BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,528
COMMITMENTS
292 65 112 1,626 2,145 2,030 2,322 498 206
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -698)
-64 54 -16 -575 -610 -655 -572 -43 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 2.6 4.4 64.3 84.8 80.3 91.9 19.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 1 1 12 10 15 12
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,432
COMMITMENTS
2,229 1,981 4,583 21,859 16,386 28,671 22,950 5,761 11,482
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -2,756)
-577 -742 135 -3,204 -1,850 -3,646 -2,457 891 -299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 5.8 13.3 63.5 47.6 83.3 66.7 16.7 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 10 15 28 19 45 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 202,280
COMMITMENTS
43,336 13,339 49,924 85,484 97,173 178,744 160,435 23,536 41,845
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 4,351)
5,034 -699 -2,981 1,529 7,553 3,582 3,872 769 479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 6.6 24.7 42.3 48.0 88.4 79.3 11.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
78 58 91 38 47 187 153
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 223,022
COMMITMENTS
51,887 19,065 53,524 97,650 97,909 203,061 170,498 19,961 52,524
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 4,234)
3,041 -590 531 427 152 3,998 93 236 4,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 8.5 24.0 43.8 43.9 91.0 76.4 9.0 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
86 67 74 78 121 208 233
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,689
COMMITMENTS
2,030 2,492 736 2,074 1,387 4,840 4,615 1,849 2,074
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 67)
112 -29 29 -89 14 51 14 15 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 37.3 11.0 31.0 20.7 72.4 69.0 27.6 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 22 11 20 22 43 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,385
COMMITMENTS
5,464 7,650 7,508 9,792 2,921 22,764 18,079 6,621 11,306
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 4,162)
-232 636 2,169 1,622 463 3,559 3,268 603 893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 26.0 25.6 33.3 9.9 77.5 61.5 22.5 38.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
34 35 29 41 28 88 83
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 108,957
COMMITMENTS
25,287 45,894 2,713 49,705 37,509 77,706 86,116 31,251 22,841
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -1,971)
1,606 -2,060 -1,461 -2,138 2,268 -1,992 -1,252 22 -719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 42.1 2.5 45.6 34.4 71.3 79.0 28.7 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 30 8 25 17 46 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 104,471
COMMITMENTS
14,435 70,156 391 77,497 13,701 92,323 84,247 12,148 20,223
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 12,714)
3,281 11,749 -325 8,358 1,437 11,315 12,861 1,400 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 67.2 0.4 74.2 13.1 88.4 80.6 11.6 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 29 1 11 11 20 41
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 90,305
COMMITMENTS
67,625 9,565 173 16,716 77,904 84,514 87,642 5,790 2,663
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -23,034)
-25,513 -1,392 8 2,118 -22,269 -23,387 -23,653 353 619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.9 10.6 0.2 18.5 86.3 93.6 97.1 6.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
59 11 1 14 19 74 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 155,328
COMMITMENTS
104,187 19,886 1,014 17,006 113,609 122,207 134,509 33,122 20,819
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 24,859)
23,685 -548 -780 -984 27,554 21,922 26,227 2,937 -1,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.1 12.8 0.7 10.9 73.1 78.7 86.6 21.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
41 14 4 12 25 56 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 272,379
COMMITMENTS
45,652 112,365 9,612 175,579 118,654 230,843 240,631 41,536 31,748
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -1,465)
686 5,509 -1,388 1,264 -3,767 562 354 -2,027 -1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 41.3 3.5 64.5 43.6 84.8 88.3 15.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
37 49 20 27 26 73 86
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 199,717
COMMITMENTS
96,607 27,035 14,961 29,373 122,703 140,942 164,699 58,775 35,017
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 12,391)
12,942 4,288 -2,030 -1,350 14,567 9,561 16,825 2,829 -4,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.4 13.5 7.5 14.7 61.4 70.6 82.5 29.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
66 30 37 28 35 106 90
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,916
COMMITMENTS
14,371 452 0 2,362 17,477 16,733 17,929 2,183 987
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 476)
840 -822 0 -476 1,431 364 609 112 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.0 2.4 0.0 12.5 92.4 88.5 94.8 11.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 2 0 6 12 19 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 41,987
COMMITMENTS
4,084 535 1,385 30,083 35,038 35,552 36,958 6,435 5,029
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 2,850)
797 0 -331 1,176 3,029 1,642 2,698 1,208 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 1.3 3.3 71.6 83.4 84.7 88.0 15.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 3 12 12 17 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 17,874,891
COMMITMENTS
808,502 452,492 6383857 9572262 9557256 16764621 16393605 1110270 1481285
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 134,600)
21,899 -29,443 46,126 176,441 155,333 244,467 172,015 -109,867 -37,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 2.5 35.7 53.6 53.5 93.8 91.7 6.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
68 68 119 167 177 301 306
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 746,678
COMMITMENTS
79,164 32,349 70,440 445,873 473,671 595,477 576,460 151,202 170,218
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 16,116)
3,346 -171 4,139 5,922 2,901 13,406 6,868 2,710 9,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 4.3 9.4 59.7 63.4 79.8 77.2 20.2 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
57 48 73 87 70 184 151
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,818,635
COMMITMENTS
419,456 330,913 123,067 832,442 1219457 1374965 1673438 443,670 145,197
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 58,916)
5,124 20,497 9,837 15,924 21,099 30,885 51,434 28,031 7,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 18.2 6.8 45.8 67.1 75.6 92.0 24.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
92 77 75 81 78 215 188
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,372
COMMITMENTS
831 0 0 5,313 6,794 6,144 6,794 3,228 2,578
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 223)
-11 0 0 123 -5 112 -5 111 228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 0.0 0.0 56.7 72.5 65.6 72.5 34.4 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 0 0 12 12 14 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 73,426
COMMITMENTS
9,352 32,781 369 52,947 37,526 62,668 70,676 10,758 2,750
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 854)
1,255 -111 342 -994 1,509 603 1,740 251 -886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 44.6 0.5 72.1 51.1 85.3 96.3 14.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
11 9 2 30 29 43 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,479
COMMITMENTS
12,960 7,625 735 44,931 32,092 58,626 40,452 8,853 27,027
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 6,310)
1,357 -190 55 3,880 4,747 5,292 4,612 1,018 1,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 11.3 1.1 66.6 47.6 86.9 59.9 13.1 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
22 12 4 29 30 52 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 479,191
COMMITMENTS
143,322 160,654 25,801 194,598 268,321 363,721 454,776 115,471 24,415
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 43,978)
33,108 26,616 6,741 2,136 11,820 41,984 45,177 1,994 -1,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 33.5 5.4 40.6 56.0 75.9 94.9 24.1 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
82 53 21 62 55 156 117
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 124,275
COMMITMENTS
94,014 8,510 66 832 105,593 94,912 114,169 29,363 10,106
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 15,561)
15,584 1,275 -327 -1,490 15,752 13,767 16,700 1,794 -1,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.7 6.8 0.1 0.7 85.0 76.4 91.9 23.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
48 4 1 5 21 54 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,909
COMMITMENTS
3,048 3,504 0 30,159 21,362 33,207 24,866 4,701 13,043
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 96)
-18 165 -2 -108 16 -128 179 224 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.2 0.0 79.6 56.4 87.6 65.6 12.4 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 11 1 26 22 31 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 415,052
COMMITMENTS
50,470 145,064 6,584 301,887 247,656 358,941 399,304 56,111 15,748
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -9,305)
-15,076 21,443 320 5,876 -30,955 -8,880 -9,192 -425 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 35.0 1.6 72.7 59.7 86.5 96.2 13.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
43 76 41 45 62 116 152
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,618
COMMITMENTS
10,581 14,042 556 24,117 25,070 35,254 39,668 11,364 6,950
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: -140)
-643 -2,386 -213 594 1,374 -262 -1,224 122 1,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 30.1 1.2 51.7 53.8 75.6 85.1 24.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
22 16 6 17 27 41 47
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 43,532
COMMITMENTS
16,532 4,168 1 19,541 13,956 36,074 18,125 7,458 25,407
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 1,321)
683 -9 -219 530 -367 994 -595 327 1,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 9.6 0.0 44.9 32.1 82.9 41.6 17.1 58.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
18 7 1 23 11 41 19
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 23,975
COMMITMENTS
6,501 3,336 41 14,597 17,520 21,139 20,897 2,836 3,078
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 2,148)
-217 -25 0 -68 -156 -285 -181 2,433 2,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 13.9 0.2 60.9 73.1 88.2 87.2 11.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 6 1 9 5 13 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 58,160
COMMITMENTS
6,448 9,907 3,215 28,178 31,714 37,841 44,836 20,319 13,324
CHANGES FROM 10/31/06 (CHANGE IN OPEN INTEREST: 3,675)
766 11 -119 459 -2,242 1,106 -2,350 2,569 6,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 17.0 5.5 48.4 54.5 65.1 77.1 34.9 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 11 8 28 30 38 45
Updated November 13, 2006