MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 36,631
COMMITMENTS
2,669 1,982 5,981 22,826 18,045 31,476 26,008 5,156 10,624
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 331)
150 -541 -44 -71 123 36 -461 295 793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 5.4 16.3 62.3 49.3 85.9 71.0 14.1 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 6 13 29 23 46 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 180,670
COMMITMENTS
29,351 14,939 40,852 86,634 92,340 156,837 148,131 23,832 32,539
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 278)
-1,117 1,564 1,714 -216 -1,964 382 1,315 -103 -1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 8.3 22.6 48.0 51.1 86.8 82.0 13.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
54 53 77 41 46 146 155
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 246,338
COMMITMENTS
58,612 22,605 60,171 104,642 105,298 223,425 188,074 22,913 58,265
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 6,251)
1,214 667 5,341 5 -413 6,560 5,595 -309 656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 9.2 24.4 42.5 42.7 90.7 76.3 9.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
82 64 90 90 143 216 270
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 7,236
COMMITMENTS
1,858 3,121 793 2,002 1,446 4,653 5,360 2,583 1,876
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -219)
12 64 -180 -307 -79 -474 -196 255 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 43.1 11.0 27.7 20.0 64.3 74.1 35.7 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
19 27 11 15 17 42 48
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 29,800
COMMITMENTS
7,003 7,087 4,299 11,964 5,348 23,267 16,734 6,533 13,066
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -840)
101 -31 -1,213 214 106 -899 -1,139 59 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 23.8 14.4 40.1 17.9 78.1 56.2 21.9 43.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
29 31 24 44 35 89 82
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 145,139
COMMITMENTS
22,011 87,774 4,795 90,865 21,585 117,670 114,154 27,469 30,985
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -45,142)
-5,221 3,193 -652 -28,550 -44,271 -34,423 -41,730 -10,719 -3,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 60.5 3.3 62.6 14.9 81.1 78.7 18.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
15 31 8 23 20 41 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 58,874
COMMITMENTS
17,586 29,971 706 22,928 16,028 41,221 46,705 17,653 12,169
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 2,484)
-672 790 -1 5,887 -1,016 5,215 -226 -2,731 2,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 50.9 1.2 38.9 27.2 70.0 79.3 30.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 18 3 12 8 30 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 95,525
COMMITMENTS
62,756 7,975 536 28,387 85,221 91,679 93,732 3,846 1,793
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 TRADER
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
OPTION AND FUTURES COMBINED 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: 145,282
COMMITMENTS
85,728 11,386 3,353 21,750 115,900 110,832 130,639 34,450 14,643
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -9,256)
-12,216 -773 205 2,530 -6,163 -9,481 -6,731 225 -2,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 7.8 2.3 15.0 79.8 76.3 89.9 23.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
39 15 10 14 19 59 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 271,683
COMMITMENTS
55,279 160,709 5,998 167,366 68,376 228,643 235,084 43,041 36,600
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 24,336)
6,541 19,255 937 14,214 2,018 21,691 22,210 2,645 2,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 59.2 2.2 61.6 25.2 84.2 86.5 15.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
32 53 18 24 16 67 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 216,185
COMMITMENTS
100,199 20,796 18,825 29,805 145,621 148,829 185,242 67,356 30,942
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -10,409)
-10,679 2,513 -1,224 2,425 -6,316 -9,478 -5,028 -931 -5,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 9.6 8.7 13.8 67.4 68.8 85.7 31.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
64 32 40 30 26 114 78
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 14,012,970
COMMITMENTS
504,862 487,726 3821163 8642328 8338599 12968352 12647487 1044618 1365483
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 122,961)
1,247 -7,211 44,843 98,001 72,974 144,091 110,607 -21,130 12,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 3.5 27.3 61.7 59.5 92.5 90.3 7.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
60 61 107 154 161 274 279
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 693,766
COMMITMENTS
63,886 51,360 45,465 434,209 475,475 543,559 572,299 150,207 121,467
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -2,279)
-4,050 941 2,874 965 -981 -211 2,835 -2,068 -5,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 7.4 6.6 62.6 68.5 78.3 82.5 21.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
42 56 68 83 64 176 140
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 1,564,547
COMMITMENTS
298,854 213,397 82,848 874,612 1147323 1256314 1443567 308,233 120,980
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -467)
-49,876 -20,639 10,004 19,954 22,682 -19,918 12,047 19,451 -12,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 13.6 5.3 55.9 73.3 80.3 92.3 19.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
76 75 68 76 68 192 171
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 45,214
COMMITMENTS
7,676 11,156 127 23,872 28,196 31,675 39,479 13,540 5,736
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -1,674)
-2,529 -7 -20 -1,374 -599 -3,923 -626 2,248 -1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 24.7 0.3 52.8 62.4 70.1 87.3 29.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
13 15 4 27 23 42 40
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 323,802
COMMITMENTS
115,436 99,384 8,496 167,881 168,304 291,813 276,184 31,989 47,618
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 9,969)
-23,748 16,384 -1,699 33,662 -13,666 8,215 1,019 1,754 8,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 30.7 2.6 51.8 52.0 90.1 85.3 9.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
65 52 16 56 43 128 104
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 129,194
COMMITMENTS
92,051 7,042 32 7,440 115,522 99,523 122,597 29,671 6,598
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -1,162)
-3,492 373 -138 3,563 -1,941 -67 -1,706 -1,095 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.3 5.5 0.0 5.8 89.4 77.0 94.9 23.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
40 5 1 6 15 47 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED 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: 24,086
COMMITMENTS
320 3,636 0 20,085 13,230 20,405 16,866 3,681 7,220
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 TRADER
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: 49)
1 11 0 22 21 23 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 355,662
COMMITMENTS
68,699 118,223 6,965 249,869 214,621 325,532 339,809 30,130 15,853
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: 6,817)
6,048 449 -66 2,378 5,222 8,360 5,605 -1,543 1,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 33.2 2.0 70.3 60.3 91.5 95.5 8.5 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
44 93 49 44 67 129 168
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 41,876
COMMITMENTS
10,019 10,873 1 23,683 24,497 33,702 35,370 8,174 6,506
CHANGES FROM 12/19/06 (CHANGE IN OPEN INTEREST: -114)
-41 631 0 730 924 689 1,556 -803 -1,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 76)
21 20 2 17 23 39 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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