MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,719
COMMITMENTS
6,314 1,827 605 17,380 17,418 24,299 19,850 4,420 8,869
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 574)
186 -95 -20 17 568 183 453 391 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 6.4 2.1 60.5 60.6 84.6 69.1 15.4 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 7 12 25 20 42 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 174,166
COMMITMENTS
28,640 20,662 37,846 84,380 83,519 150,866 142,027 23,300 32,139
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -225)
-516 4,716 336 -401 -6,456 -581 -1,404 356 1,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 11.9 21.7 48.4 48.0 86.6 81.5 13.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
53 62 75 34 40 137 154
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 246,598
COMMITMENTS
59,712 25,430 61,267 103,169 105,420 224,148 192,117 22,450 54,481
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 17,394)
2,128 -3,125 11,836 2,140 6,811 16,104 15,522 1,290 1,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 10.3 24.8 41.8 42.7 90.9 77.9 9.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
76 65 81 63 134 188 248
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,795
COMMITMENTS
1,877 2,888 303 1,587 1,141 3,767 4,332 2,028 1,463
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -739)
-254 -306 21 -238 -126 -471 -411 -268 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 49.8 5.2 27.4 19.7 65.0 74.8 35.0 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
17 24 6 9 12 32 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,128
COMMITMENTS
6,979 7,885 3,303 12,157 5,483 22,439 16,671 5,689 11,457
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 883)
92 132 509 480 511 1,081 1,152 -198 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 28.0 11.7 43.2 19.5 79.8 59.3 20.2 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
26 33 30 39 36 88 85
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 148,644
COMMITMENTS
23,583 97,851 1,905 96,263 18,737 121,751 118,493 26,893 30,151
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 11,681)
2,104 10,078 112 6,625 -227 8,841 9,963 2,840 1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 65.8 1.3 64.8 12.6 81.9 79.7 18.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
18 35 3 22 15 41 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 64,732
COMMITMENTS
11,280 34,078 176 38,081 18,536 49,537 52,790 15,195 11,942
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 7,682)
-6,334 4,179 161 15,569 2,967 9,396 7,307 -1,714 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 52.6 0.3 58.8 28.6 76.5 81.6 23.5 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 16 3 13 9 29 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 115,893
COMMITMENTS
83,250 15,377 500 27,677 98,545 111,427 114,422 4,466 1,471
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 20,372)
20,494 7,402 -36 -710 13,324 19,748 20,690 624 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.8 13.3 0.4 23.9 85.0 96.1 98.7 3.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
56 15 1 14 18 71 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 137,217
COMMITMENTS
79,060 13,903 390 22,259 105,465 101,709 119,758 35,508 17,459
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -3,072)
-7,176 1,511 388 1,535 -9,134 -5,253 -7,235 2,181 4,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.6 10.1 0.3 16.2 76.9 74.1 87.3 25.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
30 16 2 14 18 46 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 280,541
COMMITMENTS
54,819 173,411 1,738 182,315 66,903 238,872 242,052 41,669 38,489
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 17,777)
-810 12,868 81 17,285 1,475 16,556 14,424 1,221 3,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 61.8 0.6 65.0 23.8 85.1 86.3 14.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
31 55 6 25 18 59 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 189,612
COMMITMENTS
98,245 20,789 1,148 26,506 136,076 125,899 158,013 63,713 31,599
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 2,857)
-2,714 -200 -640 4,107 -2,288 753 -3,128 2,104 5,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.8 11.0 0.6 14.0 71.8 66.4 83.3 33.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
64 27 12 27 23 94 59
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 22,855
COMMITMENTS
19,054 702 0 1,894 21,111 20,948 21,813 1,907 1,042
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 894)
704 -59 0 109 543 813 484 81 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.4 3.1 0.0 8.3 92.4 91.7 95.4 8.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
20 2 0 7 12 27 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 52,965
COMMITMENTS
10,119 825 628 36,462 47,164 47,209 48,617 5,756 4,348
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 1.6 1.2 68.8 89.0 89.1 91.8 10.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 1 12 11 17 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,563,821
COMMITMENTS
547,479 627,893 1233671 6906628 6458849 8687778 8320413 876,043 1243408
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 260,863)
-21,180 115,094 77,384 260,475 79,166 316,679 271,644 -55,816 -10,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 6.6 12.9 72.2 67.5 90.8 87.0 9.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
60 48 82 133 153 233 251
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 628,384
COMMITMENTS
62,136 53,574 7,663 417,484 463,363 487,283 524,600 141,101 103,784
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 1,406)
-944 663 952 -997 583 -989 2,198 2,395 -792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 8.5 1.2 66.4 73.7 77.5 83.5 22.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
44 36 20 79 51 135 97
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,518,364
COMMITMENTS
312,818 221,793 30,869 847,013 1137514 1190700 1390176 327,664 128,188
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 28,758)
13,941 5,220 3,927 -14,387 3,499 3,481 12,646 25,277 16,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 14.6 2.0 55.8 74.9 78.4 91.6 21.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
75 60 22 72 65 156 138
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,478
COMMITMENTS
1,289 0 0 3,379 5,369 4,668 5,369 2,810 2,109
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 0.0 0.0 45.2 71.8 62.4 71.8 37.6 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 0 0 10 9 13 9
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 72,029
COMMITMENTS
10,320 35,302 530 49,504 33,148 60,354 68,980 11,675 3,049
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -10)
-2,434 -95 156 1,648 -872 -630 -811 620 801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 49.0 0.7 68.7 46.0 83.8 95.8 16.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
8 9 2 33 28 43 38
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 44,188
COMMITMENTS
6,419 9,870 13 23,481 28,085 29,913 37,968 14,275 6,220
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -696)
-1,256 -1,248 -8 -367 -84 -1,631 -1,340 935 644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 22.3 0.0 53.1 63.6 67.7 85.9 32.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
13 13 2 25 20 40 34
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 359,107
COMMITMENTS
118,457 113,636 6,121 203,390 166,774 327,968 286,531 31,139 72,576
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 38,208)
2,996 14,513 -473 36,231 -1,111 38,754 12,929 -546 25,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 31.6 1.7 56.6 46.4 91.3 79.8 8.7 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
71 60 15 59 44 138 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 132,225
COMMITMENTS
97,410 8,587 0 5,058 115,664 102,468 124,251 29,757 7,974
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 3,493)
5,359 1,571 0 -2,382 142 2,977 1,713 516 1,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.7 6.5 0.0 3.8 87.5 77.5 94.0 22.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
44 8 0 6 14 50 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 24,264
COMMITMENTS
338 3,711 0 20,020 13,282 20,358 16,993 3,906 7,271
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 184)
18 76 0 -64 52 -46 128 230 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 15.3 0.0 82.5 54.7 83.9 70.0 16.1 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 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 348,402
COMMITMENTS
67,897 124,694 1,959 249,833 207,234 319,689 333,887 28,713 14,515
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: -485)
-1,213 5,596 6 1,603 -5,957 396 -355 -881 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 35.8 0.6 71.7 59.5 91.8 95.8 8.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
33 70 4 47 68 82 140
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,688
COMMITMENTS
11,150 11,257 10 24,855 25,379 36,015 36,646 8,673 8,042
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 2,824)
1,139 384 10 1,176 894 2,325 1,288 499 1,536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 25.2 0.0 55.6 56.8 80.6 82.0 19.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
19 17 1 16 23 36 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,282
COMMITMENTS
5,872 1,171 266 19,916 24,162 26,054 25,599 9,228 9,683
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 2,869)
-1,792 -454 -141 -635 439 -2,568 -156 5,437 3,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 3.3 0.8 56.4 68.5 73.8 72.6 26.2 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 4 1 19 11 33 15
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,084
COMMITMENTS
6,582 2,347 41 14,982 18,711 21,605 21,099 479 985
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 126)
2 501 0 15 -209 17 292 109 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 10.6 0.2 67.8 84.7 97.8 95.5 2.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 1 9 3 15 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 01/03/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 40,498
COMMITMENTS
4,438 7,552 2,038 21,833 27,006 28,309 36,596 12,189 3,902
CHANGES FROM 12/26/06 (CHANGE IN OPEN INTEREST: 403)
175 461 -55 -426 423 -306 829 709 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 18.6 5.0 53.9 66.7 69.9 90.4 30.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 11 8 24 28 34 44
Updated January 8, 2007