MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 37,949
COMMITMENTS
826 5,200 3,328 28,644 17,731 32,797 26,258 5,152 11,692
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 887)
35 905 111 402 293 549 1,309 338 -423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 13.7 8.8 75.5 46.7 86.4 69.2 13.6 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 20 12 26 19 41 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 164,359
COMMITMENTS
29,792 17,002 36,219 78,921 72,119 144,932 125,340 19,427 39,019
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 1,201)
-1,955 3,692 2,106 1,218 -4,760 1,370 1,038 -169 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 10.3 22.0 48.0 43.9 88.2 76.3 11.8 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
51 66 65 38 47 142 141
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED 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: 1,685
COMMITMENTS
912 360 89 10 380 1,011 829 674 856
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -110)
26 -37 9 -98 -14 -63 -41 -47 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.1 21.4 5.3 0.6 22.6 60.0 49.2 40.0 50.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
14 6 4 1 4 19 10
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 275,833
COMMITMENTS
53,234 12,808 72,939 121,904 128,504 248,077 214,251 27,756 61,582
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 2,505)
-3,289 1,466 1,678 1,978 304 367 3,448 2,138 -942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 4.6 26.4 44.2 46.6 89.9 77.7 10.1 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
95 41 95 102 155 253 263
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 5,792
COMMITMENTS
2,576 2,712 665 913 560 4,154 3,937 1,638 1,855
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 261)
-114 80 182 139 -10 207 251 54 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 46.8 11.5 15.8 9.7 71.7 68.0 28.3 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
15 24 13 10 10 34 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 36,285
COMMITMENTS
12,882 2,046 6,759 10,499 11,454 30,140 20,260 6,145 16,025
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 175)
691 -498 -403 95 961 384 60 -209 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 5.6 18.6 28.9 31.6 83.1 55.8 16.9 44.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
55 19 31 49 67 118 110
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 104,708
COMMITMENTS
26,342 31,244 4,929 33,609 46,587 64,881 82,760 39,828 21,948
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 8,856)
438 15,497 -387 6,561 -6,609 6,611 8,501 2,244 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 29.8 4.7 32.1 44.5 62.0 79.0 38.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 21 9 23 20 47 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 74,011
COMMITMENTS
16,617 37,580 96 45,151 17,788 61,864 55,464 12,147 18,547
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 4,073)
-1,504 4,047 95 4,624 -814 3,215 3,327 858 746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 50.8 0.1 61.0 24.0 83.6 74.9 16.4 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 21 3 10 6 23 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 82,137
COMMITMENTS
16,625 8,556 155 60,713 70,446 77,493 79,157 4,644 2,980
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 436)
-384 -2,029 -61 698 2,870 253 780 184 -343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 10.4 0.2 73.9 85.8 94.3 96.4 5.7 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
25 12 1 14 20 40 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED 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: 104,318
COMMITMENTS
34,683 11,968 221 43,454 76,886 78,357 89,075 25,961 15,244
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 13,870)
6,135 710 -105 7,488 14,220 13,518 14,824 353 -954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 11.5 0.2 41.7 73.7 75.1 85.4 24.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
18 9 3 15 22 35 32
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 259,161
COMMITMENTS
21,900 105,063 8,624 193,938 111,277 224,461 224,963 34,699 34,198
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 5,436)
-1,572 6,528 83 7,007 -733 5,518 5,878 -82 -443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 40.5 3.3 74.8 42.9 86.6 86.8 13.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
25 49 14 33 21 67 75
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 172,685
COMMITMENTS
65,556 15,700 15,254 36,315 106,472 117,124 137,427 55,561 35,259
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -6,609)
-493 -288 -34 869 -828 342 -1,149 -6,951 -5,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 9.1 8.8 21.0 61.7 67.8 79.6 32.2 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
56 27 31 30 34 100 78
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 18,463,842
COMMITMENTS
487,408 884,509 7014029 9626277 8864168 17127715 16762706 1336128 1701136
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 83,578)
12,754 -173,072 213 -54,719 98,312 -41,752 -74,546 125,329 158,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 4.8 38.0 52.1 48.0 92.8 90.8 7.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
58 84 117 149 160 280 294
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 708,291
COMMITMENTS
88,385 64,396 48,586 409,683 466,530 546,654 579,511 161,637 128,780
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -67,622)
-5,524 -14,172 -37,095 -19,787 -11,427 -62,407 -62,694 -5,215 -4,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 9.1 6.9 57.8 65.9 77.2 81.8 22.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
56 51 60 81 63 174 137
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 1,434,853
COMMITMENTS
191,457 358,751 52,105 852,524 889,546 1096087 1300402 338,767 134,451
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -65,516)
2,988 -38,603 -27,773 -20,798 -6,168 -45,583 -72,544 -19,932 7,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 25.0 3.6 59.4 62.0 76.4 90.6 23.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
54 76 47 83 71 169 162
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 56,810
COMMITMENTS
10,533 15,630 43 36,785 30,397 47,361 46,070 9,450 10,741
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 1,731)
355 975 16 1,050 -392 1,421 599 310 1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 27.5 0.1 64.8 53.5 83.4 81.1 16.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
16 23 1 28 24 45 47
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 423,300
COMMITMENTS
83,433 184,457 9,015 293,074 206,415 385,522 399,887 37,778 23,413
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -8,610)
-5,926 -5,916 -2,613 -1,978 -612 -10,517 -9,141 1,907 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 43.6 2.1 69.2 48.8 91.1 94.5 8.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
59 91 14 61 43 127 141
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 62,937
COMMITMENTS
37,046 3,637 126 3,560 50,202 40,732 53,964 22,206 8,973
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 7,750)
6,432 1,229 27 -625 5,512 5,834 6,768 1,917 982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 5.8 0.2 5.7 79.8 64.7 85.7 35.3 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
23 4 1 7 18 31 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED 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: 38,731
COMMITMENTS
5,733 6,497 7 29,678 25,942 35,418 32,445 3,313 6,285
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 1,930)
0 -50 -0 2,657 2,114 2,657 2,064 -727 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 16.8 0.0 76.6 67.0 91.4 83.8 8.6 16.2
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 07/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 453,375
COMMITMENTS
120,952 97,955 4,832 308,055 333,708 433,838 436,495 19,536 16,880
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: 11,317)
1,232 -4,281 -420 11,365 13,699 12,177 8,997 -860 2,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 21.6 1.1 67.9 73.6 95.7 96.3 4.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
28 73 26 44 59 84 146
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 40,965
COMMITMENTS
8,957 14,379 699 19,657 18,905 29,313 33,983 11,652 6,982
CHANGES FROM 07/18/06 (CHANGE IN OPEN INTEREST: -317)
-494 1,613 -395 1,616 -1,194 727 23 -1,044 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 35.1 1.7 48.0 46.1 71.6 83.0 28.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 22 5 17 20 35 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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