340 70,427 83,569 22,413 9,271
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 11,932)
-854 2,450 -320 16,474 12,972 15,300 15,102 -3,368 -3,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 37.4 0.5 48.4 52.1 75.9 90.0 24.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
22 15 4 11 17 36 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 108,850
COMMITMENTS
55,828 8,192 1,472 47,760 96,316 105,060 105,980 3,790 2,870
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 35,028)
21,893 -394 723 12,918 35,465 35,534 35,794 -506 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.3 7.5 1.4 43.9 88.5 96.5 97.4 3.5 2.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
40 19 3 19 21 61 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 181,580
COMMITMENTS
103,761 24,592 3,051 38,842 136,975 145,654 164,618 35,926 16,962
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 29,621)
7,050 3,713 1,218 21,831 27,757 30,099 32,688 -478 -3,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.1 13.5 1.7 21.4 75.4 80.2 90.7 19.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
41 19 6 14 24 61 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 276,919
COMMITMENTS
50,622 106,182 2,976 177,991 138,635 231,589 247,793 45,330 29,126
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 8,783)
-11,722 20,301 75 24,123 -11,490 12,476 8,886 -3,693 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 38.3 1.1 64.3 50.1 83.6 89.5 16.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
37 38 14 30 20 78 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 230,245
COMMITMENTS
112,188 15,505 5,889 46,473 175,717 164,550 197,111 65,695 33,134
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 6,512)
-3,013 -1,431 -476 11,586 12,516 8,097 10,609 -1,585 -4,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.7 6.7 2.6 20.2 76.3 71.5 85.6 28.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
64 19 16 30 30 98 61
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 22,265
COMMITMENTS
17,432 865 0 2,634 20,327 20,066 21,192 2,199 1,073
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 2,497)
2,005 -92 0 577 2,620 2,582 2,528 -85 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.3 3.9 0.0 11.8 91.3 90.1 95.2 9.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 3 0 5 13 25 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,842,598
COMMITMENTS
1106268 638,198 1402400 7264980 7508734 9773648 9549332 1068950 1293266
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -102,938)
-247,060 220 18,117 100,098 -24,886 -128,845 -6,549 25,907 -96,389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 5.9 12.9 67.0 69.3 90.1 88.1 9.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
66 57 91 150 175 266 283
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 774,937
COMMITMENTS
71,483 39,658 31,774 495,750 542,338 599,007 613,770 175,930 161,167
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 78,843)
498 -3,196 18,946 35,371 31,917 54,815 47,667 24,028 31,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 5.1 4.1 64.0 70.0 77.3 79.2 22.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
43 37 30 87 69 148 119
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,361,730
COMMITMENTS
511,473 408,126 80,374 1238051 1640685 1829898 2129185 531,832 232,545
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 399,867)
32,418 14,406 31,036 197,857 270,163 261,311 315,605 138,556 84,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 17.3 3.4 52.4 69.5 77.5 90.2 22.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
100 59 54 100 95 219 189
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,247
COMMITMENTS
1,136 267 204 6,024 8,745 7,364 9,216 4,883 3,031
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 1,226)
145 267 204 -149 919 200 1,390 1,026 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 2.2 1.7 49.2 71.4 60.1 75.3 39.9 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 2 1 16 13 19 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 101,824
COMMITMENTS
11,613 31,624 2,445 74,566 59,385 88,624 93,454 13,200 8,370
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 14,318)
276 5,684 1,666 16,206 8,781 18,148 16,131 -3,830 -1,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 31.1 2.4 73.2 58.3 87.0 91.8 13.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
13 8 8 35 37 52 51
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 86,261
COMMITMENTS
13,581 4,995 5,390 58,374 41,555 77,345 51,940 8,916 34,321
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 14,961)
-2,996 -1,721 4,816 10,843 9,903 12,663 12,998 2,298 1,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 5.8 6.2 67.7 48.2 89.7 60.2 10.3 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 13 9 38 35 66 53
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 607,635
COMMITMENTS
159,020 169,581 34,176 235,028 361,287 428,224 565,044 179,411 42,591
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 75,303)
-22,743 14,421 23,357 49,509 30,267 50,123 68,045 25,180 7,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 27.9 5.6 38.7 59.5 70.5 93.0 29.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
79 53 32 79 67 175 136
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 170,902
COMMITMENTS
92,025 11,111 4,583 40,752 145,481 137,360 161,175 33,542 9,727
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 41,447)
3,558 -2,045 3,899 34,139 37,124 41,596 38,978 -149 2,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.8 6.5 2.7 23.8 85.1 80.4 94.3 19.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
42 6 6 8 19 54 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 47,238
COMMITMENTS
4,655 3,699 854 36,430 28,919 41,939 33,472 5,299 13,766
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 4,848)
34 88 854 3,405 2,931 4,293 3,873 555 975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 7.8 1.8 77.1 61.2 88.8 70.9 11.2 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
4 10 2 32 27 37 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 465,913
COMMITMENTS
55,138 135,381 6,591 338,543 293,433 400,272 435,405 65,641 30,508
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 41,104)
2,197 291 4,533 22,079 22,765 28,809 27,589 12,295 13,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 29.1 1.4 72.7 63.0 85.9 93.5 14.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
36 62 26 61 69 113 142
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,278
COMMITMENTS
8,958 10,668 0 22,114 21,145 31,072 31,813 8,206 7,465
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -14,419)
30 -6,899 -1,684 -5,230 -2,741 -6,884 -11,324 -7,535 -3,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 27.2 0.0 56.3 53.8 79.1 81.0 20.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
15 22 0 15 20 30 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 27,950
COMMITMENTS
6,801 325 220 16,168 21,424 23,189 21,969 4,761 5,981
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -26,581)
-6,325 -3,311 90 -15,030 -4,396 -21,265 -7,617 -5,316 -18,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 1.2 0.8 57.8 76.7 83.0 78.6 17.0 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 1 1 16 8 31 10
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,907
COMMITMENTS
6,874 1,746 41 14,284 19,050 21,199 20,837 708 1,070
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 34)
-128 29 0 -36 -356 -164 -327 198 361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 8.0 0.2 65.2 87.0 96.8 95.1 3.2 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 5 1 9 4 13 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 12/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 56,131
COMMITMENTS
5,861 10,623 3,341 34,228 37,674 43,430 51,638 12,701 4,493
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 426)
712 190 161 2,016 1,381 2,889 1,732 -2,463 -1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 18.9 6.0 61.0 67.1 77.4 92.0 22.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 11 9 30 32 42 48
Updated December 15, 2006