MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,900
COMMITMENTS
5,653 1,509 306 15,548 15,702 21,507 17,517 4,393 8,383
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,006)
369 -3 32 943 879 1,344 908 -338 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 5.8 1.2 60.0 60.6 83.0 67.6 17.0 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 5 7 22 18 37 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 172,956
COMMITMENTS
33,705 23,983 37,081 77,653 80,164 148,439 141,228 24,517 31,728
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,310)
4,282 -940 4,290 -6,829 -579 1,743 2,771 567 -461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 13.9 21.4 44.9 46.3 85.8 81.7 14.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
65 69 80 32 42 145 163
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 261,503
COMMITMENTS
64,640 30,934 60,508 111,312 109,613 236,460 201,055 25,043 60,448
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 6,219)
2,598 3,296 1,640 3,470 173 7,708 5,109 -1,489 1,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 11.8 23.1 42.6 41.9 90.4 76.9 9.6 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
79 74 97 70 138 221 268
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,921
COMMITMENTS
1,997 2,434 598 1,509 1,104 4,104 4,136 1,817 1,785
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -51)
-69 -19 137 103 -427 171 -309 -222 258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 41.1 10.1 25.5 18.6 69.3 69.9 30.7 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
20 22 8 7 12 30 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,384
COMMITMENTS
7,722 8,324 2,652 12,681 5,654 23,055 16,630 6,329 12,754
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,291)
378 158 -78 485 213 785 293 506 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 28.3 9.0 43.2 19.2 78.5 56.6 21.5 43.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
28 41 25 40 35 87 88
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 152,438
COMMITMENTS
22,030 100,997 2,061 99,999 20,027 124,090 123,085 28,348 29,353
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -3,484)
1,393 -4,546 70 -5,130 1,947 -3,667 -2,529 183 -955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 66.3 1.4 65.6 13.1 81.4 80.7 18.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
20 45 2 19 19 40 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 83,803
COMMITMENTS
6,476 48,724 36 65,958 14,769 72,470 63,529 11,333 20,274
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,878)
-1,222 655 -207 5,769 -2,574 4,340 -2,126 -1,462 5,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 58.1 0.0 78.7 17.6 86.5 75.8 13.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 22 1 13 8 22 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 90,751
COMMITMENTS
49,620 23,120 708 36,195 64,018 86,523 87,846 4,228 2,905
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -3,072)
-2,960 -1,594 -6 -369 -1,361 -3,335 -2,961 263 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.7 25.5 0.8 39.9 70.5 95.3 96.8 4.7 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
32 23 2 19 14 52 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 150,691
COMMITMENTS
96,664 12,346 275 16,121 117,006 113,060 129,627 37,631 21,064
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 17,960)
27,345 1,680 -218 -11,472 15,942 15,655 17,404 2,305 556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.1 8.2 0.2 10.7 77.6 75.0 86.0 25.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
33 11 1 10 21 44 32
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 308,740
COMMITMENTS
56,031 194,177 1,988 206,149 69,822 264,168 265,987 44,572 42,753
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 20,741)
1,690 16,493 -487 23,269 2,947 24,472 18,953 -3,731 1,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 62.9 0.6 66.8 22.6 85.6 86.2 14.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
31 55 4 25 16 59 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 164,594
COMMITMENTS
67,482 13,940 2,033 31,321 108,505 100,836 124,478 63,758 40,116
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -18,699)
-25,933 -4,303 703 3,260 -23,895 -21,970 -27,495 3,271 8,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 8.5 1.2 19.0 65.9 61.3 75.6 38.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
54 23 14 28 26 88 57
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,988
COMMITMENTS
14,032 631 0 4,173 18,429 18,205 19,060 1,783 928
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -452)
-1,251 -34 0 873 -375 -378 -409 -74 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 3.2 0.0 20.9 92.2 91.1 95.4 8.9 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 2 0 10 9 27 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 56,548
COMMITMENTS
12,174 0 1,433 37,947 50,214 51,554 51,647 4,994 4,901
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,016)
-287 0 1,159 618 1,519 1,490 2,678 526 -662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 0.0 2.5 67.1 88.8 91.2 91.3 8.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 0 2 14 11 21 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,697,417
COMMITMENTS
518,525 699,114 1128646 7060996 6531026 8708167 8358786 989,250 1338631
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 121,486)
33,624 -7,831 -31,668 32,909 90,856 34,865 51,357 86,621 70,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 7.2 11.6 72.8 67.3 89.8 86.2 10.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
63 49 77 134 157 230 254
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 638,758
COMMITMENTS
62,980 51,961 6,204 424,552 470,109 493,736 528,274 145,022 110,484
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 3,020)
-1,116 -2,365 -1,561 2,195 -2,026 -482 -5,952 3,502 8,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 8.1 1.0 66.5 73.6 77.3 82.7 22.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
42 41 18 82 52 134 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,647,575
COMMITMENTS
373,591 232,598 38,326 895,011 1238906 1306928 1509830 340,647 137,745
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 63,008)
43,464 243 7,744 -14,908 55,385 36,300 63,372 26,708 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 14.1 2.3 54.3 75.2 79.3 91.6 20.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
80 59 26 74 64 166 137
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,772
COMMITMENTS
1,238 0 0 3,656 5,877 4,894 5,877 2,878 1,895
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 79)
-39 0 0 -2 143 -41 143 120 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 0.0 0.0 47.0 75.6 63.0 75.6 37.0 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 0 11 11 14 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 74,207
COMMITMENTS
11,450 33,461 524 49,503 36,701 61,477 70,686 12,730 3,521
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 829)
1,310 -1,524 -6 -2,759 2,266 -1,455 736 2,284 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 45.1 0.7 66.7 49.5 82.8 95.3 17.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
10 11 2 32 24 44 36
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 2,580
COMMITMENTS
1,410 1,450 0 1,165 830 2,575 2,280 5 300
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 475)
185 119 0 340 156 525 275 -50 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.7 56.2 0.0 45.2 32.2 99.8 88.4 0.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 6 0 6 6 12 12
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 46,307
COMMITMENTS
13,556 9,926 13 22,374 29,571 35,943 39,510 10,364 6,797
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 1,206)
6,069 -1,013 -11 -1,069 1,091 4,989 67 -3,783 1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 21.4 0.0 48.3 63.9 77.6 85.3 22.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
17 13 3 24 21 43 36
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 377,805
COMMITMENTS
144,320 111,162 4,876 193,786 232,614 342,982 348,652 34,823 29,153
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 39,650)
31,550 26,353 -1,889 8,428 45,392 38,089 69,856 1,561 -30,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 29.4 1.3 51.3 61.6 90.8 92.3 9.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
84 60 14 64 49 158 113
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 121,645
COMMITMENTS
73,505 6,749 32 17,498 103,896 91,035 110,677 30,610 10,968
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 5,377)
11,527 -5,351 -739 -9,345 9,492 1,443 3,402 3,934 1,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.4 5.5 0.0 14.4 85.4 74.8 91.0 25.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
36 6 1 11 15 47 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 29,061
COMMITMENTS
1,585 5,202 0 22,150 15,567 23,735 20,769 5,326 8,292
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 2,102)
758 -159 0 628 964 1,386 805 716 1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 17.9 0.0 76.2 53.6 81.7 71.5 18.3 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 11 0 24 20 26 31
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 364,263
COMMITMENTS
71,224 118,895 2,708 255,418 227,054 329,350 348,657 34,913 15,606
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 10,869)
2,953 -1,642 875 5,620 14,375 9,448 13,608 1,421 -2,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 32.6 0.7 70.1 62.3 90.4 95.7 9.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
42 64 7 50 71 96 138
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,405
COMMITMENTS
10,682 12,572 50 24,615 23,787 35,347 36,409 9,058 7,996
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 628)
-345 1,792 40 542 -1,300 237 532 391 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 28.3 0.1 55.4 53.6 79.6 82.0 20.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
21 16 1 15 22 37 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,203
COMMITMENTS
6,678 1,943 421 19,771 26,838 26,870 29,202 7,333 5,001
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: -2,004)
132 -350 -121 -546 1,031 -535 560 -1,469 -2,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 5.7 1.2 57.8 78.5 78.6 85.4 21.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 6 1 17 13 31 19
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,556
COMMITMENTS
4,691 1,925 41 15,365 19,051 20,097 21,017 2,459 1,539
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 49)
-1,486 -885 -29 -362 211 -1,877 -703 1,926 752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 8.5 0.2 68.1 84.5 89.1 93.2 10.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 8 1 9 3 17 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 01/16/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 52,131
COMMITMENTS
7,989 12,706 2,205 24,716 28,270 34,910 43,181 17,221 8,950
CHANGES FROM 01/09/07 (CHANGE IN OPEN INTEREST: 9,844)
3,594 5,092 182 2,462 642 6,238 5,916 3,606 3,928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 24.4 4.2 47.4 54.2 67.0 82.8 33.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 14 9 26 29 39 48
Updated January 19, 2007