MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,829
COMMITMENTS
957 4,410 3,517 27,102 17,800 31,576 25,727 4,253 10,102
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 891)
-71 -86 644 633 1,346 1,206 1,903 -315 -1,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 12.3 9.8 75.6 49.7 88.1 71.8 11.9 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
7 20 17 26 18 46 42
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 177,164
COMMITMENTS
36,527 16,398 42,452 78,018 80,644 156,997 139,493 20,167 37,672
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 13,827)
3,013 -578 5,777 3,504 7,625 12,293 12,824 1,534 1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 9.3 24.0 44.0 45.5 88.6 78.7 11.4 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
71 56 73 36 50 165 142
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 234,418
COMMITMENTS
53,621 14,285 55,101 99,558 106,411 208,280 175,798 26,138 58,621
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -698)
1,103 2,206 2,260 -3,454 -4,067 -91 399 -607 -1,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 6.1 23.5 42.5 45.4 88.8 75.0 11.2 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
108 45 80 96 153 256 245
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,772
COMMITMENTS
2,888 2,670 870 1,067 939 4,825 4,479 1,947 2,293
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -275)
-99 -247 -106 -13 58 -218 -295 -57 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 39.4 12.8 15.7 13.9 71.2 66.1 28.8 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 24 15 13 12 43 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,558
COMMITMENTS
12,771 2,280 8,855 9,834 11,129 31,460 22,264 7,098 16,294
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -92)
-579 -116 272 482 35 176 191 -267 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 5.9 23.0 25.5 28.9 81.6 57.7 18.4 42.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
55 22 31 51 71 124 114
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 95,238
COMMITMENTS
27,754 13,109 5,272 24,608 55,545 57,634 73,927 37,604 21,311
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -1,317)
-201 -6,150 408 -2,259 5,204 -2,051 -538 734 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 13.8 5.5 25.8 58.3 60.5 77.6 39.5 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 20 9 19 21 43 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 69,168
COMMITMENTS
16,850 27,340 681 38,181 27,544 55,712 55,564 13,456 13,604
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 2,446)
3,765 -1,017 504 -2,753 5,023 1,516 4,510 930 -2,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 39.5 1.0 55.2 39.8 80.5 80.3 19.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 15 3 8 12 23 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 82,815
COMMITMENTS
31,768 6,928 22 46,528 73,802 78,318 80,752 4,497 2,063
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -9,219)
-10,665 128 -133 1,630 -8,943 -9,168 -8,948 -51 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 8.4 0.0 56.2 89.1 94.6 97.5 5.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
46 9 1 15 21 61 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 130,831
COMMITMENTS
66,532 9,466 641 31,023 102,746 98,196 112,853 32,635 17,979
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -7,929)
-7,553 -1,191 23 3,232 -6,918 -4,298 -8,086 -3,631 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 7.2 0.5 23.7 78.5 75.1 86.3 24.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
28 9 5 15 24 45 36
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 277,702
COMMITMENTS
25,316 106,861 9,699 204,498 124,619 239,513 241,179 38,189 36,523
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 11,757)
-1,417 12,376 3,015 10,824 -4,675 12,422 10,716 -665 1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 38.5 3.5 73.6 44.9 86.2 86.8 13.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
26 51 16 37 24 73 81
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 203,046
COMMITMENTS
90,881 8,095 14,208 32,295 145,144 137,384 167,447 65,662 35,599
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -1,803)
-9,237 -646 724 1,850 -4,114 -6,663 -4,036 4,861 2,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.8 4.0 7.0 15.9 71.5 67.7 82.5 32.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
61 23 30 34 37 106 79
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,886
COMMITMENTS
11,787 296 0 6,022 18,680 17,809 18,976 2,077 910
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 350)
-1,651 120 0 1,806 256 155 376 195 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.3 1.5 0.0 30.3 93.9 89.6 95.4 10.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 0 8 11 12 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 19,405,788
COMMITMENTS
796,162 682,879 7289241 9943184 9771699 18028587 17743818 1377201 1661970
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 514,404)
207,698 42,270 163,870 224,137 390,113 595,705 596,253 -81,301 -81,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 3.5 37.6 51.2 50.4 92.9 91.4 7.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
54 84 117 153 165 286 295
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 723,624
COMMITMENTS
80,315 52,034 43,826 440,351 461,196 564,492 557,055 159,132 166,569
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 2,655)
1,551 -3,033 -8,191 6,410 8,673 -230 -2,551 2,885 5,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 7.2 6.1 60.9 63.7 78.0 77.0 22.0 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
50 44 55 84 66 167 132
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,609,490
COMMITMENTS
231,623 418,950 66,423 893,465 979,800 1191510 1465173 417,980 144,317
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 8,606)
4,771 23,020 -32,741 13,496 8,020 -14,474 -1,700 23,080 10,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 26.0 4.1 55.5 60.9 74.0 91.0 26.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
54 82 49 81 70 169 167
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,736
COMMITMENTS
355 0 0 4,999 8,210 5,354 8,210 4,382 1,526
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 7)
-345 0 0 5 37 -340 37 347 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 0.0 0.0 51.3 84.3 55.0 84.3 45.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 9 12 10 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 71,220
COMMITMENTS
5,762 30,091 27 59,621 32,015 65,410 62,133 5,810 9,087
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 469)
-139 847 0 485 -1,932 346 -1,085 123 1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 42.3 0.0 83.7 45.0 91.8 87.2 8.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 13 1 28 22 38 35
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,436
COMMITMENTS
8,202 13,821 283 41,900 31,799 50,385 45,902 9,051 13,534
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 199)
870 667 182 -308 -2,160 744 -1,311 -545 1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 23.3 0.5 70.5 53.5 84.8 77.2 15.2 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 16 3 29 26 50 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 416,531
COMMITMENTS
60,530 142,432 5,640 295,381 243,164 361,551 391,236 54,980 25,295
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -25,507)
-15,732 -24,776 -4,659 -19,564 1,007 -39,955 -28,428 14,448 2,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 34.2 1.4 70.9 58.4 86.8 93.9 13.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
60 75 23 52 49 125 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,988
COMMITMENTS
31,544 1,509 40 6,071 53,113 37,655 54,662 25,333 8,326
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -10,762)
-11,159 -2,121 -139 1,387 -8,974 -9,911 -11,234 -851 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 2.4 0.1 9.6 84.3 59.8 86.8 40.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
24 3 1 9 15 33 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 44,226
COMMITMENTS
400 6,699 10 40,011 29,008 40,421 35,717 3,805 8,509
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 324)
0 202 -1 628 408 627 609 -303 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 15.1 0.0 90.5 65.6 91.4 80.8 8.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 14 2 29 25 32 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 473,930
COMMITMENTS
41,326 111,975 4,603 400,326 338,088 446,255 454,666 27,674 19,264
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 1,437)
-3,724 915 -589 9,249 -443 4,936 -117 -3,499 1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 23.6 1.0 84.5 71.3 94.2 95.9 5.8 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
21 81 30 43 65 84 156
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,930
COMMITMENTS
11,702 14,688 719 18,803 22,431 31,223 37,837 13,707 7,093
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 942)
506 1,421 19 748 -216 1,274 1,224 -332 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 32.7 1.6 41.8 49.9 69.5 84.2 30.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
22 19 6 14 18 38 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 40,092
COMMITMENTS
3,760 5,441 328 28,458 20,398 32,546 26,167 7,546 13,925
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -3,187)
-2,916 781 306 -848 1,112 -3,458 2,199 271 -5,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 13.6 0.8 71.0 50.9 81.2 65.3 18.8 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
11 11 2 20 15 31 28
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,696
COMMITMENTS
3,632 875 0 15,458 18,483 19,090 19,358 606 338
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -754)
-332 425 -93 -164 -1,198 -589 -866 -165 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 4.4 0.0 78.5 93.8 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 2 0 11 5 18 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 44,798
COMMITMENTS
4,020 4,639 338 28,115 34,290 32,473 39,267 12,325 5,531
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 829)
250 400 10 2,038 336 2,298 746 -1,469 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 10.4 0.8 62.8 76.5 72.5 87.7 27.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 10 2 32 37 40 48
Updated August 18, 2006