BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,859
COMMITMENTS
258 0 106 2,612 3,236 2,976 3,342 883 517
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 168)
214 0 -22 34 172 226 150 -58 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 0.0 2.7 67.7 83.9 77.1 86.6 22.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 1 13 10 18 11
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,329
COMMITMENTS
3,098 2,890 650 21,696 17,121 25,444 20,661 3,885 8,668
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 917)
622 -110 -28 342 798 936 660 -19 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 9.9 2.2 74.0 58.4 86.8 70.4 13.2 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 11 12 25 18 40 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 168,220
COMMITMENTS
34,842 18,395 35,500 77,942 75,328 148,284 129,223 19,936 38,997
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -7,314)
-5,823 -234 -1,822 66 -4,836 -7,579 -6,892 265 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 10.9 21.1 46.3 44.8 88.1 76.8 11.9 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
58 56 77 33 46 152 143
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,870
COMMITMENTS
50,129 28,508 45,684 98,555 93,920 194,368 168,112 23,502 49,758
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 1,754)
-1,897 2,241 2,812 1,678 -309 2,593 4,744 -839 -2,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 13.1 21.0 45.2 43.1 89.2 77.2 10.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
74 50 76 80 133 196 233
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,420
COMMITMENTS
2,920 2,874 685 1,221 881 4,826 4,440 1,594 1,980
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 562)
-24 296 169 212 162 357 627 205 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.5 44.8 10.7 19.0 13.7 75.2 69.2 24.8 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 25 17 16 15 44 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,065
COMMITMENTS
8,623 5,660 3,846 8,074 5,859 20,543 15,365 5,522 10,700
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -2,979)
-905 586 -784 -604 -1,605 -2,293 -1,803 -686 -1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 21.7 14.8 31.0 22.5 78.8 58.9 21.2 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
35 29 23 29 38 78 80
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 94,128
COMMITMENTS
38,542 32,032 1,093 25,052 39,995 64,687 73,120 29,441 21,008
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -44,710)
-2,501 -8,156 -657 -43,327 -35,337 -46,485 -44,150 1,775 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 34.0 1.2 26.6 42.5 68.7 77.7 31.3 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
22 23 1 17 13 40 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 69,977
COMMITMENTS
10,497 39,517 0 50,350 11,296 60,847 50,813 9,130 19,164
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -7,017)
386 -14,628 0 -7,079 8,814 -6,693 -5,814 -324 -1,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 56.5 0.0 72.0 16.1 87.0 72.6 13.0 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 22 0 10 10 18 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 54,570
COMMITMENTS
16,227 20,494 330 34,712 30,039 51,269 50,863 3,301 3,707
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 1,867)
-4,838 1,891 -429 6,715 -32 1,448 1,430 419 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 37.6 0.6 63.6 55.0 94.0 93.2 6.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 17 3 19 10 46 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 122,122
COMMITMENTS
74,642 17,675 0 17,207 89,109 91,849 106,784 30,273 15,338
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 17,867)
14,424 410 -92 -1,516 16,778 12,816 17,096 5,051 771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.1 14.5 0.0 14.1 73.0 75.2 87.4 24.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
27 12 0 12 23 39 35
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 221,240
COMMITMENTS
42,518 129,876 449 150,583 55,335 193,550 185,660 27,690 35,580
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -3,858)
7,563 4,117 107 -9,626 -7,048 -1,956 -2,824 -1,902 -1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 58.7 0.2 68.1 25.0 87.5 83.9 12.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
29 40 3 25 18 55 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 136,955
COMMITMENTS
67,422 17,480 818 19,561 89,145 87,801 107,443 49,154 29,512
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 5,557)
-1,775 -603 -403 4,132 9,204 1,954 8,198 3,603 -2,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.2 12.8 0.6 14.3 65.1 64.1 78.5 35.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
44 20 8 29 27 75 53
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 17,727
COMMITMENTS
13,141 468 0 2,272 16,282 15,413 16,750 2,314 977
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 119)
-209 0 0 -296 64 -505 64 624 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.1 2.6 0.0 12.8 91.8 86.9 94.5 13.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 2 0 7 10 14 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,430,985
COMMITMENTS
977,160 648,716 1063015 6349579 6455333 8389754 8167064 1041231 1263921
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 284,030)
334,531 -101,042 39,107 -29,137 459,284 344,501 397,349 -60,471 -113,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 6.9 11.3 67.3 68.4 89.0 86.6 11.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
67 54 91 135 152 247 263
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 597,825
COMMITMENTS
66,696 33,394 2,029 400,935 430,612 469,660 466,035 128,165 131,790
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 7,583)
1,545 1,913 -278 1,384 4,416 2,651 6,051 4,932 1,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 5.6 0.3 67.1 72.0 78.6 78.0 21.4 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
44 31 9 73 57 122 92
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,428,199
COMMITMENTS
276,678 343,784 17,535 729,243 920,376 1023456 1281695 404,743 146,504
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 124,293)
70,515 64,148 363 32,360 59,831 103,238 124,342 21,055 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 24.1 1.2 51.1 64.4 71.7 89.7 28.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
62 76 22 72 71 149 154
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 66,145
COMMITMENTS
5,985 33,187 27 55,496 27,561 61,508 60,775 4,637 5,370
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 2,146)
571 1,230 0 1,751 792 2,322 2,022 -176 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 50.2 0.0 83.9 41.7 93.0 91.9 7.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
10 8 1 26 20 37 28
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,311
COMMITMENTS
7,608 12,500 0 28,599 27,294 36,207 39,794 11,104 7,517
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -1,218)
-649 -439 0 1,783 -80 1,134 -519 -2,352 -699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 26.4 0.0 60.4 57.7 76.5 84.1 23.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
17 14 0 22 27 39 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 430,416
COMMITMENTS
72,982 154,283 14,163 316,786 222,611 403,931 391,057 26,485 39,359
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 47,023)
13,286 37,215 4,419 27,798 25,489 45,503 67,123 1,520 -20,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 35.8 3.3 73.6 51.7 93.8 90.9 6.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
59 53 14 54 42 121 101
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 57,337
COMMITMENTS
34,442 4,353 0 3,532 44,390 37,974 48,743 19,363 8,594
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -4,615)
-4,613 -1,070 0 627 -4,607 -3,986 -5,677 -629 1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.1 7.6 0.0 6.2 77.4 66.2 85.0 33.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 5 0 8 16 30 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,409
COMMITMENTS
800 4,925 0 28,959 16,727 29,759 21,652 3,650 11,757
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 1,611)
0 -759 0 1,843 1,824 1,843 1,065 -232 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 14.7 0.0 86.7 50.1 89.1 64.8 10.9 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 11 0 26 22 28 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 420,298
COMMITMENTS
37,272 132,722 897 336,567 271,220 374,736 404,839 45,562 15,459
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 17,699)
4,689 19,362 200 8,252 568 13,141 20,130 4,558 -2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 31.6 0.2 80.1 64.5 89.2 96.3 10.8 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
21 75 5 45 61 69 138
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,555
COMMITMENTS
8,087 15,799 0 21,324 20,728 29,411 36,527 13,144 6,028
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 3,434)
395 -380 0 2,189 2,971 2,584 2,591 850 843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 37.1 0.0 50.1 48.7 69.1 85.8 30.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
17 17 0 15 25 32 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 38,812
COMMITMENTS
16,529 3,347 99 15,722 9,856 32,350 13,302 6,462 25,510
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 2,757)
297 952 99 3,183 1,154 3,579 2,205 -822 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 8.6 0.3 40.5 25.4 83.4 34.3 16.6 65.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
15 6 1 19 9 34 16
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,274
COMMITMENTS
3,436 1,647 107 15,180 16,936 18,723 18,690 551 584
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 324)
62 -126 14 185 630 261 518 63 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 8.5 0.6 78.8 87.9 97.1 97.0 2.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 2 8 4 15 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 52,104
COMMITMENTS
3,780 6,428 1,860 26,935 35,235 32,575 43,523 19,529 8,581
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 2,677)
-1,246 1,653 -197 641 5,116 -802 6,572 3,479 -3,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 12.3 3.6 51.7 67.6 62.5 83.5 37.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 9 4 30 34 36 44
Updated September 29, 2006