MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,408
COMMITMENTS
1,139 3,779 1,347 23,360 15,382 25,846 20,508 3,562 8,900
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -2,859)
191 -612 -127 -2,425 -1,362 -2,361 -2,101 -498 -758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 12.9 4.6 79.4 52.3 87.9 69.7 12.1 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 17 11 24 18 37 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 160,441
COMMITMENTS
34,060 20,618 31,799 75,903 70,529 141,762 122,946 18,679 37,495
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -1,102)
1,845 -15 -789 -2,286 160 -1,230 -644 128 -458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 12.9 19.8 47.3 44.0 88.4 76.6 11.6 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
54 68 64 30 45 139 136
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 233,053
COMMITMENTS
50,521 18,466 43,787 111,631 112,220 205,939 174,473 27,114 58,580
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 27)
4,834 -673 -5,534 -891 4,788 -1,591 -1,419 1,618 1,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 7.9 18.8 47.9 48.2 88.4 74.9 11.6 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
77 52 94 89 144 232 258
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,617
COMMITMENTS
2,843 2,814 803 1,061 1,019 4,707 4,636 1,910 1,981
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -116)
120 48 -188 -135 101 -203 -39 87 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 42.5 12.1 16.0 15.4 71.1 70.1 28.9 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 25 11 14 13 39 45
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,151
COMMITMENTS
12,403 4,807 3,323 9,820 9,421 25,546 17,551 6,605 14,600
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 478)
-352 330 -62 134 -254 -280 14 758 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 15.0 10.3 30.5 29.3 79.5 54.6 20.5 45.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
41 24 27 42 58 101 99
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 82,510
COMMITMENTS
23,185 13,355 1,135 21,619 51,755 45,939 66,245 36,571 16,265
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -3,538)
4,376 -12,870 0 -9,882 11,057 -5,506 -1,813 1,968 -1,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 16.2 1.4 26.2 62.7 55.7 80.3 44.3 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
19 15 2 19 21 40 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,643
COMMITMENTS
21,484 36,337 0 36,065 22,775 57,549 59,112 15,094 13,531
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 7,538)
3,997 9,456 0 543 1,284 4,540 10,740 2,998 -3,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 50.0 0.0 49.6 31.4 79.2 81.4 20.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 15 0 7 10 23 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 79,548
COMMITMENTS
28,762 6,853 155 46,247 69,843 75,164 76,851 4,384 2,697
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -6,984)
1,507 -2,727 -257 -5,918 -1,397 -4,668 -4,381 -2,316 -2,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 8.6 0.2 58.1 87.8 94.5 96.6 5.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
38 11 1 13 22 52 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 128,112
COMMITMENTS
65,228 9,602 3 30,603 101,574 95,834 111,179 32,278 16,933
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 14,037)
8,931 -1,692 -40 2,847 13,600 11,738 11,868 2,299 2,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.9 7.5 0.0 23.9 79.3 74.8 86.8 25.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
26 10 1 15 21 42 31
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 198,570
COMMITMENTS
25,031 76,822 1,064 141,054 94,420 167,149 172,306 31,421 26,264
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 2,944)
-360 8,447 -12 2,188 -3,019 1,816 5,416 1,128 -2,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 38.7 0.5 71.0 47.5 84.2 86.8 15.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
27 39 3 31 17 60 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 177,763
COMMITMENTS
101,133 9,025 537 22,548 144,363 124,218 153,925 53,545 23,838
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 19,907)
16,061 -2,618 -108 1,613 25,565 17,566 22,839 2,341 -2,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.9 5.1 0.3 12.7 81.2 69.9 86.6 30.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
63 16 6 25 32 89 53
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 17,327
COMMITMENTS
9,468 2,523 0 6,233 13,907 15,701 16,430 1,626 897
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -833)
-1,487 -229 0 652 -307 -835 -536 2 -297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 14.6 0.0 36.0 80.3 90.6 94.8 9.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 4 0 7 11 12 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 46,461
COMMITMENTS
10,809 3,619 200 31,052 37,466 42,061 41,285 4,400 5,176
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 4,757)
-2,729 1,990 140 7,549 2,672 4,960 4,802 -203 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 7.8 0.4 66.8 80.6 90.5 88.9 9.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 3 1 15 15 19 19
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,129,193
COMMITMENTS
658,967 846,532 1535981 6714102 6260833 8909050 8643346 1220143 1485847
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 230,009)
-28,726 -115,836 78,505 118,730 257,917 168,509 220,586 61,500 9,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 8.4 15.2 66.3 61.8 88.0 85.3 12.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
45 83 109 143 160 263 293
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 624,608
COMMITMENTS
69,741 57,243 1,744 413,349 450,746 484,834 509,733 139,774 114,875
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 5,493)
-1,911 -3,007 -146 5,677 -1,065 3,620 -4,218 1,873 9,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 9.2 0.3 66.2 72.2 77.6 81.6 22.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
54 29 15 80 56 143 92
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,465,662
COMMITMENTS
194,010 394,246 29,205 899,799 917,394 1123014 1340845 342,648 124,817
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 78,948)
25,860 31,450 667 30,430 48,819 56,957 80,936 21,991 -1,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 26.9 2.0 61.4 62.6 76.6 91.5 23.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
56 73 28 79 71 152 155
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,553
COMMITMENTS
700 0 0 4,983 8,084 5,683 8,084 3,870 1,469
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 59)
78 0 0 12 100 90 100 -31 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 0.0 0.0 52.2 84.6 59.5 84.6 40.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 9 12 11 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 69,642
COMMITMENTS
4,792 28,842 24 60,048 33,209 64,864 62,075 4,778 7,567
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -489)
-4,137 444 0 3,626 -319 -511 125 22 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 41.4 0.0 86.2 47.7 93.1 89.1 6.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 14 1 30 24 37 38
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,058
COMMITMENTS
7,102 18,108 57 40,770 34,297 47,929 52,462 11,129 6,596
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,558)
825 2,526 15 480 668 1,320 3,209 2,238 349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 30.7 0.1 69.0 58.1 81.2 88.8 18.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 21 1 24 26 42 47
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 435,921
COMMITMENTS
54,657 181,924 4,597 349,778 209,770 409,032 396,291 26,889 39,630
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 15,876)
7,259 -16,980 2,012 243 18,440 9,514 3,472 6,362 12,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 41.7 1.1 80.2 48.1 93.8 90.9 6.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
43 94 11 59 49 107 149
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,353
COMMITMENTS
36,364 3,307 0 4,646 53,975 41,010 57,282 24,343 8,071
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -2,578)
-3,831 1,225 0 1,153 -3,778 -2,678 -2,553 100 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.6 5.1 0.0 7.1 82.6 62.8 87.7 37.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
26 3 0 8 17 34 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 41,830
COMMITMENTS
400 6,523 9 37,602 27,222 38,011 33,754 3,819 8,076
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 1,380)
0 66 0 1,554 1,431 1,554 1,497 -174 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 15.6 0.0 89.9 65.1 90.9 80.7 9.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 14 2 28 25 31 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 459,981
COMMITMENTS
46,853 107,532 1,907 381,956 335,144 430,716 444,583 29,265 15,398
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 4,727)
-3,883 10,613 323 4,839 -4,567 1,279 6,369 3,448 -1,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 23.4 0.4 83.0 72.9 93.6 96.7 6.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
16 73 9 44 59 67 134
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,551
COMMITMENTS
9,812 12,871 2 18,250 20,501 28,064 33,374 16,487 11,177
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 3,705)
576 -570 -607 -293 2,299 -324 1,122 4,029 2,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 28.9 0.0 41.0 46.0 63.0 74.9 37.0 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
18 19 1 14 20 33 39
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 40,874
COMMITMENTS
6,491 3,907 39 26,473 17,476 33,003 21,422 7,871 19,452
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 694)
1,015 534 -101 -903 -269 11 164 683 530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 9.6 0.1 64.8 42.8 80.7 52.4 19.3 47.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
14 9 1 22 11 36 21
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,528
COMMITMENTS
3,924 100 94 15,532 19,977 19,550 20,171 978 357
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: -157)
-640 -118 94 195 -190 -351 -214 194 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 0.5 0.5 75.7 97.3 95.2 98.3 4.8 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 1 2 9 5 16 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 08/08/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 42,777
COMMITMENTS
3,826 4,298 287 25,659 32,497 29,772 37,082 13,005 5,695
CHANGES FROM 08/01/06 (CHANGE IN OPEN INTEREST: 888)
-427 -600 0 2,109 2,153 1,682 1,553 -794 -665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 10.0 0.7 60.0 76.0 69.6 86.7 30.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 9 2 29 36 36 46
Updated August 11, 2006