MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,019
COMMITMENTS
7,247 1,644 475 16,791 19,173 24,513 21,292 5,506 8,727
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 2,858)
1,006 79 164 804 2,576 1,974 2,819 884 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 5.5 1.6 55.9 63.9 81.7 70.9 18.3 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 5 6 25 21 40 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 179,687
COMMITMENTS
36,628 24,731 39,377 78,857 86,903 154,862 151,011 24,825 28,676
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 8,862)
4,300 -103 3,560 1,415 6,855 9,275 10,312 -413 -1,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 13.8 21.9 43.9 48.4 86.2 84.0 13.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
73 69 90 33 39 168 156
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,391
COMMITMENTS
343 204 156 333 119 832 479 559 912
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 14.7 11.2 23.9 8.6 59.8 34.4 40.2 65.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 5 5 4 2 18 10
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 254,118
COMMITMENTS
63,578 31,319 53,057 114,041 112,868 230,676 197,244 23,442 56,874
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -3,749)
-1,003 941 -4,096 1,810 -389 -3,289 -3,544 -460 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 12.3 20.9 44.9 44.4 90.8 77.6 9.2 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
75 69 95 69 136 214 259
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,469
COMMITMENTS
2,643 3,952 700 1,952 1,008 5,295 5,660 2,174 1,809
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 846)
85 340 261 199 107 545 708 301 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 52.9 9.4 26.1 13.5 70.9 75.8 29.1 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
25 27 9 13 11 40 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,174
COMMITMENTS
9,466 8,868 2,701 13,536 6,375 25,703 17,944 5,471 13,230
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 271)
814 15 -185 241 276 870 106 -599 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 28.4 8.7 43.4 20.4 82.5 57.6 17.5 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
28 44 21 43 44 89 97
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 146,376
COMMITMENTS
21,650 92,526 2,409 93,856 22,340 117,915 117,275 28,461 29,101
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -6,019)
-821 -7,802 301 -4,150 1,460 -4,670 -6,041 -1,349 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 63.2 1.6 64.1 15.3 80.6 80.1 19.4 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
23 39 3 19 20 43 61
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 99,642
COMMITMENTS
5,819 65,399 81 83,755 15,658 89,655 81,138 9,987 18,504
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 16,577)
529 16,028 45 15,856 360 16,430 16,433 147 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 65.6 0.1 84.1 15.7 90.0 81.4 10.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 29 2 14 9 23 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 95,731
COMMITMENTS
40,595 30,080 509 50,023 61,307 91,127 91,896 4,604 3,835
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 5,311)
-4,740 2,850 2 10,533 4,004 5,795 6,856 -484 -1,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 31.4 0.5 52.3 64.0 95.2 96.0 4.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
32 28 2 19 14 52 43
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 146,660
COMMITMENTS
87,825 10,898 24 22,685 113,545 110,534 124,467 36,126 22,193
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -17,301)
-22,116 -4,315 24 7,277 -14,332 -14,815 -18,623 -2,486 1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.9 7.4 0.0 15.5 77.4 75.4 84.9 24.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
35 11 2 12 21 49 32
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 344,070
COMMITMENTS
42,579 215,584 1,705 255,656 87,884 299,940 305,173 44,130 38,897
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -928)
-9,621 -1,476 -81 9,242 2,260 -460 703 -468 -1,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 62.7 0.5 74.3 25.5 87.2 88.7 12.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
32 62 3 26 16 60 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 174,218
COMMITMENTS
85,505 22,926 1,525 34,053 112,355 121,083 136,806 53,135 37,412
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 4,700)
7,989 6,420 -268 -901 -3,188 6,820 2,964 -2,120 1,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 13.2 0.9 19.5 64.5 69.5 78.5 30.5 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
60 26 15 28 25 96 58
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,000
COMMITMENTS
8,758 637 0 7,489 16,413 16,247 17,050 1,753 950
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -687)
-2,692 -618 0 2,744 -16 52 -634 -739 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.7 3.5 0.0 41.6 91.2 90.3 94.7 9.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 3 0 11 10 28 13
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,119
COMMITMENTS
9,996 3,070 2,700 22,760 29,952 35,456 35,722 3,663 3,397
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -17,429)
-2,178 3,070 1,267 -15,187 -20,262 -16,098 -15,925 -1,331 -1,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 7.8 6.9 58.2 76.6 90.6 91.3 9.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 1 10 12 15 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,903,923
COMMITMENTS
691,270 903,741 1110695 7157866 6542461 8959831 8556897 944,092 1347026
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 176,961)
74,038 82,128 24,669 85,172 66,021 183,879 172,818 -6,918 4,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 9.1 11.2 72.3 66.1 90.5 86.4 9.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
65 57 85 139 161 242 272
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 635,768
COMMITMENTS
62,585 49,398 4,088 437,497 478,568 504,170 532,054 131,598 103,714
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -972)
-2,727 1,009 673 6,381 3,033 4,327 4,715 -5,299 -5,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 7.8 0.6 68.8 75.3 79.3 83.7 20.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
46 34 18 81 53 136 96
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,669,513
COMMITMENTS
350,983 310,695 18,492 968,185 1215319 1337660 1544506 331,853 125,007
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 4,751)
-5,643 28,483 -9,263 26,612 -9,522 11,706 9,698 -6,955 -4,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 18.6 1.1 58.0 72.8 80.1 92.5 19.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
75 63 25 71 69 158 145
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,998
COMMITMENTS
1,403 0 3 3,848 5,612 5,254 5,615 2,744 2,383
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 125)
376 0 0 -13 0 363 0 -238 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 0.0 0.0 48.1 70.2 65.7 70.2 34.3 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 0 1 11 10 14 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 74,837
COMMITMENTS
11,430 34,075 498 50,753 37,165 62,681 71,738 12,156 3,099
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 1,471)
629 769 0 806 1,287 1,435 2,056 36 -585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 45.5 0.7 67.8 49.7 83.8 95.9 16.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 14 2 32 25 44 40
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 4,405
COMMITMENTS
1,626 2,820 495 2,284 1,090 4,405 4,405 0 0
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 920)
143 375 495 292 60 930 930 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 64.0 11.2 51.9 24.7 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 6 3 8 7 15 14
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,633
COMMITMENTS
13,039 10,186 397 27,134 34,280 40,570 44,863 11,063 6,770
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 1,706)
-478 -1,072 381 1,087 1,288 990 597 716 1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 19.7 0.8 52.6 66.4 78.6 86.9 21.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 14 4 25 23 44 38
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 330,592
COMMITMENTS
128,940 125,456 2,377 163,290 172,245 294,607 300,078 35,985 30,514
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -54,523)
-16,887 11,476 -4,519 -31,216 -60,556 -52,622 -53,599 -1,901 -924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 37.9 0.7 49.4 52.1 89.1 90.8 10.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
83 54 8 55 46 143 103
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 116,294
COMMITMENTS
70,120 5,915 717 18,993 98,520 89,830 105,152 26,464 11,142
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -11,272)
-16,720 -3,677 717 7,736 -10,441 -8,267 -13,401 -3,005 2,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 5.1 0.6 16.3 84.7 77.2 90.4 22.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
33 8 2 10 13 44 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,764
COMMITMENTS
1,827 5,348 24 26,217 19,693 28,068 25,065 4,696 7,699
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 1,109)
245 -171 0 952 1,521 1,197 1,350 -88 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 16.3 0.1 80.0 60.1 85.7 76.5 14.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 13 2 26 21 30 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 371,603
COMMITMENTS
67,763 126,816 1,639 269,767 223,455 339,169 351,910 32,434 19,693
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 2,698)
1,293 3,599 477 2,667 -2,041 4,437 2,035 -1,739 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 34.1 0.4 72.6 60.1 91.3 94.7 8.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
36 69 7 50 68 90 140
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 47,486
COMMITMENTS
10,773 15,544 69 27,235 22,588 38,077 38,201 9,409 9,285
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 2,044)
-158 1,145 -61 2,332 -21 2,113 1,063 -69 981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 32.7 0.1 57.4 47.6 80.2 80.4 19.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
21 20 1 15 20 37 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,813
COMMITMENTS
8,248 3,328 633 21,590 29,166 30,471 33,127 7,342 4,686
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 2,228)
1,296 1,166 3 1,661 409 2,960 1,578 -732 650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 8.8 1.7 57.1 77.1 80.6 87.6 19.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 7 2 18 16 35 24
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,971
COMMITMENTS
5,104 1,709 277 14,324 17,134 19,705 19,120 266 851
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -211)
-5 -140 236 -193 -208 38 -112 -249 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 8.6 1.4 71.7 85.8 98.7 95.7 1.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 9 2 7 2 15 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 01/30/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 45,446
COMMITMENTS
5,197 11,947 1,988 25,052 26,188 32,237 40,123 13,209 5,323
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -1,337)
776 195 -68 977 -1,370 1,685 -1,243 -3,022 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 26.3 4.4 55.1 57.6 70.9 88.3 29.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 15 6 24 28 35 46
Updated February 2, 2007