MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 24,894
COMMITMENTS
5,284 1,512 274 14,605 14,823 20,163 16,609 4,731 8,285
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -3,825)
-1,030 -315 -331 -2,775 -2,595 -4,136 -3,241 311 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 6.1 1.1 58.7 59.5 81.0 66.7 19.0 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 5 7 20 17 35 27
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 170,646
COMMITMENTS
29,423 24,923 32,791 84,482 80,743 146,696 138,457 23,950 32,189
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -3,520)
783 4,261 -5,055 102 -2,776 -4,170 -3,570 650 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 14.6 19.2 49.5 47.3 86.0 81.1 14.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
58 75 73 30 40 136 160
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 255,284
COMMITMENTS
62,042 27,638 58,868 107,842 109,440 228,752 195,946 26,532 59,338
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 8,686)
2,330 2,208 -2,399 4,673 4,020 4,604 3,829 4,082 4,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 10.8 23.1 42.2 42.9 89.6 76.8 10.4 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
75 70 87 71 141 205 259
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,972
COMMITMENTS
2,066 2,453 461 1,406 1,531 3,933 4,445 2,039 1,527
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 177)
189 -435 158 -181 390 166 113 11 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 41.1 7.7 23.5 25.6 65.9 74.4 34.1 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 22 6 8 14 36 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,093
COMMITMENTS
7,344 8,166 2,730 12,196 5,441 22,270 16,337 5,823 11,756
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -35)
365 281 -573 39 -42 -169 -334 134 299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 29.1 9.7 43.4 19.4 79.3 58.2 20.7 41.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
25 33 24 41 37 88 80
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 155,922
COMMITMENTS
20,637 105,543 1,991 105,129 18,080 127,757 125,614 28,165 30,308
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 7,278)
-2,946 7,692 86 8,866 -657 6,006 7,121 1,272 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 67.7 1.3 67.4 11.6 81.9 80.6 18.1 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
19 38 2 21 16 41 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 80,925
COMMITMENTS
7,698 48,069 243 60,189 17,343 68,130 65,655 12,795 15,270
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 16,193)
-3,582 13,991 67 22,108 -1,193 18,593 12,865 -2,400 3,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 59.4 0.3 74.4 21.4 84.2 81.1 15.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 21 3 14 7 27 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 93,823
COMMITMENTS
52,580 24,714 714 36,564 65,379 89,858 90,807 3,965 3,016
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -22,070)
-30,670 9,337 214 8,887 -33,166 -21,569 -23,615 -501 1,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 26.3 0.8 39.0 69.7 95.8 96.8 4.2 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
36 22 3 21 15 58 39
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 132,731
COMMITMENTS
69,319 10,666 493 27,593 101,064 97,405 112,223 35,326 20,508
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -4,486)
-9,741 -3,237 103 5,334 -4,401 -4,304 -7,535 -182 3,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.2 8.0 0.4 20.8 76.1 73.4 84.5 26.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
28 10 3 18 15 48 26
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 287,999
COMMITMENTS
54,341 177,684 2,475 182,880 66,875 239,696 247,034 48,303 40,965
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 7,458)
-478 4,273 737 565 -28 824 4,982 6,634 2,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 61.7 0.9 63.5 23.2 83.2 85.8 16.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
29 56 7 25 17 59 75
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 183,293
COMMITMENTS
93,415 18,243 1,330 28,061 132,400 122,806 151,973 60,487 31,320
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -6,319)
-4,830 -2,546 182 1,555 -3,676 -3,093 -6,040 -3,226 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.0 10.0 0.7 15.3 72.2 67.0 82.9 33.0 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
59 24 12 29 27 92 59
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 20,440
COMMITMENTS
15,283 665 0 3,300 18,804 18,583 19,469 1,857 971
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -2,415)
-3,771 -37 0 1,406 -2,307 -2,365 -2,344 -50 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.8 3.3 0.0 16.1 92.0 90.9 95.2 9.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 2 0 9 9 26 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 54,532
COMMITMENTS
12,461 0 274 37,329 48,695 50,064 48,969 4,468 5,563
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 1,567)
2,342 -825 -354 867 1,531 2,855 352 -1,288 1,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 0.0 0.5 68.5 89.3 91.8 89.8 8.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 0 1 13 11 19 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,575,931
COMMITMENTS
484,901 706,945 1160314 7028087 6440170 8673302 8307429 902,629 1268502
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 12,110)
-62,578 79,052 -73,357 121,459 -18,679 -14,476 -12,984 26,586 25,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 7.4 12.1 73.4 67.3 90.6 86.8 9.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
58 56 87 139 158 241 265
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 635,738
COMMITMENTS
64,096 54,326 7,765 422,357 472,135 494,218 534,226 141,520 101,512
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 7,354)
1,960 752 102 4,873 8,772 6,935 9,626 419 -2,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 8.5 1.2 66.4 74.3 77.7 84.0 22.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
44 40 19 80 53 135 103
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,584,567
COMMITMENTS
330,127 232,355 30,582 909,919 1183521 1270628 1446458 313,939 138,109
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 66,203)
17,309 10,562 -287 62,906 46,007 79,928 56,282 -13,725 9,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 14.7 1.9 57.4 74.7 80.2 91.3 19.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
73 63 22 76 59 159 134
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,693
COMMITMENTS
1,277 0 0 3,658 5,734 4,935 5,734 2,758 1,959
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 215)
-12 0 0 279 365 267 365 -52 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 0.0 0.0 47.5 74.5 64.1 74.5 35.9 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 0 11 10 14 10
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 73,378
COMMITMENTS
10,140 34,985 530 52,262 34,435 62,932 69,950 10,446 3,428
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 1,349)
-180 -317 0 2,758 1,287 2,578 970 -1,229 379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 47.7 0.7 71.2 46.9 85.8 95.3 14.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 12 2 32 25 41 38
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 2,105
COMMITMENTS
1,225 1,331 0 825 674 2,050 2,005 55 100
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.2 63.2 0.0 39.2 32.0 97.4 95.2 2.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 6 0 4 6 9 12
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 45,101
COMMITMENTS
7,487 10,939 24 23,443 28,480 30,954 39,443 14,147 5,658
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 913)
1,068 1,069 11 -38 395 1,041 1,475 -128 -562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 24.3 0.1 52.0 63.1 68.6 87.5 31.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 16 4 24 20 39 39
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 338,155
COMMITMENTS
112,770 84,809 6,765 185,358 187,222 304,893 278,796 33,262 59,359
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -20,952)
-5,687 -28,827 644 -18,032 20,448 -23,075 -7,735 2,123 -13,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 25.1 2.0 54.8 55.4 90.2 82.4 9.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
79 54 14 56 44 145 102
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 116,268
COMMITMENTS
61,978 12,100 771 26,843 94,404 89,592 107,275 26,676 8,993
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -15,957)
-35,432 3,513 771 21,785 -21,260 -12,876 -16,976 -3,081 1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.3 10.4 0.7 23.1 81.2 77.1 92.3 22.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
35 9 2 13 13 49 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 26,959
COMMITMENTS
827 5,361 0 21,522 14,603 22,349 19,964 4,610 6,995
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 2,695)
489 1,650 0 1,502 1,321 1,991 2,971 704 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.1 19.9 0.0 79.8 54.2 82.9 74.1 17.1 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 11 0 23 21 25 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 353,394
COMMITMENTS
68,271 120,537 1,833 249,798 212,679 319,902 335,049 33,492 18,345
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 4,992)
374 -4,157 -126 -35 5,445 213 1,162 4,779 3,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 34.1 0.5 70.7 60.2 90.5 94.8 9.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
33 71 5 46 70 82 143
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,777
COMMITMENTS
11,027 10,780 10 24,073 25,087 35,110 35,877 8,667 7,900
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: -911)
-123 -477 0 -782 -292 -905 -769 -6 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 24.6 0.0 55.0 57.3 80.2 82.0 19.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
21 14 1 15 22 37 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,207
COMMITMENTS
6,546 2,293 542 20,317 25,807 27,405 28,642 8,802 7,565
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 925)
674 1,122 276 401 1,645 1,351 3,043 -426 -2,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 6.3 1.5 56.1 71.3 75.7 79.1 24.3 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 6 1 18 14 33 21
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,507
COMMITMENTS
6,177 2,810 70 15,727 18,840 21,974 21,720 533 787
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 423)
-405 463 29 745 129 369 621 54 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 12.5 0.3 69.9 83.7 97.6 96.5 2.4 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 9 2 9 3 15 14
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 01/09/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 42,287
COMMITMENTS
4,395 7,614 2,023 22,254 27,628 28,672 37,265 13,615 5,022
CHANGES FROM 01/03/07 (CHANGE IN OPEN INTEREST: 1,789)
-43 62 -15 421 622 363 669 1,426 1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 18.0 4.8 52.6 65.3 67.8 88.1 32.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 12 8 25 30 35 46
Updated January 12, 2007