MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 39,471
COMMITMENTS
3,801 1,855 6,391 22,033 20,421 32,226 28,668 7,245 10,804
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 3,880)
775 -87 877 1,066 2,899 2,718 3,690 1,162 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 4.7 16.2 55.8 51.7 81.6 72.6 18.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 6 10 28 25 46 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 187,011
COMMITMENTS
36,442 22,230 44,304 80,398 90,452 161,144 156,986 25,866 30,025
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 9,942)
4,356 -1,171 4,516 1,442 8,051 10,314 11,397 -372 -1,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 11.9 23.7 43.0 48.4 86.2 83.9 13.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
75 67 96 40 41 179 160
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED 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: 1,427
COMMITMENTS
345 200 189 333 119 867 508 560 919
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 14.0 13.3 23.3 8.3 60.8 35.6 39.2 64.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 5 6 4 2 19 10
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 274,851
COMMITMENTS
64,927 24,141 67,338 117,481 120,753 249,746 212,232 25,105 62,618
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -3,843)
-865 2,073 -4,442 1,999 -1,030 -3,308 -3,398 -535 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 8.8 24.5 42.7 43.9 90.9 77.2 9.1 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
98 63 104 89 147 250 276
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 7,884
COMMITMENTS
2,450 3,950 990 2,053 1,052 5,493 5,993 2,391 1,891
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 896)
32 327 330 205 84 567 740 329 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 50.1 12.6 26.0 13.3 69.7 76.0 30.3 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
26 28 12 13 13 42 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 33,150
COMMITMENTS
9,622 8,206 3,889 13,743 6,929 27,254 19,025 5,896 14,126
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -518)
883 137 -738 90 219 235 -381 -754 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 24.8 11.7 41.5 20.9 82.2 57.4 17.8 42.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
33 39 24 49 47 98 100
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 156,040
COMMITMENTS
21,403 92,468 7,191 95,740 24,809 124,334 124,468 31,706 31,572
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -5,487)
-805 -7,868 1,070 -3,950 1,598 -3,685 -5,199 -1,801 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 59.3 4.6 61.4 15.9 79.7 79.8 20.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
22 41 10 22 22 49 68
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 102,875
COMMITMENTS
6,767 65,370 1,108 84,609 17,411 92,484 83,890 10,391 18,985
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 17,161)
971 15,983 399 15,878 899 17,248 17,281 -88 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 63.5 1.1 82.2 16.9 89.9 81.5 10.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 30 4 15 9 25 42
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 95,737
COMMITMENTS
40,595 30,080 509 50,023 61,307 91,127 91,896 4,610 3,841
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 TRADER
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
OPTION AND FUTURES COMBINED 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: 153,464
COMMITMENTS
87,690 9,846 3,749 24,049 115,544 115,488 129,138 37,977 24,326
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -17,291)
-22,204 -4,447 453 7,325 -14,074 -14,425 -18,068 -2,866 777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.1 6.4 2.4 15.7 75.3 75.3 84.1 24.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
38 9 9 13 22 54 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 375,821
COMMITMENTS
35,910 215,746 13,896 278,739 105,472 328,545 335,114 47,276 40,707
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 1,389)
-10,041 -1,383 1,345 10,167 2,766 1,471 2,728 -82 -1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 57.4 3.7 74.2 28.1 87.4 89.2 12.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
27 70 18 26 21 65 97
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 203,153
COMMITMENTS
83,790 22,397 18,443 42,491 120,242 144,724 161,082 58,429 42,071
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 5,719)
8,148 6,382 350 -511 -2,252 7,988 4,481 -2,269 1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 11.0 9.1 20.9 59.2 71.2 79.3 28.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
72 28 38 35 29 120 82
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 15,612,701
COMMITMENTS
562,259 920,990 4493909 9502055 8733904 14558223 14148803 1054478 1463898
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 642,848)
88,433 84,592 357,530 188,819 178,192 634,782 620,313 8,066 22,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.9 28.8 60.9 55.9 93.2 90.6 6.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
80 64 112 165 175 293 309
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 708,651
COMMITMENTS
64,005 47,036 46,406 454,254 492,103 564,665 585,545 143,986 123,106
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 9,805)
-2,415 740 7,645 8,764 4,646 13,994 13,031 -4,188 -3,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 6.6 6.5 64.1 69.4 79.7 82.6 20.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
47 55 70 89 62 181 143
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 1,734,903
COMMITMENTS
348,366 306,989 70,113 978,884 1223791 1397363 1600893 337,539 134,010
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 17,709)
-5,182 30,191 -1,333 29,240 -7,326 22,725 21,531 -5,016 -3,822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 17.7 4.0 56.4 70.5 80.5 92.3 19.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
75 85 72 75 72 197 182
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 6,433
COMMITMENTS
1,756 2,853 1,754 2,922 1,825 6,433 6,433 -0 -0
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 1,916)
294 409 990 642 527 1,926 1,926 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 44.3 27.3 45.4 28.4 100.0 100.0 -0.0 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 6 7 9 8 19 16
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED 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: 52,251
COMMITMENTS
13,054 10,175 630 27,243 34,382 40,928 45,187 11,323 7,063
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 2,000)
-463 -1,075 505 1,110 1,310 1,152 740 848 1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 19.5 1.2 52.1 65.8 78.3 86.5 21.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
17 15 7 27 25 48 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 337,302
COMMITMENTS
129,892 125,379 6,741 164,316 174,216 300,948 306,336 36,354 30,966
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -53,151)
-16,191 11,748 -4,050 -31,071 -60,055 -51,312 -52,357 -1,839 -794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 37.2 2.0 48.7 51.6 89.2 90.8 10.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
84 55 20 56 47 153 109
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 116,822
COMMITMENTS
70,099 5,915 826 18,993 98,533 89,918 105,274 26,904 11,548
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: -11,335)
-16,741 -3,740 750 7,736 -10,428 -8,255 -13,418 -3,080 2,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.0 5.1 0.7 16.3 84.3 77.0 90.1 23.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
33 8 3 10 13 44 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED 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: 32,770
COMMITMENTS
1,827 5,349 24 26,218 19,693 28,069 25,066 4,701 7,704
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 1,110)
245 -171 0 952 1,521 1,197 1,350 -87 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 55)
2 14 2 26 21 30 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 380,202
COMMITMENTS
69,037 126,958 6,550 271,590 224,631 347,177 358,138 33,025 22,064
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 6,909)
2,003 3,747 3,009 3,580 -1,781 8,592 4,975 -1,684 1,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 33.4 1.7 71.4 59.1 91.3 94.2 8.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
44 97 49 50 70 135 175
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 47,498
COMMITMENTS
10,780 15,544 70 27,239 22,599 38,089 38,213 9,409 9,285
CHANGES FROM 01/23/07 (CHANGE IN OPEN INTEREST: 2,044)
-151 1,145 -60 2,336 -10 2,125 1,075 -81 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 32.7 0.1 57.3 47.6 80.2 80.5 19.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
25 21 3 16 21 43 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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