MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 34,456
COMMITMENTS
2,241 2,301 5,788 21,535 16,850 29,564 24,940 4,892 9,516
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -3,628)
170 57 -319 -2,890 -1,274 -3,038 -1,536 -590 -2,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 6.7 16.8 62.5 48.9 85.8 72.4 14.2 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
11 8 13 28 22 45 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 194,939
COMMITMENTS
31,124 13,704 47,806 92,965 96,435 171,895 157,944 23,045 36,995
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -219)
-1,310 -500 1,062 -100 453 -347 1,016 128 -1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 7.0 24.5 47.7 49.5 88.2 81.0 11.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
69 53 82 45 46 168 151
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 237,704
COMMITMENTS
53,363 22,863 57,922 103,011 101,205 214,297 181,990 23,407 55,713
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -7,268)
3,953 1,594 -7,182 -4,651 -2,734 -7,880 -8,321 612 1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 9.6 24.4 43.3 42.6 90.2 76.6 9.8 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
74 65 80 89 140 205 261
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 8,183
COMMITMENTS
2,211 2,903 1,542 2,232 1,579 5,985 6,024 2,198 2,159
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 1,300)
29 413 551 347 73 926 1,037 374 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 35.5 18.8 27.3 19.3 73.1 73.6 26.9 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
23 26 18 16 22 49 60
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 29,604
COMMITMENTS
6,762 7,294 5,375 11,018 4,434 23,155 17,103 6,450 12,501
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 1,207)
230 312 -57 838 976 1,011 1,230 196 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 24.6 18.2 37.2 15.0 78.2 57.8 21.8 42.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
20 38 27 41 30 86 79
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 141,337
COMMITMENTS
25,075 70,722 5,852 79,426 34,270 110,352 110,843 30,985 30,494
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 9,958)
-1,586 3,741 1,048 8,941 1,828 8,402 6,617 1,556 3,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 50.0 4.1 56.2 24.2 78.1 78.4 21.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
22 36 13 29 23 58 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 83,424
COMMITMENTS
25,903 32,152 1,532 28,909 35,950 56,345 69,634 27,080 13,790
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 2,562)
3,701 -3,660 1,022 -8,546 5,877 -3,823 3,239 6,385 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 38.5 1.8 34.7 43.1 67.5 83.5 32.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 15 2 9 17 30 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 73,827
COMMITMENTS
33,935 8,581 754 34,842 60,851 69,531 70,186 4,296 3,641
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 304)
6,502 -15,563 -476 -5,954 15,800 72 -239 232 543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED 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: 159,301
COMMITMENTS
96,235 20,285 4,908 18,121 110,316 119,264 135,509 40,037 23,792
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: -1,409)
-4,817 1,025 1,570 290 -3,088 -2,957 -494 1,549 -915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.4 12.7 3.1 11.4 69.2 74.9 85.1 25.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
42 15 8 13 25 59 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 318,294
COMMITMENTS
58,944 85,599 12,846 189,450 186,522 261,239 284,967 57,055 33,327
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 18,500)
5,972 -12,013 1,715 3,408 28,546 11,095 18,249 7,405 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 26.9 4.0 59.5 58.6 82.1 89.5 17.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
44 40 24 27 26 82 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 283,216
COMMITMENTS
113,232 17,424 38,761 54,952 176,444 206,946 232,629 76,271 50,587
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 25,790)
8,642 737 4,500 6,411 24,718 19,553 29,955 6,237 -4,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 6.2 13.7 19.4 62.3 73.1 82.1 26.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
73 36 52 36 33 129 101
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 19,317,768
COMMITMENTS
1094039 539,385 6738182 10251056 10451249 18083277 17728816 1234492 1588952
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 1,254,053)
222,500 8,284 682,812 263,195 504,863 1168507 1195959 85,546 58,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.8 34.9 53.1 54.1 93.6 91.8 6.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
67 73 116 169 180 304 307
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 809,368
COMMITMENTS
78,918 42,653 71,610 485,326 534,492 635,854 648,754 173,514 160,614
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 57,610)
9,029 384 12,510 33,777 31,938 55,317 44,833 2,293 12,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 5.3 8.8 60.0 66.0 78.6 80.2 21.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
57 47 68 88 71 183 148
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 2,078,930
COMMITMENTS
481,256 391,451 129,664 1066501 1394184 1677421 1915299 401,510 163,632
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 175,663)
26,714 58,021 15,954 133,144 100,231 175,812 174,206 -150 1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 18.8 6.2 51.3 67.1 80.7 92.1 19.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
91 77 83 93 88 232 201
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 72,594
COMMITMENTS
16,790 6,621 1,033 47,687 31,837 65,510 39,491 7,083 33,103
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 92)
499 -1,334 555 252 -1,000 1,307 -1,779 -1,215 1,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 9.1 1.4 65.7 43.9 90.2 54.4 9.8 45.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
26 16 8 31 26 61 47
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 537,465
COMMITMENTS
181,614 155,686 13,511 187,622 332,270 382,748 501,468 154,717 35,997
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 22,328)
12,762 -7,938 -639 1,123 18,354 13,247 9,777 9,082 12,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 29.0 2.5 34.9 61.8 71.2 93.3 28.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
92 45 25 64 56 170 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 130,393
COMMITMENTS
88,467 13,291 755 6,613 108,357 95,835 122,404 34,558 7,989
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 5,617)
-1,796 2,703 -158 5,011 4,851 3,057 7,395 2,561 -1,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.8 10.2 0.6 5.1 83.1 73.5 93.9 26.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
42 8 2 7 19 51 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED 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: 42,410
COMMITMENTS
4,621 3,612 0 33,026 25,988 37,647 29,600 4,763 12,811
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 601)
860 -15 0 154 982 1,014 967 -414 -367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 56)
4 11 0 25 25 29 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 438,016
COMMITMENTS
52,297 134,456 12,060 319,276 272,804 383,633 419,320 54,383 18,696
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 29,805)
-796 1,127 3,205 27,490 22,591 29,899 26,923 -94 2,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 30.7 2.8 72.9 62.3 87.6 95.7 12.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
44 91 48 58 69 141 170
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 54,408
COMMITMENTS
8,365 17,568 2,257 28,045 23,896 38,667 43,721 15,741 10,687
CHANGES FROM 11/28/06 (CHANGE IN OPEN INTEREST: 5,854)
-269 12 1,424 1,446 1,757 2,601 3,193 3,253 2,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 32.3 4.1 51.5 43.9 71.1 80.4 28.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 27 12 22 27 49 58
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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