MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,754
COMMITMENTS
7,011 1,534 453 16,030 18,456 23,494 20,443 5,260 8,311
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -1,265)
-236 -110 -22 -761 -717 -1,019 -849 -246 -416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 5.3 1.6 55.7 64.2 81.7 71.1 18.3 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 6 5 23 20 39 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 179,705
COMMITMENTS
35,743 24,286 39,913 78,171 86,541 153,827 150,740 25,878 28,965
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 18)
-885 -445 536 -686 -362 -1,035 -271 1,053 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 13.5 22.2 43.5 48.2 85.6 83.9 14.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
87 62 90 33 39 177 153
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,608
COMMITMENTS
420 195 191 296 178 907 564 701 1,044
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 217)
77 -9 35 -37 59 75 85 142 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 12.1 11.9 18.4 11.1 56.4 35.1 43.6 64.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 5 5 5 4 19 10
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,561
COMMITMENTS
68,036 32,448 54,703 118,479 119,627 241,218 206,778 27,343 61,783
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 14,443)
4,458 1,129 1,646 4,438 6,759 10,542 9,534 3,901 4,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 12.1 20.4 44.1 44.5 89.8 77.0 10.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
95 65 98 80 147 243 271
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 8,733
COMMITMENTS
2,803 4,188 1,107 2,324 1,254 6,234 6,549 2,499 2,184
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,264)
160 236 407 372 246 939 889 325 375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 48.0 12.7 26.6 14.4 71.4 75.0 28.6 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
28 31 15 17 14 51 58
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,872
COMMITMENTS
10,242 9,381 3,157 14,514 7,102 27,913 19,640 5,959 14,232
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 2,698)
776 513 456 978 727 2,210 1,696 488 1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 27.7 9.3 42.8 21.0 82.4 58.0 17.6 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
27 38 23 44 47 89 97
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 154,591
COMMITMENTS
18,927 99,573 2,942 100,689 23,605 122,558 126,120 32,033 28,471
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 8,215)
-2,723 7,047 533 6,833 1,265 4,643 8,845 3,572 -630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 64.4 1.9 65.1 15.3 79.3 81.6 20.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
22 42 5 19 20 43 65
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 93,536
COMMITMENTS
9,393 52,318 81 74,703 23,721 84,177 76,120 9,359 17,416
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -6,106)
3,574 -13,081 0 -9,052 8,063 -5,478 -5,018 -628 -1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 55.9 0.1 79.9 25.4 90.0 81.4 10.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
12 26 2 13 12 26 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 93,156
COMMITMENTS
44,037 27,323 0 44,100 64,319 88,137 91,642 5,019 1,514
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -2,575)
3,442 -2,757 -509 -5,923 3,012 -2,990 -254 415 -2,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 29.3 0.0 47.3 69.0 94.6 98.4 5.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
32 21 0 16 15 48 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 162,238
COMMITMENTS
106,463 13,735 484 20,125 127,221 127,072 141,440 35,166 20,798
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 15,578)
18,638 2,837 460 -2,560 13,676 16,538 16,973 -960 -1,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.6 8.5 0.3 12.4 78.4 78.3 87.2 21.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
34 15 3 14 22 50 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 314,920
COMMITMENTS
41,025 169,551 1,930 230,123 107,247 273,078 278,728 41,842 36,192
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -29,150)
-1,554 -46,033 225 -25,533 19,363 -26,862 -26,445 -2,288 -2,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 53.8 0.6 73.1 34.1 86.7 88.5 13.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
33 60 6 24 18 62 79
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 182,666
COMMITMENTS
74,223 28,893 1,938 51,936 117,568 128,097 148,399 54,569 34,267
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 8,448)
-11,282 5,967 413 17,883 5,213 7,014 11,593 1,434 -3,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 15.8 1.1 28.4 64.4 70.1 81.2 29.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
58 31 19 27 25 95 65
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,326
COMMITMENTS
10,592 471 0 5,773 16,837 16,365 17,308 1,961 1,018
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 326)
1,834 -166 0 -1,716 424 118 258 208 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.8 2.6 0.0 31.5 91.9 89.3 94.4 10.7 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 2 0 9 12 24 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 43,512
COMMITMENTS
9,767 3,070 2,700 26,939 34,136 39,406 39,906 4,106 3,606
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 4,393)
-229 0 0 4,179 4,184 3,950 4,184 443 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 7.1 6.2 61.9 78.5 90.6 91.7 9.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 1 1 11 14 15 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,139,508
COMMITMENTS
833,162 960,704 1052824 7266555 6770021 9152541 8783549 986,967 1355959
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 235,585)
141,892 56,963 -57,871 108,689 227,560 192,710 226,652 42,875 8,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 9.5 10.4 71.7 66.8 90.3 86.6 9.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
63 62 81 139 165 241 272
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 630,073
COMMITMENTS
67,711 49,532 4,065 431,230 483,897 503,006 537,494 127,067 92,579
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -5,695)
5,126 134 -23 -6,267 5,329 -1,164 5,440 -4,531 -11,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 7.9 0.6 68.4 76.8 79.8 85.3 20.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
47 36 20 78 53 134 100
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,726,207
COMMITMENTS
396,781 333,617 31,224 1013435 1239264 1441440 1604105 284,767 122,102
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 56,694)
45,798 22,922 12,732 45,250 23,945 103,780 59,599 -47,086 -2,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 19.3 1.8 58.7 71.8 83.5 92.9 16.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
77 65 28 73 72 164 151
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 7,952
COMMITMENTS
1,432 0 3 3,856 5,613 5,291 5,616 2,661 2,336
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -46)
29 0 0 8 1 37 1 -83 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 0.0 0.0 48.5 70.6 66.5 70.6 33.5 29.4
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 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 76,135
COMMITMENTS
13,024 35,331 371 51,062 36,416 64,457 72,118 11,678 4,017
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,298)
1,594 1,256 -127 309 -749 1,776 380 -478 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 46.4 0.5 67.1 47.8 84.7 94.7 15.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 15 2 33 26 45 42
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,950
COMMITMENTS
12,966 9,457 18 26,498 34,226 39,482 43,701 9,468 5,249
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -2,683)
-73 -729 -379 -636 -54 -1,088 -1,162 -1,595 -1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 19.3 0.0 54.1 69.9 80.7 89.3 19.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 12 3 25 24 43 38
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 335,224
COMMITMENTS
114,016 149,149 5,558 177,501 146,133 297,075 300,840 38,149 34,384
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 4,632)
-14,924 23,693 3,181 14,211 -26,112 2,468 762 2,164 3,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 44.5 1.7 52.9 43.6 88.6 89.7 11.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
72 68 13 55 45 137 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 117,781
COMMITMENTS
70,813 9,568 720 23,375 96,725 94,908 107,013 22,873 10,768
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,487)
693 3,653 3 4,382 -1,795 5,078 1,861 -3,591 -374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.1 8.1 0.6 19.8 82.1 80.6 90.9 19.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
37 7 2 11 13 49 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,522
COMMITMENTS
1,921 4,615 24 26,612 21,090 28,557 25,729 3,965 6,793
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: -242)
94 -733 0 395 1,397 489 664 -731 -906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 14.2 0.1 81.8 64.8 87.8 79.1 12.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 13 2 26 22 30 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 378,865
COMMITMENTS
71,023 133,786 1,364 274,990 225,498 347,377 360,648 31,488 18,217
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 7,262)
3,260 6,970 -275 5,223 2,043 8,208 8,738 -946 -1,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 35.3 0.4 72.6 59.5 91.7 95.2 8.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
36 74 6 51 71 92 146
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,618
COMMITMENTS
10,128 14,585 87 26,493 22,615 36,708 37,287 11,910 11,331
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,132)
-645 -959 18 -742 27 -1,369 -914 2,501 2,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 30.0 0.2 54.5 46.5 75.5 76.7 24.5 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 17 2 14 19 35 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,601
COMMITMENTS
8,673 3,899 547 21,982 31,458 31,202 35,904 8,399 3,697
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,788)
425 571 -86 392 2,292 731 2,777 1,057 -989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 9.8 1.4 55.5 79.4 78.8 90.7 21.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 7 2 19 16 35 25
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,593
COMMITMENTS
5,796 2,139 276 14,473 18,032 20,545 20,447 1,048 1,146
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 1,622)
692 430 -1 149 898 840 1,327 782 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 9.9 1.3 67.0 83.5 95.1 94.7 4.9 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 6 1 7 2 15 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 02/06/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 46,245
COMMITMENTS
5,007 11,892 1,930 24,730 26,965 31,667 40,787 14,578 5,458
CHANGES FROM 01/30/07 (CHANGE IN OPEN INTEREST: 799)
-190 -55 -58 -322 777 -570 664 1,369 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 25.7 4.2 53.5 58.3 68.5 88.2 31.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 16 7 26 28 38 47
Updated February 9, 2007