MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,063
COMMITMENTS
790 4,295 3,216 28,242 17,437 32,249 24,949 4,814 12,114
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 951)
120 439 104 494 351 718 893 233 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 11.6 8.7 76.2 47.0 87.0 67.3 13.0 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
3 17 11 26 19 39 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 163,158
COMMITMENTS
31,747 13,311 34,113 77,703 76,879 143,562 124,302 19,596 38,856
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 3,894)
-2,809 56 9,611 -3,313 -3,807 3,488 5,859 406 -1,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 8.2 20.9 47.6 47.1 88.0 76.2 12.0 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
57 52 68 39 49 149 140
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,794
COMMITMENTS
886 396 80 108 394 1,074 870 721 924
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -107)
141 67 -80 -75 -97 -14 -110 -92 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.4 22.1 4.4 6.0 22.0 59.8 48.5 40.2 51.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
14 6 4 3 5 21 11
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 273,328
COMMITMENTS
56,523 11,341 71,262 119,925 128,200 247,710 210,803 25,618 62,525
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -1,210)
-3,003 2,394 4,993 -4,123 -7,719 -2,133 -332 923 -878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 4.1 26.1 43.9 46.9 90.6 77.1 9.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 333)
105 41 93 99 156 253 261
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,532
COMMITMENTS
2,690 2,632 483 774 570 3,947 3,685 1,584 1,846
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 207)
110 25 91 44 76 245 193 -38 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 47.6 8.7 14.0 10.3 71.4 66.6 28.6 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 23 9 8 12 31 39
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,110
COMMITMENTS
12,191 2,544 7,162 10,403 10,493 29,756 20,199 6,354 15,911
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 772)
-263 104 729 153 459 619 1,292 153 -520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 7.0 19.8 28.8 29.1 82.4 55.9 17.6 44.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
53 24 27 49 67 118 107
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 95,853
COMMITMENTS
25,904 15,747 5,317 27,048 53,196 58,269 74,259 37,584 21,593
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -8,826)
-6,491 -4,169 110 308 -6,471 -6,072 -10,529 -2,754 1,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 16.4 5.5 28.2 55.5 60.8 77.5 39.2 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
20 16 7 24 20 49 38
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 69,938
COMMITMENTS
18,121 33,533 1 40,527 18,602 58,650 52,136 11,288 17,801
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 6,869)
-1,998 6,154 -3 10,032 -5,068 8,031 1,083 -1,162 5,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 47.9 0.0 57.9 26.6 83.9 74.5 16.1 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 19 1 9 7 22 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 81,701
COMMITMENTS
17,009 10,586 216 60,016 67,576 77,241 78,378 4,460 3,323
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 4,371)
6,171 -4,613 -140 -2,631 8,898 3,400 4,145 971 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 13.0 0.3 73.5 82.7 94.5 95.9 5.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 16 1 15 16 32 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 90,448
COMMITMENTS
28,548 11,259 326 35,966 62,666 64,840 74,251 25,608 16,197
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 2,561)
3,144 -181 85 365 684 3,593 587 -1,032 1,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 12.4 0.4 39.8 69.3 71.7 82.1 28.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
19 8 3 14 22 35 31
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 253,725
COMMITMENTS
23,472 98,534 8,540 186,931 112,010 218,943 219,085 34,782 34,640
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 31,550)
-2,750 47,311 1,606 34,672 -25,357 33,529 23,560 -1,979 7,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 38.8 3.4 73.7 44.1 86.3 86.3 13.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
26 48 15 32 22 69 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 179,294
COMMITMENTS
66,049 15,988 15,288 35,446 107,300 116,783 138,576 62,512 40,719
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -13,342)
-26,623 1,897 2,697 9,800 -27,309 -14,125 -22,715 782 9,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 8.9 8.5 19.8 59.8 65.1 77.3 34.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
57 23 29 28 30 96 71
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 14,948
COMMITMENTS
7,204 3,636 0 6,189 9,629 13,393 13,265 1,555 1,683
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 867)
2,875 -1,636 0 -1,926 2,129 949 493 -82 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 24.3 0.0 41.4 64.4 89.6 88.7 10.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 0 6 9 10 12
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,219
COMMITMENTS
16,082 2,593 0 17,647 31,952 33,729 34,545 5,490 4,674
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -28,562)
-8,802 794 0 -21,248 -27,087 -30,050 -26,293 1,488 -2,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 6.6 0.0 45.0 81.5 86.0 88.1 14.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 3 0 7 12 12 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 18,380,264
COMMITMENTS
474,654 1057581 7013816 9680997 8765855 17169466 16837253 1210798 1543012
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -543,146)
-23,093 -34,143 -586,151 101,494 198,639 -507,750 -421,655 -35,396 -121,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.8 38.2 52.7 47.7 93.4 91.6 6.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
69 81 119 150 164 281 310
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 775,913
COMMITMENTS
93,910 78,568 85,681 429,470 477,957 609,061 642,205 166,852 133,707
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 62,275)
1,742 12,186 36,706 6,959 14,436 45,407 63,327 16,869 -1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 10.1 11.0 55.4 61.6 78.5 82.8 21.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
73 51 73 84 65 191 155
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,500,369
COMMITMENTS
188,470 397,354 79,879 873,322 895,713 1141670 1372946 358,699 127,423
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 79,042)
-18,951 61,328 18,578 90,050 10,763 89,677 90,670 -10,635 -11,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 26.5 5.3 58.2 59.7 76.1 91.5 23.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
62 81 60 87 71 181 180
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,314
COMMITMENTS
1,381 705 0 4,265 7,275 5,646 7,980 3,668 1,334
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 180)
-2 0 0 0 0 -2 0 182 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 7.6 0.0 45.8 78.1 60.6 85.7 39.4 14.3
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 64,508
COMMITMENTS
9,407 28,547 18 49,765 30,240 59,190 58,805 5,318 5,703
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 2,230)
680 1,154 18 2,065 579 2,763 1,751 -533 479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 44.3 0.0 77.1 46.9 91.8 91.2 8.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 14 1 27 24 35 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,080
COMMITMENTS
10,178 14,655 27 35,735 30,789 45,940 45,471 9,140 9,609
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 3,712)
2,435 -82 -1 -624 2,633 1,810 2,550 1,901 1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 26.6 0.0 64.9 55.9 83.4 82.6 16.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
17 22 1 25 26 43 48
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 431,910
COMMITMENTS
89,359 190,373 11,628 295,053 207,027 396,039 409,027 35,871 22,883
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 85,523)
537 35,133 8,222 79,834 39,757 88,594 83,112 -3,071 2,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 44.1 2.7 68.3 47.9 91.7 94.7 8.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
62 86 14 51 46 121 138
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 55,187
COMMITMENTS
30,614 2,407 99 4,185 44,690 34,898 47,197 20,289 7,991
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 2,834)
8,713 -2,558 -292 -6,218 8,439 2,203 5,590 631 -2,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.5 4.4 0.2 7.6 81.0 63.2 85.5 36.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
22 3 1 8 18 31 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,801
COMMITMENTS
5,733 6,546 7 27,021 23,828 32,761 30,381 4,040 6,419
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 2,133)
0 -225 -4 1,157 3,648 1,153 3,419 980 -1,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 17.8 0.0 73.4 64.7 89.0 82.6 11.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
2 16 1 27 26 30 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 442,058
COMMITMENTS
119,720 102,236 5,252 296,690 320,010 421,662 427,498 20,396 14,560
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 15,485)
2,005 -2,530 645 11,908 19,007 14,558 17,122 927 -1,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 23.1 1.2 67.1 72.4 95.4 96.7 4.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
39 75 35 42 60 93 158
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,281
COMMITMENTS
9,451 12,766 1,095 18,040 20,099 28,586 33,959 12,696 7,322
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,397)
531 -67 143 -1,118 1,830 -444 1,906 1,841 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 30.9 2.7 43.7 48.7 69.2 82.3 30.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
19 23 7 13 24 35 51
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,100
COMMITMENTS
7,896 3,785 0 21,008 14,994 28,904 18,779 8,196 18,321
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,656)
-1,730 368 -398 2,903 -932 775 -962 881 2,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 10.2 0.0 56.6 40.4 77.9 50.6 22.1 49.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 9 0 17 11 29 20
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 41,681
COMMITMENTS
4,885 4,438 2,580 19,893 29,523 27,358 36,541 14,323 5,140
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,680)
-2,570 -50 1,730 1,160 162 320 1,842 1,360 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 10.6 6.2 47.7 70.8 65.6 87.7 34.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 9 4 24 34 32 47
Updated July 21, 2006