MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 35,088
COMMITMENTS
2,060 2,535 6,007 22,335 17,168 30,402 25,710 4,687 9,378
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 632)
-181 234 218 800 318 837 770 -205 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 7.2 17.1 63.7 48.9 86.6 73.3 13.4 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 10 12 29 23 45 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 194,022
COMMITMENTS
31,895 11,777 46,983 92,005 97,711 170,882 156,471 23,139 37,550
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -918)
771 -1,927 -823 -960 1,277 -1,012 -1,473 95 555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 6.1 24.2 47.4 50.4 88.1 80.6 11.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
63 58 78 46 45 165 147
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 238,916
COMMITMENTS
56,249 24,023 54,519 103,892 102,725 214,660 181,267 24,255 57,648
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 1,212)
2,886 1,160 -3,403 881 1,520 364 -723 848 1,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 10.1 22.8 43.5 43.0 89.8 75.9 10.2 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
71 68 84 96 144 211 273
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 8,152
COMMITMENTS
2,279 3,003 1,300 2,256 1,645 5,835 5,948 2,317 2,203
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -32)
68 100 -242 24 67 -150 -75 118 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 36.8 15.9 27.7 20.2 71.6 73.0 28.4 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
24 27 18 18 21 50 61
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 31,351
COMMITMENTS
6,692 7,074 5,436 12,218 5,483 24,346 17,993 7,005 13,358
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 1,747)
-70 -220 61 1,201 1,048 1,192 889 555 857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 22.6 17.3 39.0 17.5 77.7 57.4 22.3 42.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
26 38 32 46 39 97 94
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 172,196
COMMITMENTS
26,345 78,181 8,732 106,139 53,983 141,215 140,895 30,981 31,301
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 30,859)
1,270 7,459 2,880 26,713 19,712 30,863 30,052 -4 807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 45.4 5.1 61.6 31.3 82.0 81.8 18.0 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
20 29 13 31 23 57 62
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 94,268
COMMITMENTS
24,918 34,731 1,163 45,197 48,596 71,278 84,490 22,991 9,778
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 10,844)
-985 2,580 -369 16,288 12,646 14,933 14,856 -4,089 -4,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 36.8 1.2 47.9 51.6 75.6 89.6 24.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
21 18 5 12 17 37 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 108,854
COMMITMENTS
55,828 8,192 1,472 47,760 96,316 105,060 105,980 3,794 2,874
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 35,026)
21,893 -389 718 12,918 35,465 35,529 35,794 -503 -768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED 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: 186,252
COMMITMENTS
103,279 23,942 5,851 39,599 137,607 148,728 167,400 37,524 18,852
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 26,951)
7,044 3,657 943 21,478 27,291 29,465 31,891 -2,514 -4,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 12.9 3.1 21.3 73.9 79.9 89.9 20.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
45 16 13 14 24 66 47
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 297,863
COMMITMENTS
49,610 106,243 7,602 191,983 153,268 249,195 267,112 48,668 30,751
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -20,431)
-9,333 20,644 -5,244 2,533 -33,255 -12,044 -17,855 -8,387 -2,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 35.7 2.6 64.5 51.5 83.7 89.7 16.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
36 42 23 30 23 81 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 264,789
COMMITMENTS
112,069 14,804 22,935 55,846 183,475 190,850 221,213 73,940 43,576
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -18,427)
-1,163 -2,620 -15,826 893 7,031 -16,096 -11,416 -2,331 -7,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 5.6 8.7 21.1 69.3 72.1 83.5 27.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
66 24 36 33 32 113 78
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 18,737,350
COMMITMENTS
866,636 551,025 6445745 10209553 10302818 17521934 17299587 1215416 1437763
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -580,418)
-227,403 11,639 -292,437 -41,502 -148,431 -561,343 -429,229 -19,076 -151,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 2.9 34.4 54.5 55.0 93.5 92.3 6.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
73 71 125 170 183 315 315
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 890,336
COMMITMENTS
77,529 39,246 96,559 521,473 568,556 695,561 704,361 194,775 185,975
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 80,968)
-1,390 -3,407 24,950 36,147 34,064 59,707 55,607 21,261 25,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 4.4 10.8 58.6 63.9 78.1 79.1 21.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
63 42 76 94 76 192 159
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 2,492,150
COMMITMENTS
506,404 398,082 180,315 1264696 1667725 1951414 2246122 540,736 246,028
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 413,220)
25,148 6,631 50,651 198,195 273,541 273,994 330,823 139,226 82,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 16.0 7.2 50.7 66.9 78.3 90.1 21.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
102 74 91 103 99 246 223
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 86,877
COMMITMENTS
13,635 4,969 5,601 58,516 41,719 77,752 52,289 9,126 34,589
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 14,284)
-3,155 -1,653 4,568 10,828 9,882 12,242 12,798 2,042 1,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 5.7 6.4 67.4 48.0 89.5 60.2 10.5 39.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
23 14 11 39 35 68 56
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 613,021
COMMITMENTS
158,779 170,189 37,172 237,107 362,563 433,058 569,924 179,964 43,097
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 75,557)
-22,835 14,503 23,660 49,485 30,293 50,310 68,457 25,247 7,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 27.8 6.1 38.7 59.1 70.6 93.0 29.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
80 52 35 79 68 176 139
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 171,329
COMMITMENTS
92,025 11,138 4,613 40,752 145,481 137,390 161,232 33,939 10,097
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 40,937)
3,558 -2,153 3,858 34,139 37,124 41,555 38,829 -618 2,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 6.5 2.7 23.8 84.9 80.2 94.1 19.8 5.9
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
OPTION AND FUTURES COMBINED 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: 47,258
COMMITMENTS
4,655 3,700 854 36,431 28,919 41,940 33,473 5,318 13,785
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 4,847)
34 88 854 3,405 2,931 4,293 3,873 554 974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 7.8 1.8 77.1 61.2 88.7 70.8 11.3 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
4 11 2 32 27 37 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 477,420
COMMITMENTS
54,429 135,095 15,113 340,961 295,574 410,503 445,783 66,917 31,637
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: 39,404)
2,132 639 3,054 21,684 22,770 26,870 26,462 12,534 12,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 28.3 3.2 71.4 61.9 86.0 93.4 14.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
58 76 65 61 71 154 178
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 39,300
COMMITMENTS
8,972 10,668 1 22,120 21,163 31,093 31,832 8,208 7,469
CHANGES FROM 12/05/06 (CHANGE IN OPEN INTEREST: -15,107)
608 -6,900 -2,256 -5,925 -2,733 -7,574 -11,889 -7,533 -3,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 27.1 0.0 56.3 53.8 79.1 81.0 20.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
20 22 2 16 21 36 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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