BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,763
COMMITMENTS
45 0 98 2,704 3,097 2,847 3,195 916 568
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -675)
29 0 -2 -511 -495 -484 -497 -191 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 2.6 71.9 82.3 75.7 84.9 24.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 13 13 14 14
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,233
COMMITMENTS
1,706 3,259 2,794 22,371 15,930 26,871 21,983 4,362 9,249
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -5,517)
465 -1,535 -915 -5,245 -2,344 -5,695 -4,794 178 -723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 10.4 8.9 71.6 51.0 86.0 70.4 14.0 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 13 12 24 18 39 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 193,225
COMMITMENTS
42,167 17,397 48,217 79,206 85,528 169,591 151,142 23,634 42,083
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 10,211)
2,548 996 2,216 2,253 5,020 7,018 8,233 3,193 1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 9.0 25.0 41.0 44.3 87.8 78.2 12.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
82 53 86 35 46 185 143
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 247,557
COMMITMENTS
61,721 20,521 57,948 101,311 108,739 220,980 187,208 26,577 60,348
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 10,928)
5,254 4,657 2,050 1,804 3,972 9,108 10,679 1,820 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 8.3 23.4 40.9 43.9 89.3 75.6 10.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 335)
108 51 69 88 147 246 233
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,235
COMMITMENTS
2,666 2,308 896 931 869 4,493 4,073 1,742 2,162
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -448)
-39 23 -85 28 -57 -97 -119 -352 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 37.0 14.4 14.9 13.9 72.1 65.3 27.9 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 24 12 10 10 35 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,453
COMMITMENTS
10,151 2,969 7,089 9,302 9,750 26,541 19,807 6,912 13,646
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -4,441)
-2,060 327 -2,023 -807 -1,232 -4,889 -2,928 448 -1,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 8.9 21.2 27.8 29.1 79.3 59.2 20.7 40.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
48 17 26 39 56 100 94
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 119,906
COMMITMENTS
49,042 22,924 6,172 27,414 70,129 82,628 99,226 37,278 20,681
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 5,557)
3,161 5,822 720 1,472 -103 5,353 6,439 204 -882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 19.1 5.1 22.9 58.5 68.9 82.8 31.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
30 23 12 21 24 60 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 71,028
COMMITMENTS
11,226 30,475 243 46,601 25,569 58,071 56,287 12,957 14,741
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 1,528)
-1,394 5,190 -399 2,345 -3,696 552 1,095 975 433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 42.9 0.3 65.6 36.0 81.8 79.2 18.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 16 2 13 10 23 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 83,849
COMMITMENTS
33,449 5,779 649 45,128 74,542 79,226 80,970 4,623 2,879
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -491)
608 -4,258 198 -1,290 3,965 -484 -95 -7 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 6.9 0.8 53.8 88.9 94.5 96.6 5.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
47 7 3 14 17 62 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 135,129
COMMITMENTS
63,502 9,708 790 38,188 104,171 102,480 114,669 32,648 20,459
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 1,317)
-3,078 -469 -20 5,714 -271 2,616 -760 -1,299 2,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 7.2 0.6 28.3 77.1 75.8 84.9 24.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
29 11 3 21 23 52 35
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 279,878
COMMITMENTS
26,772 102,502 11,313 200,950 126,940 239,034 240,755 40,844 39,123
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -15,747)
-375 -19,590 -32 -15,502 4,481 -15,909 -15,140 162 -606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 36.6 4.0 71.8 45.4 85.4 86.0 14.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
30 47 18 34 28 72 85
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 198,470
COMMITMENTS
86,887 10,844 16,679 31,268 136,043 134,834 163,566 63,636 34,903
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 683)
-2,955 1,880 1,803 460 49 -691 3,733 1,374 -3,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 5.5 8.4 15.8 68.5 67.9 82.4 32.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
63 21 35 32 35 102 84
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,852
COMMITMENTS
11,218 175 0 5,518 17,906 16,736 18,081 2,116 771
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 753)
531 4 0 143 814 674 818 79 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.5 0.9 0.0 29.3 95.0 88.8 95.9 11.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 9 12 13 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 20,244,553
COMMITMENTS
853,719 677,351 7714748 10302221 10170060 18870688 18562159 1373865 1682393
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 608,942)
119,116 -57,090 249,313 128,423 308,958 496,852 501,181 112,090 107,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.3 38.1 50.9 50.2 93.2 91.7 6.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
67 70 121 159 170 299 300
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 748,173
COMMITMENTS
90,418 49,793 54,544 446,902 468,681 591,864 573,018 156,309 175,155
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 14,686)
3,012 -136 4,030 -1,317 4,774 5,725 8,669 8,962 6,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 6.7 7.3 59.7 62.6 79.1 76.6 20.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
64 42 65 88 72 185 146
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,761,712
COMMITMENTS
279,832 482,826 107,545 932,053 1029898 1319430 1620270 442,281 141,442
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 106,611)
31,835 89,122 11,694 61,038 10,507 104,567 111,324 2,044 -4,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 27.4 6.1 52.9 58.5 74.9 92.0 25.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
68 90 58 86 81 192 191
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,978
COMMITMENTS
759 0 0 4,971 7,886 5,730 7,886 4,248 2,092
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 145)
148 -217 0 -23 -181 125 -398 20 543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 0.0 0.0 49.8 79.0 57.4 79.0 42.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 8 11 10 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 70,414
COMMITMENTS
6,440 29,581 27 57,589 32,814 64,056 62,422 6,358 7,992
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -2,019)
-183 -861 0 -1,868 -588 -2,051 -1,449 32 -570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 42.0 0.0 81.8 46.6 91.0 88.6 9.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 10 1 30 20 40 30
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,998
COMMITMENTS
8,570 13,869 73 39,471 28,566 48,114 42,508 8,884 14,490
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -86)
362 -535 -197 -29 -330 136 -1,063 -221 977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 24.3 0.1 69.2 50.1 84.4 74.6 15.6 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
18 17 2 31 25 51 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 416,054
COMMITMENTS
73,107 152,792 8,596 272,669 224,894 354,371 386,282 61,682 29,772
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 10,858)
2,911 1,950 3,113 -2,964 -246 3,059 4,817 7,798 6,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 36.7 2.1 65.5 54.1 85.2 92.8 14.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
55 75 26 55 45 127 130
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 82,426
COMMITMENTS
49,712 1,779 180 4,187 71,468 54,079 73,427 28,346 8,998
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 18,231)
15,324 637 35 -640 16,178 14,720 16,850 3,511 1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.3 2.2 0.2 5.1 86.7 65.6 89.1 34.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
30 3 1 7 18 37 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 42,516
COMMITMENTS
400 6,064 109 37,189 26,832 37,698 33,005 4,818 9,511
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 309)
0 -1,177 105 -711 -178 -606 -1,250 915 1,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 14.3 0.3 87.5 63.1 88.7 77.6 11.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
1 13 2 26 26 29 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 464,784
COMMITMENTS
49,375 116,407 5,723 366,384 310,468 421,482 432,599 43,303 32,186
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -2,078)
4,440 -1,160 1,598 -6,122 4,447 -84 4,885 -1,994 -6,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 25.0 1.2 78.8 66.8 90.7 93.1 9.3 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
29 91 38 48 69 104 171
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 62,071
COMMITMENTS
11,224 13,560 10,621 23,861 27,863 45,705 52,043 16,366 10,028
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 15,765)
1,264 -963 9,166 3,202 4,354 13,633 12,557 2,132 3,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 21.8 17.1 38.4 44.9 73.6 83.8 26.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
27 16 17 18 22 51 52
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 48,496
COMMITMENTS
3,342 5,534 3,208 28,175 22,353 34,725 31,095 13,771 17,401
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 8,470)
-145 849 2,762 -1,146 269 1,471 3,880 6,999 4,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 11.4 6.6 58.1 46.1 71.6 64.1 28.4 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
11 15 8 22 18 40 35
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,665
COMMITMENTS
3,735 1,403 93 15,398 17,831 19,226 19,327 439 338
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 44)
29 298 0 -28 -203 1 95 43 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 7.1 0.5 78.3 90.7 97.8 98.3 2.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 3 1 9 4 16 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 55,786
COMMITMENTS
3,570 4,729 838 32,927 40,313 37,335 45,880 18,451 9,906
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 11,798)
-223 372 -277 5,913 7,139 5,413 7,234 6,385 4,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 8.5 1.5 59.0 72.3 66.9 82.2 33.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 10 3 29 37 37 48
Updated September 8, 2006