MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,755
COMMITMENTS
969 5,086 2,981 26,501 16,336 30,450 24,402 4,305 10,353
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -3,787)
107 -698 -345 -2,883 -1,666 -3,121 -2,709 -666 -1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 14.6 8.6 76.2 47.0 87.6 70.2 12.4 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
6 20 13 27 18 43 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 169,321
COMMITMENTS
34,075 17,046 38,049 77,509 74,129 149,632 129,224 19,689 40,097
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -241)
1,859 -956 -77 -2,324 956 -543 -77 301 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 10.1 22.5 45.8 43.8 88.4 76.3 11.6 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
56 69 68 35 47 148 139
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 262,157
COMMITMENTS
54,860 12,987 59,466 117,789 125,786 232,116 198,238 30,042 63,919
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -13,871)
2,113 120 -12,751 -4,360 -1,106 -14,999 -13,737 1,128 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 5.0 22.7 44.9 48.0 88.5 75.6 11.5 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
100 53 100 107 152 274 269
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,095
COMMITMENTS
2,768 2,822 1,099 1,118 1,085 4,986 5,006 2,109 2,089
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -6)
70 51 -78 -110 69 -118 42 112 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 39.8 15.5 15.8 15.3 70.3 70.6 29.7 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
16 27 14 15 13 42 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,469
COMMITMENTS
12,606 2,527 7,261 10,408 11,146 30,275 20,934 7,194 16,535
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 362)
-196 384 -108 -82 -313 -386 -37 749 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 6.7 19.4 27.8 29.7 80.8 55.9 19.2 44.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
51 20 29 52 64 118 106
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 92,511
COMMITMENTS
23,227 13,881 5,436 23,834 54,420 52,498 73,737 40,013 18,774
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -5,224)
3,015 -13,621 343 -10,049 9,865 -6,691 -3,412 1,467 -1,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 15.0 5.9 25.8 58.8 56.7 79.7 43.3 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
19 17 6 19 24 42 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,267
COMMITMENTS
21,484 36,381 123 36,065 22,775 57,672 59,278 15,596 13,989
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 7,588)
3,997 9,484 34 543 1,284 4,574 10,803 3,013 -3,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 49.7 0.2 49.2 31.1 78.7 80.9 21.3 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 15 1 7 10 24 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 79,565
COMMITMENTS
28,762 6,854 155 46,248 69,843 75,165 76,852 4,400 2,713
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -6,981)
1,507 -2,727 -257 -5,918 -1,397 -4,668 -4,381 -2,313 -2,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 8.6 0.2 58.1 87.8 94.5 96.6 5.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
38 12 1 13 22 52 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 131,051
COMMITMENTS
65,125 9,308 590 31,296 101,689 97,011 111,587 34,040 19,464
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 14,367)
8,848 -1,773 202 3,054 13,505 12,104 11,934 2,262 2,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 7.1 0.5 23.9 77.6 74.0 85.1 26.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
26 10 3 15 23 43 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 247,575
COMMITMENTS
23,526 80,517 6,404 180,782 131,473 210,711 218,394 36,863 29,181
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 1,484)
-23 8,823 -1,102 1,572 -3,865 447 3,857 1,037 -2,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 32.5 2.6 73.0 53.1 85.1 88.2 14.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
28 43 13 33 23 68 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 204,673
COMMITMENTS
103,023 9,081 13,617 27,960 150,813 144,601 173,511 60,071 31,161
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 17,064)
15,829 -2,311 -2,122 510 24,294 14,217 19,861 2,846 -2,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.3 4.4 6.7 13.7 73.7 70.6 84.8 29.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
66 20 31 29 35 104 77
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 17,327
COMMITMENTS
9,468 2,523 0 6,233 13,907 15,701 16,430 1,626 897
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -833)
-1,487 -229 0 652 -307 -835 -536 2 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.6 14.6 0.0 36.0 80.3 90.6 94.8 9.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 4 0 7 11 12 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 46,461
COMMITMENTS
10,809 3,619 200 31,052 37,466 42,061 41,285 4,400 5,176
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 4,757)
-2,729 1,990 140 7,549 2,672 4,960 4,802 -203 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 7.8 0.4 66.8 80.6 90.5 88.9 9.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 1 15 15 19 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 19,580,629
COMMITMENTS
735,959 654,782 7530435 9912421 9716621 18178815 17901838 1401813 1678791
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 389,420)
103,182 -21,745 94,891 112,248 288,015 310,321 361,161 79,099 28,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.3 38.5 50.6 49.6 92.8 91.4 7.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
58 88 128 160 168 301 311
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 719,472
COMMITMENTS
77,515 57,383 57,722 429,582 469,787 564,818 584,891 154,653 134,580
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 5,417)
-1,710 -2,062 4,721 1,822 -4,695 4,834 -2,036 583 7,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 8.0 8.0 59.7 65.3 78.5 81.3 21.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
59 47 66 85 65 180 142
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,545,328
COMMITMENTS
191,512 389,015 87,465 918,644 936,978 1197620 1413458 347,707 131,870
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 89,705)
25,535 24,541 18,096 24,490 49,551 68,121 92,187 21,584 -2,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 25.2 5.7 59.4 60.6 77.5 91.5 22.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
60 79 61 81 74 176 179
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,553
COMMITMENTS
700 0 0 4,983 8,084 5,683 8,084 3,870 1,469
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 59)
78 0 0 12 100 90 100 -31 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 0.0 0.0 52.2 84.6 59.5 84.6 40.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 9 12 11 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 69,642
COMMITMENTS
4,792 28,842 24 60,048 33,209 64,864 62,075 4,778 7,567
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -489)
-4,137 444 0 3,626 -319 -511 125 22 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 41.4 0.0 86.2 47.7 93.1 89.1 6.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 14 1 30 24 37 38
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,202
COMMITMENTS
7,102 18,109 57 40,842 34,399 48,001 52,564 11,202 6,638
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,564)
825 2,526 15 481 668 1,321 3,209 2,243 356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 30.6 0.1 69.0 58.1 81.1 88.8 18.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
17 21 1 26 26 44 47
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 440,480
COMMITMENTS
55,563 182,554 6,942 350,830 211,098 413,335 400,594 27,145 39,886
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 16,082)
7,484 -16,799 2,664 -340 17,819 9,809 3,684 6,273 12,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 41.4 1.6 79.6 47.9 93.8 90.9 6.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
44 96 20 59 50 112 157
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 66,179
COMMITMENTS
36,321 3,233 221 4,646 53,975 41,188 57,429 24,991 8,750
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -2,637)
-3,874 1,225 21 1,153 -3,778 -2,701 -2,532 63 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.9 4.9 0.3 7.0 81.6 62.2 86.8 37.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
26 3 2 8 17 35 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,837
COMMITMENTS
400 6,522 12 37,604 27,222 38,016 33,755 3,821 8,082
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 1,380)
0 66 0 1,554 1,431 1,554 1,497 -174 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 15.6 0.0 89.9 65.1 90.9 80.7 9.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 15 2 28 25 31 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 464,644
COMMITMENTS
46,563 107,427 5,202 382,957 336,260 434,721 448,888 29,923 15,756
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 4,832)
-3,783 10,497 829 4,208 -4,837 1,253 6,488 3,578 -1,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 23.1 1.1 82.4 72.4 93.6 96.6 6.4 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
31 75 33 45 61 89 156
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,262
COMMITMENTS
9,125 12,872 701 18,949 20,512 28,775 34,085 16,487 11,177
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,705)
575 -570 -607 -293 2,299 -324 1,122 4,029 2,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 28.4 1.5 41.9 45.3 63.6 75.3 36.4 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
17 20 6 14 21 33 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 40,874
COMMITMENTS
6,491 3,907 39 26,473 17,476 33,003 21,422 7,871 19,452
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 694)
1,015 534 -101 -903 -269 11 164 683 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 9.6 0.1 64.8 42.8 80.7 52.4 19.3 47.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 9 1 22 11 36 21
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,528
COMMITMENTS
3,924 100 94 15,532 19,977 19,550 20,171 978 357
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -157)
-640 -118 94 195 -190 -351 -214 194 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 0.5 0.5 75.7 97.3 95.2 98.3 4.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 1 2 9 5 16 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 42,777
COMMITMENTS
3,826 4,298 287 25,659 32,497 29,772 37,082 13,005 5,695
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 888)
-427 -600 0 2,109 2,153 1,682 1,553 -794 -665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 10.0 0.7 60.0 76.0 69.6 86.7 30.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 9 2 29 36 36 46
Updated August 11, 2006