MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,145
COMMITMENTS
6,128 1,922 625 17,363 16,850 24,116 19,397 4,029 8,748
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 331)
35 -459 51 -53 98 33 -310 298 641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 6.8 2.2 61.7 59.9 85.7 68.9 14.3 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 7 10 26 20 42 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 174,391
COMMITMENTS
29,156 15,946 37,510 84,781 89,975 151,447 143,431 22,944 30,960
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -491)
-1,230 1,464 1,413 -497 -2,256 -314 621 -177 -1,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 9.1 21.5 48.6 51.6 86.8 82.2 13.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
48 58 72 36 45 138 152
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 229,204
COMMITMENTS
57,584 28,555 49,431 101,029 98,609 208,044 176,595 21,160 52,609
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 6,178)
1,334 307 5,520 -386 -272 6,468 5,555 -290 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 12.5 21.6 44.1 43.0 90.8 77.0 9.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
64 71 83 70 133 182 257
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,534
COMMITMENTS
2,131 3,194 282 1,825 1,267 4,238 4,743 2,296 1,791
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -173)
43 60 -126 -270 -66 -353 -132 180 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 48.9 4.3 27.9 19.4 64.9 72.6 35.1 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 27 7 15 16 39 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,245
COMMITMENTS
6,887 7,753 2,794 11,677 4,972 21,358 15,519 5,887 11,726
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -1,042)
84 -85 -1,311 160 164 -1,067 -1,232 25 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 28.5 10.3 42.9 18.2 78.4 57.0 21.6 43.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
21 34 22 38 31 78 76
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 136,963
COMMITMENTS
21,479 87,773 1,793 89,638 18,964 112,910 108,530 24,053 28,433
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -46,369)
-5,707 3,195 -554 -28,503 -45,099 -34,764 -42,458 -11,605 -3,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 64.1 1.3 65.4 13.8 82.4 79.2 17.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
15 30 3 22 16 39 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 57,050
COMMITMENTS
17,614 29,899 15 22,512 15,569 40,141 45,483 16,909 11,567
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 2,398)
-701 746 15 5,850 -1,109 5,164 -348 -2,766 2,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 52.4 0.0 39.5 27.3 70.4 79.7 29.6 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
17 15 1 12 6 29 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 95,521
COMMITMENTS
62,756 7,975 536 28,387 85,221 91,679 93,732 3,842 1,789
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 14,707)
-7,022 -1,800 536 21,935 39,979 15,449 38,715 -742 -24,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.7 8.3 0.6 29.7 89.2 96.0 98.1 4.0 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
51 12 2 15 16 67 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 140,289
COMMITMENTS
86,236 12,392 2 20,724 114,599 106,962 126,993 33,327 13,296
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -9,511)
-12,198 -444 -340 2,528 -6,534 -10,010 -7,318 499 -2,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.5 8.8 0.0 14.8 81.7 76.2 90.5 23.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
38 15 1 13 18 52 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 262,764
COMMITMENTS
55,629 160,543 1,657 165,030 65,428 222,316 227,628 40,448 35,136
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 23,722)
6,679 19,074 599 13,888 2,084 21,166 21,757 2,556 1,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 61.1 0.6 62.8 24.9 84.6 86.6 15.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
33 48 6 23 13 60 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 186,755
COMMITMENTS
100,959 20,989 1,788 22,399 138,364 125,146 161,141 61,609 25,614
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -7,324)
-10,034 1,966 267 3,392 -5,642 -6,375 -3,409 -949 -3,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.1 11.2 1.0 12.0 74.1 67.0 86.3 33.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
61 24 13 24 22 89 56
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 21,961
COMMITMENTS
18,350 761 0 1,785 20,568 20,135 21,329 1,826 632
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -479)
-779 -479 0 95 -90 -684 -569 205 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.6 3.5 0.0 8.1 93.7 91.7 97.1 8.3 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
20 2 0 6 12 26 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,302,958
COMMITMENTS
568,659 512,799 1156287 6646153 6379683 8371099 8048769 931,859 1254189
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -20,766)
9,998 6,939 -30,050 19,132 -628 -920 -23,739 -19,846 2,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 5.5 12.4 71.4 68.6 90.0 86.5 10.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
54 47 83 130 148 229 243
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 626,978
COMMITMENTS
63,080 52,911 6,711 418,481 462,780 488,272 522,402 138,706 104,576
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -1,504)
-3,411 -441 -329 2,209 -216 -1,531 -986 27 -518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 8.4 1.1 66.7 73.8 77.9 83.3 22.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
43 35 20 75 55 130 100
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,489,606
COMMITMENTS
298,877 216,573 26,942 861,400 1134015 1187219 1377530 302,387 112,076
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -15,330)
-49,876 -21,378 -962 17,499 20,764 -33,339 -1,576 18,009 -13,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 14.5 1.8 57.8 76.1 79.7 92.5 20.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
73 56 26 72 66 156 137
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 72,039
COMMITMENTS
12,754 35,397 374 47,856 34,020 60,984 69,791 11,055 2,248
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 2,075)
758 1,741 0 482 851 1,240 2,592 835 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 49.1 0.5 66.4 47.2 84.7 96.9 15.3 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 9 2 32 29 45 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,884
COMMITMENTS
7,675 11,118 21 23,848 28,169 31,544 39,308 13,340 5,576
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -1,674)
-2,529 -62 0 -1,363 -599 -3,892 -661 2,218 -1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 24.8 0.0 53.1 62.8 70.3 87.6 29.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
12 13 3 26 22 40 37
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 320,899
COMMITMENTS
115,461 99,123 6,594 167,159 167,885 289,214 273,602 31,685 47,297
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 9,690)
-24,398 15,467 -1,069 33,535 -13,681 8,068 717 1,622 8,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 30.9 2.1 52.1 52.3 90.1 85.3 9.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
65 52 12 55 43 126 101
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 128,732
COMMITMENTS
92,051 7,016 0 7,440 115,522 99,491 122,538 29,241 6,194
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -1,202)
-3,492 373 -138 3,563 -1,941 -67 -1,706 -1,135 504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.5 5.5 0.0 5.8 89.7 77.3 95.2 22.7 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
40 5 0 6 15 46 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 24,080
COMMITMENTS
320 3,635 0 20,084 13,230 20,404 16,865 3,676 7,215
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 756)
2 -18 0 1,082 1,021 1,084 1,003 -328 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 15.1 0.0 83.4 54.9 84.7 70.0 15.3 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
1 10 0 22 21 23 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 348,887
COMMITMENTS
69,110 119,098 1,953 248,230 213,191 319,293 334,242 29,594 14,645
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 6,178)
5,656 177 -201 2,152 5,277 7,607 5,253 -1,429 925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 34.1 0.6 71.1 61.1 91.5 95.8 8.5 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
35 64 5 43 65 81 131
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,864
COMMITMENTS
10,011 10,873 0 23,679 24,485 33,690 35,358 8,174 6,506
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -114)
-41 631 0 730 925 689 1,556 -803 -1,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 26.0 0.0 56.6 58.5 80.5 84.5 19.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
17 19 0 16 22 33 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 32,413
COMMITMENTS
7,664 1,625 407 20,551 23,723 28,622 25,755 3,791 6,658
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -968)
500 -273 43 11 -19 554 -249 -1,522 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 5.0 1.3 63.4 73.2 88.3 79.5 11.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
17 4 2 20 12 38 17
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,958
COMMITMENTS
6,580 1,846 41 14,967 18,920 21,588 20,807 370 1,151
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 750)
140 191 0 688 260 828 451 -78 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 8.4 0.2 68.2 86.2 98.3 94.8 1.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 6 1 10 4 16 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 12/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 40,095
COMMITMENTS
4,263 7,091 2,093 22,259 26,583 28,615 35,767 11,480 4,328
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 1,054)
5 690 -2 1,004 1,124 1,007 1,812 47 -758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 17.7 5.2 55.5 66.3 71.4 89.2 28.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 11 8 24 28 34 44
Updated December 29, 2006