BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,731
COMMITMENTS
18 0 106 2,697 3,083 2,821 3,189 910 542
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -32)
-27 0 8 -7 -14 -26 -6 -6 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 0.0 2.8 72.3 82.6 75.6 85.5 24.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 13 12 14 13
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,213
COMMITMENTS
1,257 2,585 3,324 23,481 16,537 28,062 22,447 4,151 9,766
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 981)
-449 -674 530 1,110 607 1,192 464 -211 517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 8.0 10.3 72.9 51.3 87.1 69.7 12.9 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 12 13 26 21 41 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 187,369
COMMITMENTS
43,160 17,646 41,767 79,983 86,313 164,910 145,726 22,460 41,644
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -5,856)
994 249 -6,451 776 785 -4,681 -5,417 -1,175 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 9.4 22.3 42.7 46.1 88.0 77.8 12.0 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
82 53 77 36 47 175 136
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 248,414
COMMITMENTS
61,736 20,211 57,814 99,739 109,796 219,289 187,820 29,125 60,594
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 858)
15 -310 -134 -1,572 1,056 -1,691 612 2,548 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 8.1 23.3 40.2 44.2 88.3 75.6 11.7 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
110 47 74 91 142 250 236
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,037
COMMITMENTS
2,871 2,483 638 1,005 789 4,514 3,910 1,523 2,127
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -198)
205 176 -258 74 -80 21 -162 -218 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 41.1 10.6 16.7 13.1 74.8 64.8 25.2 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 23 12 11 10 34 39
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,397
COMMITMENTS
10,416 3,352 6,459 9,578 9,545 26,454 19,356 6,943 14,041
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -56)
265 384 -629 276 -205 -87 -450 32 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 10.0 19.3 28.7 28.6 79.2 58.0 20.8 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
55 20 26 39 54 105 93
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 143,557
COMMITMENTS
37,884 23,521 4,183 63,370 93,569 105,437 121,273 38,120 22,284
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 23,651)
-11,158 597 -1,989 35,956 23,440 22,808 22,048 842 1,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 16.4 2.9 44.1 65.2 73.4 84.5 26.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
23 23 8 26 22 54 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 98,686
COMMITMENTS
12,045 45,071 344 74,818 32,162 87,207 77,577 11,479 21,109
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 27,658)
818 14,596 101 28,217 6,593 29,136 21,290 -1,478 6,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 45.7 0.3 75.8 32.6 88.4 78.6 11.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 23 1 16 8 26 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 81,325
COMMITMENTS
21,116 13,041 1,980 55,416 62,581 78,512 77,602 2,814 3,723
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -2,523)
-12,333 7,263 1,331 10,288 -11,961 -714 -3,368 -1,809 845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 16.0 2.4 68.1 77.0 96.5 95.4 3.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
35 17 8 17 17 56 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 130,099
COMMITMENTS
50,261 12,767 5,942 44,270 88,794 100,474 107,503 29,625 22,596
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -5,030)
-13,241 3,059 5,152 6,083 -15,378 -2,006 -7,167 -3,024 2,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 9.8 4.6 34.0 68.3 77.2 82.6 22.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 14 6 20 23 45 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 315,971
COMMITMENTS
30,781 134,519 7,145 238,708 118,601 276,634 260,265 39,337 55,706
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 36,093)
4,010 32,017 -4,167 37,758 -8,339 37,601 19,510 -1,507 16,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 42.6 2.3 75.5 37.5 87.6 82.4 12.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
23 48 13 35 23 66 76
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 185,640
COMMITMENTS
79,236 12,478 10,129 37,523 122,490 126,889 145,097 58,751 40,543
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -12,830)
-7,650 1,633 -6,550 6,255 -13,553 -7,945 -18,470 -4,885 5,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 6.7 5.5 20.2 66.0 68.4 78.2 31.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
46 21 22 35 35 89 70
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,320
COMMITMENTS
9,750 239 26 7,865 18,037 17,641 18,302 1,679 1,018
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 468)
-1,468 64 26 2,347 131 905 221 -437 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.5 1.2 0.1 40.7 93.4 91.3 94.7 8.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 2 1 9 12 17 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 19,710,014
COMMITMENTS
830,108 712,526 7329226 10197092 10054648 18356425 18096400 1353589 1613614
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -534,538)
-23,611 35,175 -385,522 -105,130 -115,412 -514,263 -465,759 -20,275 -68,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 3.6 37.2 51.7 51.0 93.1 91.8 6.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
70 66 117 160 170 296 297
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 806,873
COMMITMENTS
82,904 49,329 58,176 500,240 521,073 641,319 628,577 165,554 178,296
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 58,700)
-7,515 -464 3,631 53,338 52,392 49,455 55,559 9,245 3,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 6.1 7.2 62.0 64.6 79.5 77.9 20.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
54 45 68 103 77 196 152
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,096,832
COMMITMENTS
262,496 460,284 127,888 1243900 1324476 1634284 1912649 462,548 184,184
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 335,121)
-17,337 -22,542 20,343 311,847 294,578 314,853 292,379 20,267 42,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 22.0 6.1 59.3 63.2 77.9 91.2 22.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
67 88 77 87 81 204 198
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,871
COMMITMENTS
387 0 0 6,352 9,175 6,739 9,175 5,132 2,696
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 1,893)
-372 0 0 1,381 1,289 1,009 1,289 884 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 0.0 0.0 53.5 77.3 56.8 77.3 43.2 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 13 14 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 87,335
COMMITMENTS
7,026 29,189 27 69,547 42,980 76,600 72,196 10,735 15,139
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 16,921)
586 -392 0 11,958 10,166 12,544 9,774 4,377 7,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 33.4 0.0 79.6 49.2 87.7 82.7 12.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 8 1 36 27 47 35
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 67,620
COMMITMENTS
7,518 12,921 2,238 44,396 36,090 54,152 51,250 13,467 16,370
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 10,622)
-1,052 -948 2,165 4,925 7,524 6,038 8,741 4,584 1,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 19.1 3.3 65.7 53.4 80.1 75.8 19.9 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
18 16 11 36 34 59 57
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 561,191
COMMITMENTS
80,793 164,738 27,886 385,468 320,904 494,147 513,528 67,044 47,663
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 145,137)
7,686 11,947 19,290 112,799 96,010 139,776 127,247 5,362 17,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 29.4 5.0 68.7 57.2 88.1 91.5 11.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
64 72 45 60 59 145 155
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 69,828
COMMITMENTS
25,694 1,205 2,061 19,295 55,186 47,049 58,452 22,779 11,376
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -12,597)
-24,018 -574 1,880 15,108 -16,282 -7,030 -14,976 -5,567 2,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 1.7 3.0 27.6 79.0 67.4 83.7 32.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
21 3 3 14 15 37 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 53,392
COMMITMENTS
500 5,894 2,646 43,176 33,459 46,322 41,999 7,070 11,393
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 10,876)
100 -169 2,536 5,987 6,627 8,623 8,994 2,252 1,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 11.0 5.0 80.9 62.7 86.8 78.7 13.2 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 14 6 32 31 38 48
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 525,769
COMMITMENTS
48,734 117,957 10,825 415,922 353,255 475,481 482,037 50,288 43,733
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 60,985)
-641 1,549 5,102 49,538 42,787 53,999 49,438 6,986 11,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 22.4 2.1 79.1 67.2 90.4 91.7 9.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
30 95 46 54 70 118 177
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,352
COMMITMENTS
6,788 16,460 513 18,140 15,073 25,440 32,046 12,912 6,307
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -23,719)
-4,436 2,900 -10,108 -5,721 -12,790 -20,265 -19,998 -3,454 -3,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 42.9 1.3 47.3 39.3 66.3 83.6 33.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 16 5 10 21 25 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,729
COMMITMENTS
16,886 2,278 5 11,841 7,408 28,732 9,691 5,997 25,038
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -13,767)
13,544 -3,256 -3,203 -16,334 -14,945 -5,993 -21,404 -7,774 7,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.6 6.6 0.0 34.1 21.3 82.7 27.9 17.3 72.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 4 1 18 10 32 15
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,367
COMMITMENTS
3,634 1,851 117 15,306 17,333 19,057 19,301 1,310 1,066
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 702)
-101 448 24 -92 -498 -169 -26 871 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 9.1 0.6 75.2 85.1 93.6 94.8 6.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 2 8 5 14 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 58,801
COMMITMENTS
4,120 5,598 1,910 32,305 40,061 38,335 47,569 20,466 11,232
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 3,015)
550 869 1,072 -622 -252 1,000 1,689 2,015 1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 9.5 3.2 54.9 68.1 65.2 80.9 34.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 12 4 31 38 41 51
Updated September 15, 2006