MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 39,852
COMMITMENTS
3,843 1,705 6,651 21,878 21,079 32,371 29,435 7,480 10,417
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 1,578)
354 -87 116 516 1,381 986 1,411 592 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 4.3 16.7 54.9 52.9 81.2 73.9 18.8 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 6 11 27 25 47 39
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 191,615
COMMITMENTS
36,183 21,940 47,267 81,258 93,802 164,709 163,010 26,906 28,605
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 3,798)
540 913 1,682 1,628 2,945 3,850 5,540 -52 -1,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 11.5 24.7 42.4 49.0 86.0 85.1 14.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
91 60 92 39 40 184 153
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED 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: 1,599
COMMITMENTS
519 146 106 214 176 839 428 760 1,171
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -13)
99 -49 -85 -82 -2 -68 -136 55 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 9.1 6.6 13.4 11.0 52.5 26.8 47.5 73.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 3 2 3 4 16 8
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 293,311
COMMITMENTS
72,463 26,533 66,596 125,566 134,514 264,625 227,643 28,686 65,669
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 8,488)
2,892 293 1,625 4,002 7,830 8,520 9,748 -32 -1,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 9.0 22.7 42.8 45.9 90.2 77.6 9.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
116 65 106 103 157 283 287
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 8,305
COMMITMENTS
2,304 3,868 979 2,535 1,424 5,818 6,270 2,487 2,035
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -913)
-277 -318 -473 85 127 -665 -665 -247 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 46.6 11.8 30.5 17.1 70.1 75.5 29.9 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 29 12 17 19 48 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 38,363
COMMITMENTS
11,790 7,316 6,747 13,428 8,697 31,966 22,760 6,398 15,604
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 2,305)
1,376 -982 2,052 -1,211 835 2,216 1,904 88 400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 19.1 17.6 35.0 22.7 83.3 59.3 16.7 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
41 30 40 44 48 111 106
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 148,312
COMMITMENTS
19,839 77,541 4,762 90,965 34,046 115,566 116,349 32,746 31,963
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -16,618)
200 -23,035 -1,801 -11,726 7,774 -13,327 -17,062 -3,291 444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 52.3 3.2 61.3 23.0 77.9 78.4 22.1 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
18 41 9 21 25 45 69
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 111,499
COMMITMENTS
7,080 70,108 1,311 92,401 19,785 100,792 91,204 10,706 20,295
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 14,349)
-2,707 17,794 -189 16,457 -5,679 13,562 11,926 786 2,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 62.9 1.2 82.9 17.7 90.4 81.8 9.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
9 29 2 14 11 24 41
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 91,265
COMMITMENTS
42,247 20,840 126 43,154 66,867 85,527 87,833 5,738 3,432
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 TRADER
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
OPTION AND FUTURES COMBINED 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: 155,966
COMMITMENTS
66,626 17,676 2,909 49,544 109,966 119,080 130,551 36,887 25,415
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -13,955)
-39,839 5,420 -2,021 27,494 -20,223 -14,365 -16,824 410 2,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 11.3 1.9 31.8 70.5 76.3 83.7 23.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
31 21 8 18 19 54 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 393,428
COMMITMENTS
37,279 210,995 13,748 291,557 127,611 342,585 352,355 50,843 41,073
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 44,211)
3,588 41,162 -2,066 37,538 2,238 39,060 41,334 5,151 2,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 53.6 3.5 74.1 32.4 87.1 89.6 12.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
27 72 22 27 24 71 101
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 211,628
COMMITMENTS
103,026 20,775 15,723 34,602 139,002 153,351 175,501 58,277 36,127
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -1,497)
30,277 -7,243 -3,826 -26,284 12,954 166 1,885 -1,663 -3,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.7 9.8 7.4 16.4 65.7 72.5 82.9 27.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
69 29 35 32 28 117 76
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 16,282,862
COMMITMENTS
802,079 1102109 4615599 9841200 9152701 15258878 14870409 1023984 1412453
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 351,562)
66,613 75,394 103,549 238,196 213,366 408,359 392,310 -56,797 -40,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 6.8 28.3 60.4 56.2 93.7 91.3 6.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
79 72 112 170 179 299 317
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 724,467
COMMITMENTS
70,926 48,325 53,687 455,008 499,290 579,621 601,302 144,846 123,165
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 10,914)
1,422 3,434 1,096 4,421 -1,819 6,939 2,712 3,975 8,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 6.7 7.4 62.8 68.9 80.0 83.0 20.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
53 61 75 87 66 189 153
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 1,872,251
COMMITMENTS
402,716 343,158 102,354 1037120 1294494 1542189 1740006 330,062 132,245
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 61,683)
5,406 12,421 6,434 10,744 44,787 22,585 63,642 39,098 -1,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 18.3 5.5 55.4 69.1 82.4 92.9 17.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
86 92 87 81 78 224 200
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 52,210
COMMITMENTS
12,623 10,248 193 28,227 35,920 41,043 46,361 11,167 5,850
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 2,720)
-364 821 -40 1,627 1,602 1,222 2,383 1,498 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 19.6 0.4 54.1 68.8 78.6 88.8 21.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
18 16 6 28 26 49 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 369,016
COMMITMENTS
116,280 156,693 11,546 207,213 161,737 335,038 329,977 33,977 39,039
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 24,829)
1,524 7,654 -184 28,144 13,262 29,484 20,731 -4,655 4,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 42.5 3.1 56.2 43.8 90.8 89.4 9.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
79 73 26 56 46 152 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 115,763
COMMITMENTS
69,996 5,128 53 20,776 98,218 90,825 103,399 24,938 12,364
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: -2,505)
-790 -4,440 -783 -2,599 1,492 -4,172 -3,732 1,667 1,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 4.4 0.0 17.9 84.8 78.5 89.3 21.5 10.7
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
OPTION AND FUTURES COMBINED 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: 33,855
COMMITMENTS
1,932 4,348 24 27,628 22,872 29,584 27,244 4,270 6,611
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 1,324)
11 -268 0 1,015 1,782 1,026 1,514 298 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 54)
2 13 2 24 23 28 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 393,212
COMMITMENTS
71,453 136,337 9,760 281,120 229,630 362,333 375,727 30,879 17,485
CHANGES FROM 02/06/07 (CHANGE IN OPEN INTEREST: 3,165)
-1,404 2,410 1,714 4,062 2,663 4,372 6,786 -1,207 -3,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 34.7 2.5 71.5 58.4 92.1 95.6 7.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
45 110 54 53 70 144 188
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 49,648
COMMITMENTS
11,195 16,327 646 27,030 22,301 38,871 39,274 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 TRADER
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: 83)
26 21 7 17 23 46 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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