BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,226
COMMITMENTS
356 11 128 2,201 2,755 2,685 2,894 541 332
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 87)
0 8 15 69 12 84 35 3 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 0.3 4.0 68.2 85.4 83.2 89.7 16.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
2 1 1 13 11 16 12
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,187
COMMITMENTS
2,806 2,723 4,448 25,063 18,236 32,317 25,407 4,871 11,781
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 1,211)
55 719 393 1,378 351 1,827 1,463 -616 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 7.3 12.0 67.4 49.0 86.9 68.3 13.1 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 9 16 31 21 49 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 197,929
COMMITMENTS
38,302 14,038 52,905 83,955 89,620 175,161 156,563 22,767 41,366
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 18,936)
5,750 -3,453 7,340 1,266 12,811 14,357 16,699 4,579 2,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 7.1 26.7 42.4 45.3 88.5 79.1 11.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
70 66 92 37 45 179 153
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 218,788
COMMITMENTS
48,846 19,655 52,994 97,223 97,757 199,063 170,405 19,725 48,383
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -2,551)
959 -1,124 -2,857 1,534 5,123 -364 1,142 -2,187 -3,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 9.0 24.2 44.4 44.7 91.0 77.9 9.0 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
90 56 69 80 133 207 229
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,622
COMMITMENTS
1,918 2,521 708 2,163 1,373 4,789 4,602 1,833 2,021
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -734)
-1,031 -57 -309 742 -71 -598 -437 -136 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 38.1 10.7 32.7 20.7 72.3 69.5 27.7 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 25 13 18 18 40 49
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,223
COMMITMENTS
5,696 7,014 5,339 8,170 2,457 19,206 14,811 6,017 10,413
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -3,418)
-1,433 -75 -1,473 -335 -1,293 -3,241 -2,841 -177 -577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 27.8 21.2 32.4 9.7 76.1 58.7 23.9 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
24 35 26 34 21 76 69
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 110,928
COMMITMENTS
23,681 47,954 4,174 51,843 35,241 79,698 87,368 31,230 23,559
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 4,055)
-1,052 8,812 -112 4,995 -3,960 3,831 4,740 224 -685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 43.2 3.8 46.7 31.8 71.8 78.8 28.2 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 32 11 24 16 48 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 91,757
COMMITMENTS
11,154 58,407 716 69,138 12,263 81,008 71,386 10,749 20,370
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -18,324)
1,922 -21,455 -193 -21,637 7,649 -19,908 -13,999 1,584 -4,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 63.7 0.8 75.3 13.4 88.3 77.8 11.7 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 27 1 11 11 21 39
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 113,338
COMMITMENTS
93,138 10,957 165 14,598 100,173 107,901 111,295 5,437 2,043
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 13,478)
14,086 -1,012 -2 -1,436 14,529 12,648 13,515 830 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.2 9.7 0.1 12.9 88.4 95.2 98.2 4.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
60 10 1 13 20 74 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 130,470
COMMITMENTS
80,501 20,433 1,794 17,990 86,055 100,285 108,282 30,185 22,187
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 25,868)
24,311 1,465 297 -3,956 19,939 20,653 21,700 5,215 4,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.7 15.7 1.4 13.8 66.0 76.9 83.0 23.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
35 14 7 14 22 54 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 273,844
COMMITMENTS
44,966 106,857 11,000 174,314 122,421 230,281 240,277 43,563 33,567
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -52,439)
-3,199 -81,839 2,824 -56,367 32,036 -56,743 -46,980 4,304 -5,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 39.0 4.0 63.7 44.7 84.1 87.7 15.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
38 46 19 26 29 71 88
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 187,326
COMMITMENTS
83,665 22,747 16,992 30,724 108,136 131,381 147,874 55,945 39,451
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 5,145)
12,534 -21,103 2,741 -13,036 31,810 2,240 13,448 2,905 -8,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 12.1 9.1 16.4 57.7 70.1 78.9 29.9 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
57 33 39 29 36 106 88
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,440
COMMITMENTS
13,531 1,274 0 2,838 16,046 16,369 17,320 2,071 1,120
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -2,963)
-2,912 66 0 7 -2,771 -2,905 -2,705 -58 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.4 6.9 0.0 15.4 87.0 88.8 93.9 11.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 5 0 8 11 21 16
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,137
COMMITMENTS
3,287 535 1,716 28,907 32,009 33,910 34,260 5,227 4,877
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 1.4 4.4 73.9 81.8 86.6 87.5 13.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 4 11 11 16 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 17,740,291
COMMITMENTS
786,602 481,936 6337731 9395821 9401923 16520154 16221590 1220137 1518701
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 936,583)
194,968 -113,686 473,820 203,559 599,239 872,347 959,372 64,236 -22,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 2.7 35.7 53.0 53.0 93.1 91.4 6.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
67 72 120 164 173 298 305
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 730,563
COMMITMENTS
75,818 32,520 66,301 439,951 470,771 582,070 569,592 148,492 160,971
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -5,964)
-1,881 2,599 2,275 -3,513 1,531 -3,120 6,405 -2,844 -12,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 4.5 9.1 60.2 64.4 79.7 78.0 20.3 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
56 46 69 85 70 179 147
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,759,719
COMMITMENTS
414,332 310,416 113,231 816,518 1198358 1344080 1622004 415,639 137,715
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 57,016)
31,395 -21,320 10,911 28,574 86,290 70,880 75,880 -13,864 -18,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 17.6 6.4 46.4 68.1 76.4 92.2 23.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
88 66 66 82 77 199 180
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,149
COMMITMENTS
842 0 0 5,190 6,799 6,032 6,799 3,117 2,350
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 613)
93 0 0 713 -66 806 -66 -193 679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 0.0 0.0 56.7 74.3 65.9 74.3 34.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 0 0 11 12 13 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 72,572
COMMITMENTS
8,097 32,892 27 53,941 36,017 62,065 68,936 10,507 3,636
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 4,656)
778 1,353 0 2,806 2,946 3,584 4,299 1,072 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 45.3 0.0 74.3 49.6 85.5 95.0 14.5 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
10 7 1 27 26 38 33
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 61,169
COMMITMENTS
11,603 7,815 680 41,051 27,345 53,334 35,840 7,835 25,329
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 4,749)
535 -1,133 54 6,004 -5,040 6,593 -6,119 -1,844 10,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 12.8 1.1 67.1 44.7 87.2 58.6 12.8 41.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
22 11 4 28 28 51 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 435,213
COMMITMENTS
110,213 134,038 19,060 192,463 256,501 321,736 409,599 113,477 25,614
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 537)
104 2,800 6,339 -56,158 -9,656 -49,714 -517 50,251 1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 30.8 4.4 44.2 58.9 73.9 94.1 26.1 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
65 54 20 55 53 133 114
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 108,714
COMMITMENTS
78,430 7,235 392 2,322 89,841 81,144 97,469 27,569 11,245
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 20,662)
16,692 1,896 331 -184 17,079 16,839 19,306 3,823 1,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.1 6.7 0.4 2.1 82.6 74.6 89.7 25.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
39 4 3 5 20 45 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,812
COMMITMENTS
3,066 3,339 2 30,267 21,346 33,335 24,687 4,477 13,126
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 875)
33 -438 0 1,117 827 1,150 389 -274 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 8.8 0.0 80.0 56.5 88.2 65.3 11.8 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 11 1 24 22 29 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 424,357
COMMITMENTS
65,545 123,621 6,265 296,011 278,610 367,821 408,496 56,536 15,861
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 5,320)
9,027 6,075 841 -5,520 -409 4,348 6,508 972 -1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 29.1 1.5 69.8 65.7 86.7 96.3 13.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
52 75 42 44 61 121 154
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,758
COMMITMENTS
11,225 16,428 768 23,523 23,696 35,516 40,892 11,242 5,866
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 3,140)
1,334 2,065 215 1,458 1,113 3,007 3,393 133 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 35.1 1.6 50.3 50.7 76.0 87.5 24.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 24 6 16 23 39 51
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 42,211
COMMITMENTS
15,849 4,177 220 19,011 14,323 35,080 18,720 7,131 23,491
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 3,866)
19 756 220 3,623 207 3,862 1,183 4 2,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 9.9 0.5 45.0 33.9 83.1 44.3 16.9 55.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
18 7 2 23 14 42 22
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,827
COMMITMENTS
6,718 3,361 41 14,665 17,676 21,424 21,078 403 749
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: 1,233)
1,037 732 0 82 503 1,119 1,235 114 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 15.4 0.2 67.2 81.0 98.2 96.6 1.8 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 1 8 4 14 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/31/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 54,485
COMMITMENTS
5,682 9,896 3,334 27,719 33,956 36,735 47,186 17,750 7,299
CHANGES FROM 10/24/06 (CHANGE IN OPEN INTEREST: -663)
1,008 -1 -193 578 257 1,393 63 -2,056 -726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 18.2 6.1 50.9 62.3 67.4 86.6 32.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 11 7 28 31 36 45
Updated November 3, 2006