MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,927
COMMITMENTS
1,021 3,958 1,421 25,010 16,598 27,452 21,977 4,475 9,950
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 746)
-42 742 136 347 243 441 1,121 305 -375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 12.4 4.5 78.3 52.0 86.0 68.8 14.0 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 18 10 24 18 36 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 157,440
COMMITMENTS
29,785 19,147 31,430 77,534 70,073 138,749 120,650 18,691 36,790
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 565)
-1,952 3,066 1,527 1,185 -4,276 760 317 -195 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 12.2 20.0 49.2 44.5 88.1 76.6 11.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
49 66 62 34 46 135 139
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,673
COMMITMENTS
912 356 86 10 380 1,008 822 665 851
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -109)
26 -38 10 -98 -14 -62 -42 -47 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.5 21.3 5.1 0.6 22.7 60.3 49.1 39.7 50.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 6 4 1 4 19 10
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 234,577
COMMITMENTS
47,918 21,551 48,668 113,161 109,302 209,747 179,521 24,830 55,056
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 2,406)
-3,029 406 2,006 1,464 877 441 3,289 1,965 -883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 9.2 20.7 48.2 46.6 89.4 76.5 10.6 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
66 45 88 83 145 208 251
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,446
COMMITMENTS
2,578 2,709 490 882 474 3,950 3,673 1,496 1,773
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 271)
-91 39 194 132 0 235 233 36 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 49.7 9.0 16.2 8.7 72.5 67.4 27.5 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 22 12 9 10 33 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,944
COMMITMENTS
12,912 4,229 2,944 9,591 9,785 25,447 16,958 5,497 13,986
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 249)
714 -550 -341 83 968 456 77 -207 172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 13.7 9.5 31.0 31.6 82.2 54.8 17.8 45.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
46 23 28 39 59 102 100
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 91,963
COMMITMENTS
23,613 29,032 1,657 31,421 41,951 56,691 72,640 35,272 19,323
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 8,548)
311 15,014 96 6,528 -6,925 6,935 8,185 1,613 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 31.6 1.8 34.2 45.6 61.6 79.0 38.4 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
21 18 3 23 16 45 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,560
COMMITMENTS
16,611 37,571 36 45,151 17,788 61,798 55,395 11,762 18,165
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 3,948)
-1,505 4,038 36 4,624 -814 3,155 3,260 793 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 51.1 0.0 61.4 24.2 84.0 75.3 16.0 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 21 1 10 6 22 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 82,117
COMMITMENTS
16,625 8,554 155 60,711 70,446 77,491 79,155 4,626 2,962
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 436)
-384 -2,029 -61 698 2,870 253 780 183 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 10.4 0.2 73.9 85.8 94.4 96.4 5.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
25 11 1 14 20 40 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 102,104
COMMITMENTS
34,685 12,026 3 43,032 76,575 77,720 88,604 24,384 13,500
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 14,024)
6,225 643 -2 7,428 14,334 13,651 14,975 373 -951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 11.8 0.0 42.1 75.0 76.1 86.8 23.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
18 9 1 15 20 34 29
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 208,508
COMMITMENTS
26,299 103,185 86 152,876 73,589 179,261 176,860 29,247 31,648
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 4,941)
-1,425 6,412 -114 7,002 -583 5,463 5,715 -522 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 49.5 0.0 73.3 35.3 86.0 84.8 14.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
28 44 2 30 15 59 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 146,454
COMMITMENTS
66,687 16,386 687 30,207 100,022 97,581 117,095 48,873 29,359
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -6,341)
-1,129 264 238 1,031 -1,084 140 -582 -6,481 -5,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.5 11.2 0.5 20.6 68.3 66.6 80.0 33.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
53 22 7 27 31 81 59
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 16,341
COMMITMENTS
9,103 3,658 0 5,799 11,495 14,902 15,153 1,439 1,188
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 1,393)
1,899 22 0 -390 1,866 1,509 1,888 -116 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.7 22.4 0.0 35.5 70.3 91.2 92.7 8.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 3 0 6 10 9 13
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 41,651
COMMITMENTS
14,552 2,463 0 18,849 34,285 33,401 36,748 8,250 4,903
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 2,432)
-1,530 -130 0 1,202 2,333 -328 2,203 2,760 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 5.9 0.0 45.3 82.3 80.2 88.2 19.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 3 0 7 12 11 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,576,691
COMMITMENTS
590,846 1250989 1276488 6564179 5540328 8431513 8067805 1145178 1508886
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 9,591)
-17,175 -163,117 -43,877 -29,999 82,248 -91,051 -124,746 100,642 134,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 13.1 13.3 68.5 57.9 88.0 84.2 12.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
58 70 103 132 150 248 276
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 623,812
COMMITMENTS
80,291 61,694 2,858 393,615 448,751 476,764 513,303 147,048 110,509
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -4,178)
-3,058 -7,939 317 -6,669 3,486 -9,410 -4,136 5,232 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 9.9 0.5 63.1 71.9 76.4 82.3 23.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
50 36 18 75 54 137 97
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,378,698
COMMITMENTS
192,380 353,505 23,706 828,688 873,544 1044774 1250755 333,924 127,943
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -24,710)
2,821 -40,025 -3,662 -7,518 11,827 -8,359 -31,860 -16,351 7,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 25.6 1.7 60.1 63.4 75.8 90.7 24.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
51 72 19 80 68 143 147
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,435
COMMITMENTS
1,339 705 0 4,260 7,279 5,599 7,984 3,836 1,451
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 121)
-42 0 0 -5 4 -47 4 168 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 7.5 0.0 45.2 77.1 59.3 84.6 40.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 1 0 8 11 11 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 67,533
COMMITMENTS
9,059 29,868 0 53,247 30,194 62,306 60,062 5,227 7,471
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 3,025)
-348 1,321 -18 3,482 -46 3,116 1,257 -91 1,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 44.2 0.0 78.8 44.7 92.3 88.9 7.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 14 0 27 23 34 37
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,675
COMMITMENTS
10,533 15,629 43 36,717 30,295 47,293 45,967 9,382 10,708
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 1,774)
355 976 16 1,048 -369 1,419 623 355 1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 27.6 0.1 64.8 53.5 83.4 81.1 16.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 23 1 26 24 43 47
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 418,976
COMMITMENTS
83,265 184,396 6,829 291,329 204,568 381,423 395,793 37,553 23,183
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -7,696)
-5,907 -6,811 -1,536 -2,299 106 -9,742 -8,241 2,046 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 44.0 1.6 69.5 48.8 91.0 94.5 9.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
57 92 10 61 41 124 137
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,339
COMMITMENTS
37,046 3,654 0 3,560 50,202 40,606 53,856 21,733 8,483
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 7,690)
6,432 1,255 0 -625 5,512 5,807 6,767 1,883 923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.4 5.9 0.0 5.7 80.5 65.1 86.4 34.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
23 4 0 7 18 30 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,723
COMMITMENTS
5,733 6,498 4 29,676 25,942 35,413 32,444 3,310 6,279
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 1,931)
0 -49 0 2,657 2,114 2,657 2,065 -726 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 16.8 0.0 76.6 67.0 91.5 83.8 8.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 15 1 27 26 30 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 448,845
COMMITMENTS
121,382 98,036 2,050 306,329 332,289 429,761 432,375 19,084 16,470
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 13,891)
1,766 -3,774 543 11,843 14,775 14,152 11,544 -261 2,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 21.8 0.5 68.2 74.0 95.7 96.3 4.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
18 70 7 42 57 65 129
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,253
COMMITMENTS
9,643 14,378 0 18,958 18,893 28,601 33,271 11,652 6,982
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -314)
-493 1,613 -395 1,617 -1,192 729 26 -1,043 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 35.7 0.0 47.1 46.9 71.1 82.7 28.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
18 21 0 17 19 35 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,814
COMMITMENTS
6,865 2,909 37 25,133 16,777 32,035 19,723 7,779 20,091
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 2,714)
-1,031 -876 37 4,125 1,783 3,131 944 -417 1,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 7.3 0.1 63.1 42.1 80.5 49.5 19.5 50.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 7 1 20 13 32 21
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,782
COMMITMENTS
4,285 4,712 1,961 20,516 27,609 26,762 34,282 13,020 5,500
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -1,899)
-600 274 -619 623 -1,914 -596 -2,259 -1,303 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 11.8 4.9 51.6 69.4 67.3 86.2 32.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 10 4 25 31 33 44
Updated July 28, 2006