BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,106
COMMITMENTS
317 0 96 2,032 2,711 2,445 2,807 661 299
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -753)
59 0 -10 -580 -525 -531 -535 -222 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 0.0 3.1 65.4 87.3 78.7 90.4 21.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 0 1 12 10 17 11
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,527
COMMITMENTS
1,829 2,151 3,408 22,016 16,170 27,254 21,729 4,273 9,798
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -3,583)
313 -1,083 -250 -3,289 -2,026 -3,227 -3,359 -357 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 6.8 10.8 69.8 51.3 86.4 68.9 13.6 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 6 11 26 19 41 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 183,748
COMMITMENTS
32,982 13,027 46,085 83,134 81,799 162,201 140,912 21,547 42,836
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 5,384)
-1,834 -1,687 2,514 3,790 3,151 4,471 3,979 913 1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 7.1 25.1 45.2 44.5 88.3 76.7 11.7 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
69 56 87 37 50 164 159
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,357
COMMITMENTS
51,100 21,727 70,912 108,384 108,973 230,396 201,612 26,961 55,745
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 4,006)
-1,004 1,983 2,574 2,433 600 4,002 5,157 4 -1,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 8.4 27.6 42.1 42.3 89.5 78.3 10.5 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
100 53 85 105 150 249 257
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,180
COMMITMENTS
2,744 2,978 903 1,503 1,198 5,150 5,079 2,030 2,101
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 237)
-172 77 -61 194 203 -38 220 274 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 41.5 12.6 20.9 16.7 71.7 70.7 28.3 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
21 29 18 21 18 51 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,499
COMMITMENTS
6,851 5,458 6,729 8,663 5,511 22,244 17,698 6,256 10,801
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -2,264)
-1,992 729 -596 327 -1,080 -2,261 -946 -3 -1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 19.2 23.6 30.4 19.3 78.0 62.1 22.0 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
35 31 26 36 33 83 82
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 106,219
COMMITMENTS
45,701 36,853 3,752 25,651 44,536 75,104 85,141 31,116 21,078
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 6,222)
7,215 4,268 27 -666 3,587 6,576 7,882 -354 -1,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.0 34.7 3.5 24.1 41.9 70.7 80.2 29.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 24 10 19 20 48 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 73,981
COMMITMENTS
10,771 40,886 461 52,325 12,140 63,557 53,487 10,424 20,494
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 2,830)
265 1,369 64 1,649 392 1,978 1,825 853 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 55.3 0.6 70.7 16.4 85.9 72.3 14.1 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 22 2 11 11 20 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 61,700
COMMITMENTS
30,899 25,235 306 27,078 32,144 58,283 57,685 3,417 4,015
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 7,113)
14,672 4,741 -24 -7,640 2,105 7,008 6,822 105 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 40.9 0.5 43.9 52.1 94.5 93.5 5.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
28 18 3 17 12 47 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 108,041
COMMITMENTS
62,597 17,574 1,479 17,985 71,752 82,061 90,806 25,980 17,235
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -17,203)
-12,060 61 69 135 -17,899 -11,856 -17,768 -5,346 566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.9 16.3 1.4 16.6 66.4 76.0 84.0 24.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
28 9 7 13 20 44 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 287,400
COMMITMENTS
42,458 152,380 8,430 199,363 88,431 250,251 249,241 37,149 38,159
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 23,498)
4,420 21,864 409 15,043 639 19,873 22,912 3,625 585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 53.0 2.9 69.4 30.8 87.1 86.7 12.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
29 51 14 33 20 67 80
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 163,759
COMMITMENTS
75,169 18,979 12,364 23,427 95,798 110,960 127,141 52,800 36,618
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 4,648)
7,711 1,265 1,341 -938 836 8,113 3,442 -3,465 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.9 11.6 7.6 14.3 58.5 67.8 77.6 32.2 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
57 24 33 28 33 97 78
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 13,426
COMMITMENTS
8,391 616 0 3,043 11,573 11,434 12,189 1,992 1,237
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -4,301)
-4,750 148 0 771 -4,709 -3,979 -4,561 -322 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.5 4.6 0.0 22.7 86.2 85.2 90.8 14.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 3 0 8 6 16 9
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 59,653
COMMITMENTS
14,926 0 1,377 39,734 51,987 56,037 53,364 3,616 6,289
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 0.0 2.3 66.6 87.1 93.9 89.5 6.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 1 13 9 17 10
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 16,861,706
COMMITMENTS
840,785 604,455 5771159 9017629 9014774 15629573 15390388 1232133 1471318
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 340,138)
60,403 -74,952 115,793 113,927 227,412 290,123 268,254 50,015 71,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 3.6 34.2 53.5 53.5 92.7 91.3 7.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
63 71 116 149 158 281 285
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 701,907
COMMITMENTS
77,553 32,584 57,895 419,849 451,766 555,298 542,245 146,609 159,662
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -3,009)
1,024 -1,361 3,490 -4,388 1,549 126 3,678 -3,135 -6,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 4.6 8.2 59.8 64.4 79.1 77.3 20.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
57 47 68 82 66 179 141
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,549,192
COMMITMENTS
305,560 316,239 92,184 743,501 997,886 1141245 1406309 407,948 142,883
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 27,098)
30,056 -17,644 8,061 -7,912 53,071 30,205 43,488 -3,107 -16,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 20.4 6.0 48.0 64.4 73.7 90.8 26.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
67 83 61 75 77 187 176
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 65,074
COMMITMENTS
5,591 31,675 27 55,342 29,877 60,960 61,579 4,114 3,495
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -1,071)
-394 -1,512 0 -154 2,316 -548 804 -523 -1,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 48.7 0.0 85.0 45.9 93.7 94.6 6.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 10 1 28 24 38 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,555
COMMITMENTS
6,510 13,141 185 29,639 27,649 36,333 40,975 11,221 6,579
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -191)
-1,190 617 1 1,037 226 -153 844 -38 -1,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 27.6 0.4 62.3 58.1 76.4 86.2 23.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
18 17 4 24 26 44 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 438,287
COMMITMENTS
83,342 163,765 13,706 317,945 222,908 414,993 400,379 23,294 37,908
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 602)
10,351 11,280 -5,983 -307 -2,827 4,061 2,470 -3,459 -1,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 37.4 3.1 72.5 50.9 94.7 91.4 5.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
64 62 19 53 46 125 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 56,807
COMMITMENTS
31,493 9,943 61 7,190 37,403 38,744 47,407 18,064 9,401
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -996)
-2,949 5,548 4 3,658 -6,987 713 -1,435 -1,709 439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.4 17.5 0.1 12.7 65.8 68.2 83.5 31.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 9 1 9 15 27 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,182
COMMITMENTS
800 4,692 0 30,834 19,419 31,634 24,111 3,548 11,072
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 1,770)
0 -234 0 1,873 2,692 1,873 2,458 -104 -688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 13.3 0.0 87.6 55.2 89.9 68.5 10.1 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
2 12 0 25 24 27 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 428,583
COMMITMENTS
34,984 140,767 3,996 342,716 267,331 381,696 412,094 46,887 16,488
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 3,616)
-2,319 8,373 224 5,012 -5,197 2,917 3,400 699 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 32.8 0.9 80.0 62.4 89.1 96.2 10.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
33 86 32 44 64 96 163
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,855
COMMITMENTS
8,379 16,075 513 22,323 19,844 31,215 36,432 11,640 6,424
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -410)
794 276 0 300 -895 1,094 -619 -1,504 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 37.5 1.2 52.1 46.3 72.8 85.0 27.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
16 23 5 16 20 33 47
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,882
COMMITMENTS
15,239 2,973 160 12,865 9,458 28,264 12,591 6,618 22,291
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -3,930)
-1,290 -374 61 -2,857 -398 -4,086 -711 156 -3,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.7 8.5 0.5 36.9 27.1 81.0 36.1 19.0 63.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 4 1 17 9 30 14
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,275
COMMITMENTS
3,491 1,758 55 15,333 16,636 18,879 18,449 396 826
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 1)
55 111 -52 153 -300 156 -241 -155 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 9.1 0.3 79.5 86.3 97.9 95.7 2.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 2 8 4 15 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 52,131
COMMITMENTS
3,862 7,328 3,502 24,191 31,498 31,555 42,328 20,576 9,803
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 27)
82 900 1,642 -2,744 -3,737 -1,020 -1,195 1,047 1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 14.1 6.7 46.4 60.4 60.5 81.2 39.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 9 6 27 33 35 44
Updated October 6, 2006