MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,177
COMMITMENTS
1,316 2,982 902 24,073 16,018 26,291 19,902 3,886 10,275
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 748)
-113 725 107 710 217 704 1,049 44 -301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 9.9 3.0 79.8 53.1 87.1 66.0 12.9 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
5 14 8 23 19 33 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 150,897
COMMITMENTS
34,254 16,456 18,974 79,501 77,675 132,729 113,105 18,168 37,792
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -12,062)
-1,767 881 -9,712 110 -4,365 -11,369 -13,196 -693 1,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 10.9 12.6 52.7 51.5 88.0 75.0 12.0 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
58 52 55 35 44 134 125
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,888
COMMITMENTS
745 327 156 183 491 1,084 974 804 914
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 45)
47 -65 -27 -19 -81 1 -173 44 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 17.3 8.3 9.7 26.0 57.4 51.6 42.6 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 7 4 4 7 21 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 233,082
COMMITMENTS
53,808 19,399 41,255 116,064 115,815 211,127 176,469 21,955 56,613
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 9,360)
-1,824 1,169 214 8,932 6,186 7,322 7,569 2,038 1,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 8.3 17.7 49.8 49.7 90.6 75.7 9.4 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
76 43 69 82 145 200 235
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,032
COMMITMENTS
2,567 2,631 233 717 438 3,517 3,302 1,515 1,730
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 6)
-67 96 31 -132 -130 -168 -3 174 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.0 52.3 4.6 14.2 8.7 69.9 65.6 30.1 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
16 18 6 9 11 29 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,898
COMMITMENTS
12,408 4,705 2,533 9,365 8,349 24,306 15,587 5,592 14,311
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 332)
-790 -479 -330 881 670 -239 -139 571 471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 15.7 8.5 31.3 27.9 81.3 52.1 18.7 47.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
41 22 18 37 57 92 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 92,978
COMMITMENTS
29,942 18,321 1,528 24,501 55,460 55,971 75,309 37,007 17,669
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -863)
-12,820 12,006 445 9,654 -15,986 -2,721 -3,535 1,858 2,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 19.7 1.6 26.4 59.6 60.2 81.0 39.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
24 14 2 24 16 50 30
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 62,771
COMMITMENTS
20,120 27,379 0 30,495 23,670 50,615 51,049 12,156 11,722
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 3,962)
-1,207 1,738 0 4,425 2,967 3,218 4,705 744 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 43.6 0.0 48.6 37.7 80.6 81.3 19.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 11 0 7 11 25 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 77,319
COMMITMENTS
10,838 15,195 356 62,643 58,678 73,837 74,229 3,482 3,090
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -7,756)
-127 -7,406 176 -7,803 905 -7,754 -6,325 -2 -1,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 19.7 0.5 81.0 75.9 95.5 96.0 4.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
15 19 2 18 15 35 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 85,671
COMMITMENTS
25,268 11,519 2 35,168 61,681 60,438 73,202 25,233 12,469
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 7,013)
3,099 1,213 1 906 6,443 4,006 7,657 3,007 -644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 13.4 0.0 41.1 72.0 70.5 85.4 29.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 9 1 14 20 31 29
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 173,470
COMMITMENTS
27,639 48,343 1,064 112,062 99,551 140,765 148,958 32,705 24,512
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 4,782)
2,309 -896 357 2,022 9,331 4,688 8,792 94 -4,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 27.9 0.6 64.6 57.4 81.1 85.9 18.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
32 33 3 25 18 59 52
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 168,069
COMMITMENTS
92,291 14,396 277 19,781 128,562 112,349 143,235 55,720 24,834
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 5,965)
5,203 -4,147 -241 -1,587 14,531 3,375 10,143 2,590 -4,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.9 8.6 0.2 11.8 76.5 66.8 85.2 33.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
60 19 5 18 32 79 55
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 14,081
COMMITMENTS
4,329 5,272 0 8,115 7,500 12,444 12,772 1,637 1,309
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 37.4 0.0 57.6 53.3 88.4 90.7 11.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 0 7 7 10 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,781
COMMITMENTS
24,884 1,799 0 38,895 59,039 63,779 60,838 4,002 6,943
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 3,055)
714 0 0 2,671 2,128 3,385 2,128 -330 927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 2.7 0.0 57.4 87.1 94.1 89.8 5.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 2 0 12 15 18 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,541,030
COMMITMENTS
676,001 1429930 1323840 6499782 5334465 8499623 8088235 1041407 1452795
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 15,940)
-89,975 -101,809 -4,183 95,793 128,967 1,635 22,975 14,305 -7,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 15.0 13.9 68.1 55.9 89.1 84.8 10.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
63 74 101 137 154 255 287
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 624,481
COMMITMENTS
85,779 66,190 1,078 402,391 442,336 489,248 509,604 135,233 114,877
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 1,261)
196 1,136 -13 -1,873 -356 -1,690 767 2,951 494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 10.6 0.2 64.4 70.8 78.3 81.6 21.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
52 38 11 79 55 137 98
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,344,585
COMMITMENTS
207,068 324,822 25,098 747,431 863,466 979,597 1213386 364,988 131,199
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 12,056)
-19,218 19,998 3,399 35,422 -13,392 19,603 10,005 -7,547 2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 24.2 1.9 55.6 64.2 72.9 90.2 27.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
44 66 18 75 67 130 140
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,134
COMMITMENTS
1,383 705 0 4,265 7,275 5,648 7,980 3,486 1,154
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 7.7 0.0 46.7 79.6 61.8 87.4 38.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 8 10 11 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 62,278
COMMITMENTS
8,727 27,393 0 47,700 29,661 56,427 57,054 5,851 5,224
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -665)
288 -1,247 0 -1,331 820 -1,043 -427 378 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 44.0 0.0 76.6 47.6 90.6 91.6 9.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 13 0 27 24 33 37
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,193
COMMITMENTS
7,743 14,736 28 36,279 28,029 44,050 42,793 7,143 8,400
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -825)
24 2,653 -10 -883 3,028 -869 5,671 44 -6,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 28.8 0.1 70.9 54.8 86.0 83.6 14.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
14 19 1 25 25 40 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 342,671
COMMITMENTS
88,148 155,390 1,574 214,307 165,379 304,029 322,343 38,642 20,328
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 17,061)
28,831 23,898 -1,296 14,340 -8,747 41,875 13,855 -24,814 3,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 45.3 0.5 62.5 48.3 88.7 94.1 11.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
58 78 4 46 41 106 121
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 51,757
COMMITMENTS
21,901 4,965 391 10,403 36,251 32,695 41,607 19,062 10,150
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 6,077)
4,760 -7,115 326 -928 11,579 4,158 4,790 1,919 1,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 9.6 0.8 20.1 70.0 63.2 80.4 36.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 4 1 9 16 26 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,657
COMMITMENTS
5,733 6,774 7 25,862 20,180 31,602 26,961 3,055 7,696
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 1,074)
0 238 0 2,102 -449 2,102 -211 -1,028 1,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 19.5 0.0 74.6 58.2 91.2 77.8 8.8 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 16 2 25 26 29 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 420,612
COMMITMENTS
118,021 104,759 1,282 282,555 299,055 401,858 405,096 18,754 15,516
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -6,417)
-4,888 -7,050 489 -2,397 991 -6,796 -5,570 379 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 24.9 0.3 67.2 71.1 95.5 96.3 4.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
25 69 8 41 55 71 127
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,161
COMMITMENTS
9,607 12,831 252 18,458 18,247 28,317 31,330 10,844 7,831
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 1,023)
11 -1,041 250 180 1,601 441 810 582 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 32.8 0.6 47.1 46.6 72.3 80.0 27.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 21 2 14 16 35 37
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,444
COMMITMENTS
9,626 3,417 398 18,105 15,926 28,129 19,741 7,315 15,703
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -1,106)
-2,180 23 355 175 -336 -1,650 42 544 -1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 9.6 1.1 51.1 44.9 79.4 55.7 20.6 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
17 7 2 17 11 34 20
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,984
COMMITMENTS
4,157 800 0 15,349 20,580 19,506 21,380 2,478 604
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 1,414)
-701 62 -93 451 1,268 -343 1,237 1,757 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 3.6 0.0 69.8 93.6 88.7 97.3 11.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 0 8 4 15 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 40,001
COMMITMENTS
7,455 4,488 850 18,733 29,361 27,038 34,699 12,963 5,302
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 4,541)
20 596 0 3,774 3,252 3,794 3,848 747 693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 11.2 2.1 46.8 73.4 67.6 86.7 32.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 9 3 23 33 29 45
Updated July 14, 2006