MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,342
COMMITMENTS
7,375 1,416 595 16,607 19,920 24,577 21,931 5,765 8,411
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 1,588)
364 -118 142 577 1,464 1,083 1,488 505 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 4.7 2.0 54.7 65.7 81.0 72.3 19.0 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 5 6 23 21 40 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 182,190
COMMITMENTS
36,249 25,808 40,499 79,712 88,678 156,460 154,985 25,730 27,205
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 2,485)
506 1,522 586 1,541 2,137 2,633 4,245 -148 -1,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 14.2 22.2 43.8 48.7 85.9 85.1 14.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
87 63 85 34 39 175 149
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,592
COMMITMENTS
519 146 106 214 176 839 428 753 1,164
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -16)
99 -49 -85 -82 -2 -68 -136 52 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 9.2 6.7 13.4 11.1 52.7 26.9 47.3 73.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 3 2 3 4 16 8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 273,259
COMMITMENTS
70,945 33,903 53,795 121,204 125,149 245,944 212,847 27,315 60,412
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 4,698)
2,909 1,455 -908 2,725 5,522 4,726 6,069 -28 -1,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 12.4 19.7 44.4 45.8 90.0 77.9 10.0 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
105 68 99 83 147 255 271
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,777
COMMITMENTS
2,451 3,869 645 2,410 1,329 5,506 5,843 2,271 1,934
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -956)
-352 -319 -462 86 75 -728 -706 -228 -250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 49.7 8.3 31.0 17.1 70.8 75.1 29.2 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
26 28 11 17 18 46 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,734
COMMITMENTS
11,561 8,706 4,816 13,341 7,725 29,718 21,247 6,016 14,487
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 1,862)
1,319 -675 1,659 -1,173 623 1,805 1,607 57 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 24.4 13.5 37.3 21.6 83.2 59.5 16.8 40.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
35 33 33 39 46 98 103
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CAD 100,000) OPEN INTEREST: 140,722
COMMITMENTS
19,930 76,625 2,184 88,942 32,475 111,056 111,284 29,666 29,438
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -13,869)
1,003 -22,948 -758 -11,747 8,870 -11,502 -14,836 -2,367 967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 54.5 1.6 63.2 23.1 78.9 79.1 21.1 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
18 41 5 16 24 37 67
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF CHF 125,000) OPEN INTEREST: 107,988
COMMITMENTS
6,693 70,099 119 91,264 17,941 98,076 88,159 9,912 19,829
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 14,452)
-2,700 17,781 38 16,561 -5,780 13,899 12,039 553 2,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 64.9 0.1 84.5 16.6 90.8 81.6 9.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 28 2 13 11 23 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 91,261
COMMITMENTS
42,247 20,840 126 43,154 66,867 85,527 87,833 5,734 3,428
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -1,895)
-1,790 -6,483 126 -946 2,548 -2,610 -3,809 715 1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 22.8 0.1 47.3 73.3 93.7 96.2 6.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
32 20 1 15 14 47 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF GBP 62,500) OPEN INTEREST: 150,695
COMMITMENTS
66,582 17,984 504 48,283 108,402 115,369 126,890 35,326 23,805
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -11,543)
-39,881 4,249 20 28,158 -18,819 -11,703 -14,550 160 3,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 11.9 0.3 32.0 71.9 76.6 84.2 23.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
30 20 1 16 19 47 39
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF JPY 12,500,000) OPEN INTEREST: 361,809
COMMITMENTS
43,467 210,972 1,582 269,569 109,947 314,618 322,501 47,191 39,308
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 46,889)
2,442 41,421 -348 39,446 2,700 41,540 43,773 5,349 3,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 58.3 0.4 74.5 30.4 87.0 89.1 13.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
32 63 8 26 20 63 86
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF EUR 125,000) OPEN INTEREST: 187,086
COMMITMENTS
105,371 21,576 1,668 26,385 132,507 133,424 155,751 53,662 31,335
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 4,420)
31,148 -7,317 -270 -25,551 14,939 5,327 7,352 -907 -2,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.3 11.5 0.9 14.1 70.8 71.3 83.3 28.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
67 25 17 24 26 100 59
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,219
COMMITMENTS
12,894 421 0 4,378 17,707 17,272 18,128 1,947 1,091
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 893)
2,302 -50 0 -1,395 870 907 820 -14 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.1 2.2 0.0 22.8 92.1 89.9 94.3 10.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
17 2 0 8 13 25 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 49,494
COMMITMENTS
10,335 5,820 0 34,019 39,618 44,354 45,438 5,140 4,056
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 5,982)
568 2,750 -2,700 7,080 5,482 4,948 5,532 1,034 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 11.8 0.0 68.7 80.0 89.6 91.8 10.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 0 12 16 15 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,301,737
COMMITMENTS
896,339 1044009 1075705 7403254 6868617 9375298 8988331 926,439 1313406
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 162,229)
63,177 83,305 22,881 136,699 98,596 222,757 204,782 -60,528 -42,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 10.1 10.4 71.9 66.7 91.0 87.3 9.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
64 64 79 142 168 244 278
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 642,276
COMMITMENTS
69,133 52,893 6,914 434,934 481,937 510,981 541,744 131,295 100,532
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 12,203)
1,422 3,361 2,849 3,704 -1,960 7,975 4,250 4,228 7,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 8.2 1.1 67.7 75.0 79.6 84.3 20.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
46 38 18 79 56 132 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,783,100
COMMITMENTS
405,234 347,024 32,463 1021255 1282488 1458952 1661975 324,148 121,125
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 56,893)
8,453 13,407 1,239 7,820 43,224 17,512 57,870 39,381 -977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 19.5 1.8 57.3 71.9 81.8 93.2 18.2 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
85 66 28 75 76 172 158
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 8,221
COMMITMENTS
1,428 0 3 3,880 5,748 5,311 5,751 2,910 2,470
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 269)
-4 0 0 24 135 20 135 249 134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 0.0 0.0 47.2 69.9 64.6 70.0 35.4 30.0
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 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 78,559
COMMITMENTS
13,504 36,201 371 51,675 38,039 65,550 74,611 13,009 3,948
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 2,424)
480 870 0 613 1,623 1,093 2,493 1,331 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 46.1 0.5 65.8 48.4 83.4 95.0 16.6 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 16 2 33 25 46 42
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,721
COMMITMENTS
12,608 10,243 18 28,088 35,810 40,714 46,071 11,007 5,650
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 2,771)
-358 786 0 1,590 1,584 1,232 2,370 1,539 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 19.8 0.0 54.3 69.2 78.7 89.1 21.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
17 14 3 25 23 44 39
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 358,493
COMMITMENTS
115,345 157,213 4,636 204,933 158,104 324,914 319,953 33,579 38,540
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 23,269)
1,329 8,064 -922 27,432 11,971 27,839 19,113 -4,570 4,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 43.9 1.3 57.2 44.1 90.6 89.2 9.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
77 72 15 56 45 142 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF AUD 100,000) OPEN INTEREST: 115,145
COMMITMENTS
69,996 5,128 53 20,776 98,159 90,825 103,340 24,320 11,805
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -2,636)
-817 -4,440 -667 -2,599 1,434 -4,083 -3,673 1,447 1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 4.5 0.0 18.0 85.2 78.9 89.7 21.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
37 7 2 11 13 48 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,844
COMMITMENTS
1,932 4,347 24 27,627 22,872 29,583 27,243 4,261 6,601
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 1,322)
11 -268 0 1,015 1,782 1,026 1,514 296 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 12.8 0.1 81.6 67.6 87.4 80.5 12.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 12 2 24 23 28 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 381,822
COMMITMENTS
70,484 137,012 2,003 279,090 227,939 351,577 366,954 30,245 14,868
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 2,957)
-539 3,226 639 4,100 2,441 4,200 6,306 -1,243 -3,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 35.9 0.5 73.1 59.7 92.1 96.1 7.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
36 77 8 52 69 94 148
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 49,634
COMMITMENTS
11,189 16,327 644 27,024 22,289 38,857 39,260 10,777 10,374
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 1,016)
1,061 1,742 557 531 -326 2,149 1,973 -1,133 -957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 32.9 1.3 54.4 44.9 78.3 79.1 21.7 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
22 20 2 16 22 40 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 42,349
COMMITMENTS
8,748 4,169 652 22,485 34,697 31,885 39,518 10,464 2,831
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 2,748)
75 270 105 503 3,239 683 3,614 2,065 -866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 9.8 1.5 53.1 81.9 75.3 93.3 24.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 9 2 17 17 32 28
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,857
COMMITMENTS
5,192 2,225 305 15,744 19,101 21,241 21,631 1,616 1,226
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 1,264)
-604 86 29 1,271 1,069 696 1,184 568 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 9.7 1.3 68.9 83.6 92.9 94.6 7.1 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 7 3 10 5 20 13
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 02/13/07 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 47,722
COMMITMENTS
4,857 13,333 2,471 24,253 27,299 31,581 43,103 16,141 4,619
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 1,477)
-150 1,441 541 -477 334 -86 2,316 1,563 -839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 27.9 5.2 50.8 57.2 66.2 90.3 33.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
8 17 8 24 27 37 47
Updated February 16, 2007