BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,926
COMMITMENTS
278 0 97 1,918 2,469 2,293 2,566 633 360
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -180)
-39 0 1 -114 -242 -152 -241 -28 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 0.0 3.3 65.6 84.4 78.4 87.7 21.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 11 9 15 10
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,134
COMMITMENTS
1,602 2,199 3,762 22,708 16,393 28,072 22,353 4,062 9,780
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 607)
-227 48 353 691 223 818 624 -211 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 6.8 11.7 70.7 51.0 87.4 69.6 12.6 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
11 8 13 26 18 42 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 184,441
COMMITMENTS
33,334 17,249 46,169 84,478 78,611 163,981 142,028 20,460 42,413
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 693)
352 4,221 83 1,344 -3,188 1,780 1,116 -1,086 -423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 9.4 25.0 45.8 42.6 88.9 77.0 11.1 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
63 77 89 39 49 167 166
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 227,041
COMMITMENTS
50,585 20,714 52,557 100,390 100,323 203,532 173,595 23,508 53,446
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -30,316)
-515 -1,013 -18,354 -7,994 -8,650 -26,863 -28,017 -3,453 -2,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 9.1 23.1 44.2 44.2 89.6 76.5 10.4 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
85 58 80 86 139 222 245
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,981
COMMITMENTS
2,584 2,817 853 1,489 1,242 4,926 4,912 2,055 2,069
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -200)
-160 -161 -50 -14 44 -224 -167 25 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 40.4 12.2 21.3 17.8 70.6 70.4 29.4 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 29 18 21 20 52 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,914
COMMITMENTS
7,354 6,167 5,770 8,836 5,207 21,960 17,144 5,954 10,769
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -586)
502 710 -960 173 -304 -284 -554 -302 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 22.1 20.7 31.7 18.7 78.7 61.4 21.3 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
32 34 25 30 30 76 78
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 97,002
COMMITMENTS
34,865 32,940 2,855 27,802 38,966 65,522 74,761 31,479 22,240
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -9,218)
-10,836 -3,913 -897 2,151 -5,570 -9,581 -10,380 364 1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 34.0 2.9 28.7 40.2 67.5 77.1 32.5 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
18 26 7 21 19 43 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 97,910
COMMITMENTS
8,541 69,290 915 78,776 4,956 88,232 75,161 9,679 22,750
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 23,929)
-2,229 28,404 454 26,451 -7,185 24,675 21,673 -746 2,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 70.8 0.9 80.5 5.1 90.1 76.8 9.9 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 33 1 14 9 22 43
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 70,335
COMMITMENTS
31,309 21,537 288 32,857 41,662 64,454 63,487 5,881 6,848
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 8,635)
410 -3,698 -18 5,779 9,518 6,171 5,802 2,464 2,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.5 30.6 0.4 46.7 59.2 91.6 90.3 8.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
26 20 2 17 11 45 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 104,600
COMMITMENTS
44,495 24,541 1,006 30,213 59,497 75,715 85,044 28,886 19,556
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -3,440)
-18,102 6,967 -473 12,229 -12,255 -6,346 -5,761 2,906 2,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 23.5 1.0 28.9 56.9 72.4 81.3 27.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
24 14 5 15 16 40 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 307,940
COMMITMENTS
47,420 175,222 6,358 217,344 84,980 271,121 266,560 36,819 41,380
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 20,540)
4,962 22,842 -2,072 17,981 -3,451 20,871 17,319 -330 3,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 56.9 2.1 70.6 27.6 88.0 86.6 12.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
30 55 14 32 21 69 83
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 172,274
COMMITMENTS
70,292 34,098 11,755 32,195 83,196 114,243 129,050 58,031 43,224
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 8,514)
-4,877 15,119 -609 8,769 -12,602 3,283 1,908 5,231 6,606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 19.8 6.8 18.7 48.3 66.3 74.9 33.7 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
50 31 34 30 34 92 87
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 15,750
COMMITMENTS
11,656 1,547 0 2,392 13,392 14,048 14,939 1,702 811
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 2,324)
3,265 931 0 -651 1,819 2,614 2,750 -290 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.0 9.8 0.0 15.2 85.0 89.2 94.9 10.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 7 0 8 8 17 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 58,564
COMMITMENTS
12,354 863 2,312 39,912 49,659 54,578 52,834 3,986 5,730
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -1,089)
-2,572 863 935 178 -2,328 -1,459 -530 370 -559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 1.5 3.9 68.2 84.8 93.2 90.2 6.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 3 14 11 20 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 16,765,028
COMMITMENTS
633,871 496,899 5780594 9159803 9015963 15574268 15293456 1190760 1471572
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -96,678)
-206,914 -107,556 9,435 142,174 1,189 -55,306 -96,933 -41,373 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 3.0 34.5 54.6 53.8 92.9 91.2 7.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
69 65 118 152 161 284 289
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 730,151
COMMITMENTS
79,498 30,088 66,748 430,775 457,314 577,020 554,150 153,130 176,001
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 28,244)
1,944 -2,496 8,852 10,925 5,548 21,722 11,905 6,521 16,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.1 9.1 59.0 62.6 79.0 75.9 21.0 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
53 52 71 82 66 181 143
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,618,149
COMMITMENTS
296,248 329,049 111,160 763,041 1022554 1170450 1462764 447,699 155,385
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 68,956)
-9,311 12,810 18,976 19,540 24,668 29,205 56,455 39,751 12,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 20.3 6.9 47.2 63.2 72.3 90.4 27.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
70 88 65 74 78 189 186
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 64,456
COMMITMENTS
6,049 28,943 59 50,589 31,966 56,697 60,968 7,759 3,488
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -618)
458 -2,732 32 -4,753 2,089 -4,263 -611 3,645 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 44.9 0.1 78.5 49.6 88.0 94.6 12.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 7 2 28 27 39 35
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,962
COMMITMENTS
12,160 13,198 846 33,943 29,292 46,949 43,336 8,013 11,626
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 7,408)
5,650 57 661 4,305 1,643 10,616 2,360 -3,208 5,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 24.0 1.5 61.8 53.3 85.4 78.8 14.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 14 4 26 26 49 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 473,654
COMMITMENTS
101,325 175,419 19,537 306,450 254,468 427,312 449,424 46,342 24,229
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 35,367)
17,983 11,654 5,831 -11,495 31,561 12,319 49,046 23,048 -13,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 37.0 4.1 64.7 53.7 90.2 94.9 9.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
68 56 23 54 47 132 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,955
COMMITMENTS
43,831 8,565 81 3,157 47,002 47,069 55,647 18,886 10,307
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 9,147)
12,338 -1,378 20 -4,033 9,599 8,325 8,241 822 907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.5 13.0 0.1 4.8 71.3 71.4 84.4 28.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
20 8 2 6 17 27 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,240
COMMITMENTS
800 4,356 0 29,716 20,666 30,516 25,022 3,724 9,218
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -943)
0 -336 0 -1,118 1,247 -1,118 911 176 -1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 12.7 0.0 86.8 60.4 89.1 73.1 10.9 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
2 11 0 23 25 25 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 433,292
COMMITMENTS
43,536 143,582 5,507 345,822 265,981 394,864 415,070 38,428 18,223
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 4,710)
8,552 2,814 1,511 3,106 -1,350 13,168 2,975 -8,459 1,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 33.1 1.3 79.8 61.4 91.1 95.8 8.9 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
35 95 38 43 61 105 167
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,712
COMMITMENTS
9,288 15,472 554 22,662 21,000 32,504 37,026 11,208 6,686
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 857)
909 -603 41 339 1,157 1,289 595 -432 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 35.4 1.3 51.8 48.0 74.4 84.7 25.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
19 21 5 16 21 36 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,858
COMMITMENTS
15,907 3,389 0 14,960 11,503 30,867 14,892 6,991 22,966
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 2,976)
668 416 -160 2,095 2,045 2,603 2,301 373 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 9.0 0.0 39.5 30.4 81.5 39.3 18.5 60.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 5 0 21 13 35 18
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 49,295
COMMITMENTS
4,662 7,425 3,677 24,935 31,376 33,274 42,478 16,021 6,817
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -2,836)
800 97 175 744 -122 1,719 150 -4,555 -2,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 15.1 7.5 50.6 63.6 67.5 86.2 32.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 9 7 27 32 36 44
Updated October 13, 2006