MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 34,938
COMMITMENTS
1,028 4,496 2,873 26,469 16,454 30,370 23,824 4,568 11,114
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 183)
59 -590 -107 -32 119 -80 -578 263 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 12.9 8.2 75.8 47.1 86.9 68.2 13.1 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 19 15 26 17 44 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 163,337
COMMITMENTS
33,515 16,976 36,675 74,514 73,019 144,704 126,669 18,633 36,668
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -5,984)
-560 -70 -1,374 -2,994 -1,111 -4,928 -2,555 -1,055 -3,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 10.4 22.5 45.6 44.7 88.6 77.6 11.4 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
64 57 58 30 44 141 123
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 235,116
COMMITMENTS
52,518 12,079 52,841 103,012 110,478 208,371 175,399 26,745 59,718
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -27,041)
-2,343 -907 -6,625 -14,778 -15,308 -23,745 -22,840 -3,296 -4,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 5.1 22.5 43.8 47.0 88.6 74.6 11.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
103 52 85 97 149 257 252
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,047
COMMITMENTS
2,987 2,917 976 1,080 881 5,043 4,774 2,004 2,273
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -48)
219 95 -123 -38 -204 57 -232 -105 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 41.4 13.8 15.3 12.5 71.6 67.7 28.4 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 29 15 11 10 43 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,650
COMMITMENTS
13,349 2,396 8,583 9,352 11,094 31,284 22,073 7,365 16,577
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,181)
744 -131 1,321 -1,056 -52 1,009 1,139 172 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 6.2 22.2 24.2 28.7 80.9 57.1 19.1 42.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
55 21 32 49 67 120 112
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 96,555
COMMITMENTS
27,955 19,260 4,864 26,867 50,341 59,685 74,464 36,870 22,091
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 4,044)
4,728 5,379 -573 3,032 -4,079 7,187 727 -3,143 3,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 19.9 5.0 27.8 52.1 61.8 77.1 38.2 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 18 8 23 20 47 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 66,723
COMMITMENTS
13,085 28,356 177 40,934 22,521 54,196 51,054 12,527 15,668
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -6,545)
-8,399 -8,024 55 4,869 -254 -3,476 -8,224 -3,069 1,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 42.5 0.3 61.3 33.8 81.2 76.5 18.8 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 17 2 9 8 22 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 92,034
COMMITMENTS
42,433 6,800 155 44,898 82,745 87,486 89,700 4,548 2,334
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 12,469)
13,671 -54 0 -1,350 12,902 12,321 12,848 148 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.1 7.4 0.2 48.8 89.9 95.1 97.5 4.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
44 12 1 14 23 59 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 138,760
COMMITMENTS
74,085 10,657 618 27,791 109,664 102,494 120,939 36,266 17,821
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 7,709)
8,960 1,348 28 -3,505 7,975 5,483 9,352 2,226 -1,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 7.7 0.4 20.0 79.0 73.9 87.2 26.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
31 11 4 12 25 44 39
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 265,945
COMMITMENTS
26,732 94,485 6,684 193,674 129,294 227,091 230,463 38,854 35,482
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 18,370)
3,207 13,968 280 12,892 -2,179 16,379 12,069 1,991 6,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 35.5 2.5 72.8 48.6 85.4 86.7 14.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
28 45 12 35 25 70 75
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 204,849
COMMITMENTS
100,119 8,741 13,484 30,444 149,258 144,047 171,483 60,802 33,366
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 176)
-2,905 -340 -133 2,484 -1,555 -554 -2,029 730 2,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 4.3 6.6 14.9 72.9 70.3 83.7 29.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
67 15 28 30 34 101 73
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,536
COMMITMENTS
13,438 176 0 4,216 18,424 17,654 18,600 1,882 936
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,209)
3,970 -2,347 0 -2,017 4,517 1,953 2,170 256 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.8 0.9 0.0 21.6 94.3 90.4 95.2 9.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 0 6 12 11 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 18,891,384
COMMITMENTS
588,464 640,609 7125371 9719047 9381585 17432882 17147565 1458502 1743819
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -689,245)
-147,495 -14,173 -405,065 -193,374 -335,036 -745,933 -754,273 56,688 65,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 3.4 37.7 51.4 49.7 92.3 90.8 7.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
53 85 121 154 168 291 301
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 720,969
COMMITMENTS
78,763 55,067 52,017 433,941 452,523 564,721 559,607 156,248 161,363
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,498)
1,248 -2,316 -5,704 4,359 -17,264 -97 -25,285 1,595 26,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 7.6 7.2 60.2 62.8 78.3 77.6 21.7 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
54 54 68 87 66 185 144
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,600,884
COMMITMENTS
226,852 395,929 99,164 879,969 971,780 1205984 1466873 394,900 134,011
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 55,556)
35,340 6,914 11,699 -38,675 34,802 8,364 53,416 47,192 2,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 24.7 6.2 55.0 60.7 75.3 91.6 24.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
67 78 60 83 72 185 175
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,729
COMMITMENTS
700 0 0 4,994 8,173 5,694 8,173 4,035 1,556
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 176)
0 0 0 11 89 11 89 165 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 0.0 0.0 51.3 84.0 58.5 84.0 41.5 16.0
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 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 70,751
COMMITMENTS
5,901 29,244 27 59,136 33,947 65,064 63,218 5,687 7,533
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,109)
1,109 402 3 -912 738 200 1,143 909 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 41.3 0.0 83.6 48.0 92.0 89.4 8.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 13 1 31 23 42 36
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,237
COMMITMENTS
7,332 13,154 101 42,208 33,959 49,641 47,214 9,596 12,023
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 35)
230 -4,954 44 1,366 -440 1,640 -5,351 -1,605 5,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 22.2 0.2 71.3 57.3 83.8 79.7 16.2 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
18 20 2 28 25 48 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 442,038
COMMITMENTS
76,262 167,207 10,300 314,944 242,157 401,506 419,663 40,532 22,375
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,558)
20,698 -15,347 3,358 -35,885 31,059 -11,830 19,070 13,388 -17,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 37.8 2.3 71.2 54.8 90.8 94.9 9.2 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
73 80 25 59 48 146 139
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 73,750
COMMITMENTS
42,703 3,630 179 4,684 62,087 47,566 65,896 26,184 7,854
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 7,570)
6,382 397 -42 38 8,112 6,378 8,467 1,193 -896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 4.9 0.2 6.4 84.2 64.5 89.4 35.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
27 4 2 9 17 37 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 43,902
COMMITMENTS
400 6,497 11 39,383 28,600 39,794 35,108 4,108 8,794
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,065)
0 -25 -0 1,779 1,378 1,778 1,353 286 712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 14.8 0.0 89.7 65.1 90.6 80.0 9.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 14 2 28 25 31 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 472,493
COMMITMENTS
45,050 111,060 5,193 391,077 338,531 441,319 454,783 31,174 17,710
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 7,849)
-1,513 3,633 -9 8,120 2,271 6,598 5,895 1,251 1,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 23.5 1.1 82.8 71.6 93.4 96.3 6.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
33 82 38 43 67 94 169
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,989
COMMITMENTS
11,196 13,267 700 18,055 22,647 29,950 36,614 14,039 7,375
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -1,273)
2,071 395 -2 -894 2,135 1,175 2,529 -2,448 -3,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 30.2 1.6 41.0 51.5 68.1 83.2 31.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
23 18 5 14 22 38 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 43,279
COMMITMENTS
6,676 4,660 22 29,306 19,286 36,004 23,968 7,275 19,311
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,405)
185 753 -17 2,833 1,810 3,001 2,546 -596 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 10.8 0.1 67.7 44.6 83.2 55.4 16.8 44.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 11 1 22 14 36 26
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,450
COMMITMENTS
3,964 450 93 15,622 19,681 19,679 20,224 771 226
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -78)
40 350 -1 90 -296 129 53 -207 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 2.2 0.5 76.4 96.2 96.2 98.9 3.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 2 1 10 6 17 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 43,969
COMMITMENTS
3,770 4,239 328 26,077 33,954 30,175 38,521 13,794 5,448
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,192)
-56 -59 41 418 1,457 403 1,439 789 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 9.6 0.7 59.3 77.2 68.6 87.6 31.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 9 2 29 37 36 47
Updated August 18, 2006