BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,226
COMMITMENTS
356 11 128 2,201 2,755 2,685 2,894 541 332
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 87)
0 8 15 69 12 84 35 3 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 0.3 4.0 68.2 85.4 83.2 89.7 16.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 13 11 16 12
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,134
COMMITMENTS
4,843 2,450 627 20,931 16,948 26,401 20,025 3,733 10,109
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 809)
141 708 169 1,186 141 1,496 1,018 -687 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 8.1 2.1 69.5 56.2 87.6 66.5 12.4 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 11 12 29 17 43 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 187,451
COMMITMENTS
38,376 18,250 45,841 81,221 84,243 165,438 148,334 22,013 39,117
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 15,388)
5,578 -692 4,288 1,047 9,907 10,913 13,503 4,475 1,885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 9.7 24.5 43.3 44.9 88.3 79.1 11.7 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
69 64 92 34 43 175 151
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 195,423
COMMITMENTS
48,204 27,190 37,484 92,406 88,206 178,094 152,880 17,329 42,543
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -5,992)
985 -636 -4,359 -315 3,439 -3,689 -1,556 -2,303 -4,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 13.9 19.2 47.3 45.1 91.1 78.2 8.9 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
68 55 65 52 120 157 212
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,129
COMMITMENTS
1,979 2,525 398 2,036 1,198 4,413 4,121 1,716 2,008
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -413)
-991 -29 -132 790 -57 -333 -218 -80 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 41.2 6.5 33.2 19.5 72.0 67.2 28.0 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 22 9 18 17 38 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 21,523
COMMITMENTS
5,702 7,698 2,633 7,856 2,156 16,191 12,487 5,332 9,036
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -2,533)
-1,335 162 -850 -272 -1,225 -2,457 -1,913 -76 -620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 35.8 12.2 36.5 10.0 75.2 58.0 24.8 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
20 36 17 30 18 63 62
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 104,350
COMMITMENTS
23,818 47,496 1,431 50,020 33,744 75,269 82,671 29,081 21,679
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 4,147)
-1,167 8,278 338 4,774 -3,671 3,945 4,945 202 -798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 45.5 1.4 47.9 32.3 72.1 79.2 27.9 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
16 31 3 24 12 43 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 89,968
COMMITMENTS
11,230 58,299 0 68,592 11,763 79,822 70,062 10,146 19,906
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -17,848)
1,899 -21,255 0 -21,362 7,794 -19,463 -13,461 1,615 -4,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 64.8 0.0 76.2 13.1 88.7 77.9 11.3 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
10 26 0 10 11 20 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 113,332
COMMITMENTS
93,138 10,957 165 14,597 100,173 107,900 111,295 5,432 2,037
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 13,479)
14,086 -1,012 -2 -1,436 14,529 12,648 13,515 831 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.2 9.7 0.1 12.9 88.4 95.2 98.2 4.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
60 10 1 12 20 73 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 126,678
COMMITMENTS
80,509 20,645 173 16,971 85,465 97,653 106,283 29,025 20,395
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 25,002)
24,304 1,605 -395 -4,329 19,852 19,580 21,062 5,422 3,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.6 16.3 0.1 13.4 67.5 77.1 83.9 22.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
34 13 1 13 22 48 35
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 226,607
COMMITMENTS
46,776 106,376 1,748 139,703 87,349 188,227 195,473 38,380 31,134
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -56,391)
-3,625 -81,315 710 -56,162 29,851 -59,077 -50,754 2,686 -5,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 46.9 0.8 61.6 38.5 83.1 86.3 16.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
36 41 6 26 24 65 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 162,230
COMMITMENTS
84,563 24,515 3,478 24,644 102,923 112,685 130,916 49,545 31,314
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 4,196)
13,629 -19,268 594 -13,483 32,903 740 14,229 3,456 -10,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 15.1 2.1 15.2 63.4 69.5 80.7 30.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
55 26 14 24 33 85 67
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,440
COMMITMENTS
13,531 1,274 0 2,838 16,046 16,369 17,320 2,071 1,120
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -2,963)
-2,912 66 0 7 -2,771 -2,905 -2,705 -58 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.4 6.9 0.0 15.4 87.0 88.8 93.9 11.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 5 0 8 11 21 16
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,137
COMMITMENTS
3,287 535 1,716 28,907 32,009 33,910 34,260 5,227 4,877
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 1.4 4.4 73.9 81.8 86.6 87.5 13.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 4 11 11 16 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,095,449
COMMITMENTS
1084870 563,618 1282828 6655255 6874394 9022953 8720840 1072496 1374609
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 316,820)
311,760 -179,569 46,960 -84,762 470,036 273,958 337,427 42,862 -20,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 5.6 12.7 65.9 68.1 89.4 86.4 10.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
58 59 89 148 160 252 271
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 619,328
COMMITMENTS
71,697 33,748 3,985 414,605 450,490 490,287 488,223 129,041 131,105
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -587)
-183 2,286 303 -448 2,716 -328 5,305 -259 -5,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 5.4 0.6 66.9 72.7 79.2 78.8 20.8 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
49 36 16 77 60 133 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,649,310
COMMITMENTS
420,368 323,552 27,238 795,221 1171489 1242827 1522279 406,483 127,031
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 38,311)
33,106 -20,721 -6,560 27,046 83,664 53,592 56,383 -15,281 -18,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 19.6 1.7 48.2 71.0 75.4 92.3 24.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
79 65 27 80 74 173 152
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,149
COMMITMENTS
842 0 0 5,190 6,799 6,032 6,799 3,117 2,350
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 613)
93 0 0 713 -66 806 -66 -193 679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 0.0 0.0 56.7 74.3 65.9 74.3 34.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 11 12 13 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 72,572
COMMITMENTS
8,097 32,892 27 53,941 36,017 62,065 68,936 10,507 3,636
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 4,656)
778 1,353 0 2,806 2,946 3,584 4,299 1,072 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 45.3 0.0 74.3 49.6 85.5 95.0 14.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
10 7 1 27 26 38 33
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,287
COMMITMENTS
11,386 7,653 3 40,652 27,153 52,041 34,809 7,246 24,478
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 4,702)
499 -964 0 6,126 -5,042 6,625 -6,006 -1,923 10,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 12.9 0.0 68.6 45.8 87.8 58.7 12.2 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
21 10 1 25 28 47 38
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 430,345
COMMITMENTS
110,425 134,379 15,861 190,914 255,056 317,200 405,296 113,145 25,049
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -890)
-7 3,384 5,149 -56,203 -10,406 -51,061 -1,873 50,171 983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 31.2 3.7 44.4 59.3 73.7 94.2 26.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
65 54 15 54 52 128 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 107,657
COMMITMENTS
78,430 7,077 263 2,322 89,841 81,015 97,181 26,642 10,476
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 20,155)
16,692 1,763 263 -184 17,079 16,771 19,105 3,384 1,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.9 6.6 0.2 2.2 83.5 75.3 90.3 24.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
39 4 2 5 20 44 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,793
COMMITMENTS
3,066 3,338 2 30,266 21,346 33,334 24,686 4,459 13,107
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 875)
33 -438 0 1,117 827 1,150 389 -275 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 8.8 0.0 80.1 56.5 88.2 65.3 11.8 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
4 9 1 24 22 29 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 417,183
COMMITMENTS
66,065 123,571 1,487 293,820 277,230 361,372 402,288 55,811 14,895
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 3,554)
9,608 6,315 -733 -6,025 -755 2,850 4,827 704 -1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 29.6 0.4 70.4 66.5 86.6 96.4 13.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
37 63 11 42 60 85 129
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,049
COMMITMENTS
11,768 16,428 215 22,824 23,686 34,807 40,329 11,242 5,720
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 3,139)
1,333 2,065 215 1,458 1,112 3,006 3,392 133 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 35.7 0.5 49.6 51.4 75.6 87.6 24.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
22 23 1 16 22 39 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 42,211
COMMITMENTS
15,849 4,177 220 19,011 14,323 35,080 18,720 7,131 23,491
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 3,866)
19 756 220 3,623 207 3,862 1,183 4 2,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 9.9 0.5 45.0 33.9 83.1 44.3 16.9 55.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 7 2 23 14 42 22
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,827
COMMITMENTS
6,718 3,361 41 14,665 17,676 21,424 21,078 403 749
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 1,233)
1,037 732 0 82 503 1,119 1,235 114 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 15.4 0.2 67.2 81.0 98.2 96.6 1.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 1 8 4 14 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 54,485
COMMITMENTS
5,682 9,896 3,334 27,719 33,956 36,735 47,186 17,750 7,299
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -663)
1,008 -1 -193 578 257 1,393 63 -2,056 -726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 18.2 6.1 50.9 62.3 67.4 86.6 32.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 11 7 28 31 36 45
Updated November 3, 2006