MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,181
COMMITMENTS
1,063 3,216 1,285 24,663 16,355 27,011 20,856 4,170 10,325
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,004)
-253 234 383 590 337 720 954 284 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 10.3 4.1 79.1 52.5 86.6 66.9 13.4 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 14 10 24 19 36 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 156,875
COMMITMENTS
31,737 16,081 29,903 76,349 74,349 137,989 120,333 18,886 36,542
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 5,978)
-2,517 -375 10,929 -3,152 -3,326 5,260 7,228 718 -1,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 10.3 19.1 48.7 47.4 88.0 76.7 12.0 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
55 52 64 35 48 141 138
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,782
COMMITMENTS
886 394 76 108 394 1,070 864 712 918
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -106)
141 67 -80 -75 -97 -14 -110 -92 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.7 22.1 4.3 6.1 22.1 60.0 48.5 40.0 51.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
14 6 4 3 5 21 11
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 232,171
COMMITMENTS
50,947 21,145 46,662 111,697 108,425 209,306 176,232 22,865 55,939
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -911)
-2,861 1,746 5,407 -4,367 -7,390 -1,821 -237 910 -674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 9.1 20.1 48.1 46.7 90.2 75.9 9.8 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
73 47 82 76 143 201 246
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,175
COMMITMENTS
2,669 2,670 296 750 474 3,715 3,440 1,460 1,735
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 143)
102 39 63 33 36 198 138 -55 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.6 51.6 5.7 14.5 9.2 71.8 66.5 28.2 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
17 23 8 7 10 30 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,695
COMMITMENTS
12,198 4,779 3,285 9,508 8,817 24,991 16,881 5,704 13,814
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 797)
-210 74 752 143 468 685 1,294 112 -497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 15.6 10.7 31.0 28.7 81.4 55.0 18.6 45.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
44 26 25 40 60 102 98
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 83,415
COMMITMENTS
23,302 14,018 1,561 24,893 48,876 49,756 64,455 33,659 18,960
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -9,563)
-6,640 -4,303 33 392 -6,584 -6,215 -10,854 -3,348 1,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 16.8 1.9 29.8 58.6 59.6 77.3 40.4 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
21 13 2 24 16 47 29
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 69,612
COMMITMENTS
18,116 33,533 0 40,527 18,602 58,643 52,135 10,969 17,477
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 6,841)
-2,004 6,154 0 10,032 -5,068 8,028 1,086 -1,187 5,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 48.2 0.0 58.2 26.7 84.2 74.9 15.8 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 19 0 9 7 22 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 81,681
COMMITMENTS
17,009 10,583 216 60,013 67,576 77,238 78,375 4,443 3,306
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 4,362)
6,171 -4,612 -140 -2,630 8,898 3,401 4,146 961 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 13.0 0.3 73.5 82.7 94.6 96.0 5.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 15 1 15 16 32 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 88,080
COMMITMENTS
28,460 11,383 5 35,604 62,241 64,069 73,629 24,011 14,451
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 2,409)
3,192 -136 3 436 560 3,631 427 -1,222 1,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 12.9 0.0 40.4 70.7 72.7 83.6 27.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
18 9 2 14 20 34 29
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 203,567
COMMITMENTS
27,724 96,773 200 145,874 74,172 173,798 171,145 29,769 32,422
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 30,097)
85 48,430 -864 33,812 -25,379 33,033 22,187 -2,936 7,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 47.5 0.1 71.7 36.4 85.4 84.1 14.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
30 42 3 29 16 61 59
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 152,795
COMMITMENTS
67,816 16,122 449 29,176 101,106 97,441 117,677 55,354 35,118
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -15,274)
-24,475 1,726 172 9,395 -27,456 -14,908 -25,558 -366 10,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.4 10.6 0.3 19.1 66.2 63.8 77.0 36.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
52 19 4 23 26 75 49
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 14,948
COMMITMENTS
7,204 3,636 0 6,189 9,629 13,393 13,265 1,555 1,683
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 867)
2,875 -1,636 0 -1,926 2,129 949 493 -82 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.2 24.3 0.0 41.4 64.4 89.6 88.7 10.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 0 6 9 10 12
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,219
COMMITMENTS
16,082 2,593 0 17,647 31,952 33,729 34,545 5,490 4,674
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: -28,562)
-8,802 794 0 -21,248 -27,087 -30,050 -26,293 1,488 -2,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 6.6 0.0 45.0 81.5 86.0 88.1 14.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 3 0 7 12 12 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,567,100
COMMITMENTS
608,021 1414106 1320365 6594178 5458080 8522564 8192551 1044536 1374549
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 26,070)
-67,980 -15,824 -3,475 94,396 123,615 22,941 104,316 3,129 -78,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 14.8 13.8 68.9 57.1 89.1 85.6 10.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
60 74 102 135 154 250 290
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 627,990
COMMITMENTS
83,349 69,633 2,541 400,284 445,265 486,174 517,439 141,816 110,551
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 3,509)
-2,430 3,443 1,463 -2,107 2,929 -3,074 7,835 6,583 -4,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 11.1 0.4 63.7 70.9 77.4 82.4 22.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
55 41 16 76 54 140 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,403,408
COMMITMENTS
189,559 393,530 27,368 836,206 861,717 1053133 1282615 350,275 120,793
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 58,823)
-17,509 68,708 2,270 88,775 -1,749 73,536 69,229 -14,713 -10,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 28.0 2.0 59.6 61.4 75.0 91.4 25.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
51 77 23 80 68 145 154
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,314
COMMITMENTS
1,381 705 0 4,265 7,275 5,646 7,980 3,668 1,334
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 180)
-2 0 0 0 0 -2 0 182 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 7.6 0.0 45.8 78.1 60.6 85.7 39.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 8 10 11 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 64,508
COMMITMENTS
9,407 28,547 18 49,765 30,240 59,190 58,805 5,318 5,703
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 2,230)
680 1,154 18 2,065 579 2,763 1,751 -533 479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 44.3 0.0 77.1 46.9 91.8 91.2 8.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 14 1 27 24 35 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,901
COMMITMENTS
10,178 14,653 27 35,669 30,664 45,874 45,344 9,027 9,557
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 3,708)
2,435 -83 -1 -610 2,635 1,824 2,551 1,884 1,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 26.7 0.0 65.0 55.9 83.6 82.6 16.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 22 1 23 26 41 48
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 426,672
COMMITMENTS
89,172 191,207 8,365 293,628 204,462 391,165 404,034 35,507 22,638
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 84,001)
1,024 35,817 6,791 79,321 39,083 87,136 81,691 -3,135 2,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 44.8 2.0 68.8 47.9 91.7 94.7 8.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
59 87 9 50 44 116 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 54,649
COMMITMENTS
30,614 2,399 0 4,185 44,690 34,799 47,089 19,850 7,560
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 2,892)
8,713 -2,566 -391 -6,218 8,439 2,104 5,482 788 -2,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 4.4 0.0 7.7 81.8 63.7 86.2 36.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
22 3 0 8 18 30 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,792
COMMITMENTS
5,733 6,547 4 27,019 23,828 32,756 30,379 4,036 6,413
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 2,135)
0 -227 -3 1,157 3,648 1,154 3,418 981 -1,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 17.8 0.0 73.4 64.8 89.0 82.6 11.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 15 1 27 26 30 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 434,954
COMMITMENTS
119,616 101,810 1,507 294,486 317,514 415,609 420,831 19,345 14,123
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 14,342)
1,595 -2,949 225 11,931 18,459 13,751 15,735 591 -1,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 23.4 0.3 67.7 73.0 95.6 96.8 4.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
19 76 8 40 58 65 136
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,567
COMMITMENTS
10,136 12,765 395 17,341 20,085 27,872 33,245 12,695 7,322
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,406)
529 -66 143 -1,117 1,838 -445 1,915 1,851 -509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 31.5 1.0 42.7 49.5 68.7 82.0 31.3 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 22 2 13 23 35 45
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,100
COMMITMENTS
7,896 3,785 0 21,008 14,994 28,904 18,779 8,196 18,321
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,656)
-1,730 368 -398 2,903 -932 775 -962 881 2,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 10.2 0.0 56.6 40.4 77.9 50.6 22.1 49.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 9 0 17 11 29 20
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 07/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 41,681
COMMITMENTS
4,885 4,438 2,580 19,893 29,523 27,358 36,541 14,323 5,140
CHANGES FROM 07/11/06 (CHANGE IN OPEN INTEREST: 1,680)
-2,570 -50 1,730 1,160 162 320 1,842 1,360 -162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 10.6 6.2 47.7 70.8 65.6 87.7 34.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 9 4 24 34 32 47
Updated July 21, 2006