BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,139
COMMITMENTS
356 3 113 2,132 2,743 2,601 2,859 538 280
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 216)
149 3 -3 100 183 246 183 -30 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 0.1 3.6 67.9 87.4 82.9 91.1 17.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 14 12 17 13
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,976
COMMITMENTS
2,751 2,004 4,054 23,684 17,885 30,490 23,943 5,486 12,033
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 2,675)
582 -306 428 830 1,249 1,840 1,371 836 1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 5.6 11.3 65.8 49.7 84.8 66.6 15.2 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 5 13 28 19 43 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,993
COMMITMENTS
32,551 17,491 45,565 82,689 76,808 160,805 139,864 18,188 39,129
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -14)
594 -387 -122 512 268 984 -242 -998 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 9.8 25.5 46.2 42.9 89.8 78.1 10.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
52 84 82 37 45 156 163
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 221,340
COMMITMENTS
47,887 20,779 55,850 95,689 92,634 199,427 169,264 21,913 52,076
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 1,651)
1,149 1,173 5,789 -646 -3,066 6,292 3,896 -4,641 -2,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 9.4 25.2 43.2 41.9 90.1 76.5 9.9 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
89 62 75 87 128 216 235
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 7,356
COMMITMENTS
2,949 2,578 1,017 1,421 1,444 5,387 5,039 1,970 2,317
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 43)
184 -23 -90 -60 139 34 26 9 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 35.0 13.8 19.3 19.6 73.2 68.5 26.8 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
20 27 19 22 20 54 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,641
COMMITMENTS
7,130 7,089 6,812 8,505 3,750 22,447 17,652 6,195 10,990
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 743)
655 1,298 -290 32 65 396 1,073 347 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 24.8 23.8 29.7 13.1 78.4 61.6 21.6 38.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
32 39 33 34 24 86 81
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 106,872
COMMITMENTS
24,733 39,142 4,286 46,848 39,200 75,867 82,628 31,006 24,244
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -9,969)
-2,991 -12,676 1,469 -7,543 3,985 -9,065 -7,222 -903 -2,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 36.6 4.0 43.8 36.7 71.0 77.3 29.0 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 28 11 24 19 47 54
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 110,080
COMMITMENTS
9,232 79,862 908 90,776 4,614 100,916 85,385 9,165 24,695
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 2,694)
-1,154 1,846 -40 2,734 150 1,541 1,956 1,153 738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 72.5 0.8 82.5 4.2 91.7 77.6 8.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
7 35 1 14 6 21 42
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 99,861
COMMITMENTS
79,052 11,969 167 16,035 85,644 95,254 97,780 4,607 2,081
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 15,744)
14,361 -245 -2 1,048 15,792 15,407 15,545 337 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.2 12.0 0.2 16.1 85.8 95.4 97.9 4.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
56 11 1 16 20 73 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 104,601
COMMITMENTS
56,190 18,969 1,497 21,945 66,116 79,632 86,582 24,969 18,019
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -6,691)
-220 -4,047 557 -5,213 -418 -4,877 -3,909 -1,814 -2,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 18.1 1.4 21.0 63.2 76.1 82.8 23.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
26 11 6 15 18 43 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 326,283
COMMITMENTS
48,166 188,696 8,176 230,682 90,385 287,024 287,257 39,260 39,026
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 23,226)
-2,199 21,980 1,014 22,570 60 21,385 23,053 1,842 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 57.8 2.5 70.7 27.7 88.0 88.0 12.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
31 66 16 30 24 69 98
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 182,181
COMMITMENTS
71,131 43,850 14,251 43,759 76,326 129,141 134,426 53,040 47,755
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 3,940)
958 134 1,005 5,289 2,296 7,252 3,434 -3,312 506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 24.1 7.8 24.0 41.9 70.9 73.8 29.1 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
53 36 34 32 32 98 89
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 21,403
COMMITMENTS
16,443 1,208 0 2,831 18,817 19,274 20,025 2,129 1,378
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 1,644)
1,368 -65 0 328 1,584 1,696 1,519 -52 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.8 5.6 0.0 13.2 87.9 90.1 93.6 9.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 6 0 8 11 20 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 16,803,708
COMMITMENTS
591,634 595,621 5863911 9192261 8802685 15647807 15262218 1155901 1541491
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 260,926)
20,471 109,112 81,837 132,917 -63,853 235,224 127,096 25,701 133,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 3.5 34.9 54.7 52.4 93.1 90.8 6.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
70 62 117 160 167 290 295
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 736,526
COMMITMENTS
77,700 29,921 64,027 443,464 469,240 585,190 563,187 151,336 173,339
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -12,806)
306 -3,115 -16,208 2,474 6,295 -13,428 -13,028 622 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 4.1 8.7 60.2 63.7 79.5 76.5 20.5 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
51 46 66 88 71 178 144
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,702,703
COMMITMENTS
382,937 331,736 102,320 787,944 1112068 1273200 1546124 429,503 156,579
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -523)
40,860 21,700 -36,843 -7,202 10,025 -3,185 -5,118 2,662 4,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 19.5 6.0 46.3 65.3 74.8 90.8 25.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
80 72 60 77 80 189 180
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 8,536
COMMITMENTS
749 0 0 4,477 6,865 5,226 6,865 3,310 1,671
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 175)
148 0 0 28 341 176 341 -1 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 0.0 0.0 52.4 80.4 61.2 80.4 38.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 10 13 12 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 67,916
COMMITMENTS
7,319 31,539 27 51,135 33,071 58,481 64,637 9,435 3,279
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 2,269)
293 1,911 0 1,416 522 1,709 2,433 560 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 46.4 0.0 75.3 48.7 86.1 95.2 13.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
12 7 1 27 24 40 31
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,420
COMMITMENTS
11,068 8,948 626 35,047 32,385 46,741 41,959 9,679 14,461
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 794)
-308 -3,957 -214 179 3,785 -342 -386 1,137 1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 15.9 1.1 62.1 57.4 82.8 74.4 17.2 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
20 13 4 28 30 49 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 434,676
COMMITMENTS
110,109 131,238 12,721 248,620 266,157 371,450 410,116 63,226 24,561
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -63,943)
4,285 -3,952 -6,464 -44,924 -26,726 -47,103 -37,142 -16,840 -26,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 30.2 2.9 57.2 61.2 85.5 94.3 14.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
72 56 20 62 47 144 113
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 88,052
COMMITMENTS
61,738 5,339 62 2,506 72,762 64,306 78,163 23,746 9,889
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 13,514)
12,711 -4,017 9 -1,685 16,228 11,035 12,220 2,479 1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.1 6.1 0.1 2.8 82.6 73.0 88.8 27.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
29 3 1 4 16 34 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,937
COMMITMENTS
3,033 3,777 2 29,150 20,519 32,185 24,298 4,752 12,639
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 1,195)
1,432 -211 2 -250 1,135 1,184 926 11 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 10.2 0.0 78.9 55.6 87.1 65.8 12.9 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
4 12 1 24 23 29 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 419,037
COMMITMENTS
56,518 117,546 5,424 301,531 279,019 363,473 401,989 55,564 17,048
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -7,215)
10,275 -3,927 -2,465 -19,018 2,607 -11,208 -3,785 3,993 -3,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 28.1 1.3 72.0 66.6 86.7 95.9 13.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
44 73 35 46 62 113 148
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,618
COMMITMENTS
9,891 14,363 553 22,065 22,583 32,509 37,500 11,109 6,119
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -1,744)
373 -1,308 -60 -1,612 -278 -1,300 -1,647 -444 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 32.9 1.3 50.6 51.8 74.5 86.0 25.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 21 5 14 21 35 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 38,345
COMMITMENTS
15,830 3,421 0 15,388 14,116 31,218 17,537 7,127 20,808
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -2,885)
-216 282 -174 -455 1,114 -845 1,222 -2,040 -4,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 8.9 0.0 40.1 36.8 81.4 45.7 18.6 54.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
18 6 0 18 11 36 17
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,594
COMMITMENTS
5,681 2,629 41 14,583 17,173 20,305 19,843 289 751
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 300)
760 776 41 -148 -85 653 732 -353 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 12.8 0.2 70.8 83.4 98.6 96.4 1.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 6 1 8 4 13 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 55,148
COMMITMENTS
4,674 9,897 3,527 27,141 33,699 35,342 47,123 19,806 8,025
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -253)
197 -325 -50 1,597 1,394 1,744 1,019 -1,997 -1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 17.9 6.4 49.2 61.1 64.1 85.4 35.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 11 7 28 31 36 45
Updated October 27, 2006