MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,719
COMMITMENTS
1,253 3,267 1,216 23,480 15,551 25,949 20,034 3,770 9,685
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 311)
114 -512 -131 120 169 103 -474 208 785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 11.0 4.1 79.0 52.3 87.3 67.4 12.7 32.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 16 11 24 17 37 40
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 156,604
COMMITMENTS
33,456 19,448 31,949 73,119 70,620 138,524 122,017 18,080 34,587
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -3,837)
-604 -1,170 150 -2,784 91 -3,238 -929 -599 -2,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 12.4 20.4 46.7 45.1 88.5 77.9 11.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
61 58 55 25 43 133 121
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 203,496
COMMITMENTS
49,514 19,487 34,277 96,370 96,495 180,161 150,259 23,335 53,237
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -29,557)
-1,007 1,021 -9,510 -15,261 -15,725 -25,778 -24,214 -3,779 -5,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 9.6 16.8 47.4 47.4 88.5 73.8 11.5 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
76 53 74 76 137 206 234
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,509
COMMITMENTS
3,088 2,897 634 1,009 822 4,731 4,353 1,778 2,156
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -108)
245 83 -169 -52 -197 24 -283 -132 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 44.5 9.7 15.5 12.6 72.7 66.9 27.3 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
20 26 12 10 10 40 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,759
COMMITMENTS
13,354 4,515 4,322 8,304 9,233 25,980 18,070 6,779 14,689
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 608)
951 -292 999 -1,516 -188 434 519 174 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 13.8 13.2 25.3 28.2 79.3 55.2 20.7 44.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
47 24 29 35 58 101 100
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 86,815
COMMITMENTS
27,206 18,609 1,135 24,981 47,565 53,322 67,309 33,493 19,506
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 4,305)
4,021 5,254 0 3,362 -4,190 7,383 1,064 -3,078 3,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 21.4 1.3 28.8 54.8 61.4 77.5 38.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
20 16 2 23 17 45 33
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 66,021
COMMITMENTS
13,082 28,329 0 40,934 22,521 54,016 50,850 12,005 15,171
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -6,622)
-8,402 -8,008 0 4,869 -254 -3,533 -8,262 -3,089 1,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 42.9 0.0 62.0 34.1 81.8 77.0 18.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 17 0 9 8 21 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 92,014
COMMITMENTS
42,433 6,799 155 44,897 82,745 87,485 89,699 4,529 2,315
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 12,466)
13,671 -54 0 -1,350 12,902 12,321 12,848 145 -382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.1 7.4 0.2 48.8 89.9 95.1 97.5 4.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
44 11 1 14 23 59 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 135,944
COMMITMENTS
74,152 10,956 50 27,206 109,568 101,408 120,574 34,536 15,370
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 7,832)
8,924 1,354 47 -3,397 7,994 5,574 9,395 2,258 -1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.5 8.1 0.0 20.0 80.6 74.6 88.7 25.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
31 11 1 12 23 43 35
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 216,492
COMMITMENTS
29,646 91,920 86 153,461 92,252 183,193 184,258 33,299 32,234
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 17,922)
4,615 15,098 -978 12,407 -2,168 16,044 11,952 1,878 5,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 42.5 0.0 70.9 42.6 84.6 85.1 15.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
30 41 2 33 19 64 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 178,761
COMMITMENTS
99,050 8,846 686 25,418 143,147 125,154 152,679 53,607 26,082
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 998)
-2,083 -179 149 2,870 -1,216 936 -1,246 62 2,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.4 4.9 0.4 14.2 80.1 70.0 85.4 30.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
59 15 5 26 31 86 50
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,536
COMMITMENTS
13,438 176 0 4,216 18,424 17,654 18,600 1,882 936
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,209)
3,970 -2,347 0 -2,017 4,517 1,953 2,170 256 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.8 0.9 0.0 21.6 94.3 90.4 95.2 9.6 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 0 6 12 11 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,049,669
COMMITMENTS
554,200 866,409 1429284 6810899 6217041 8794383 8512734 1255286 1536935
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -79,524)
-104,767 19,877 -106,697 96,797 -43,792 -114,667 -130,612 35,143 51,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 8.6 14.2 67.8 61.9 87.5 84.7 12.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
53 69 104 141 157 259 280
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 632,529
COMMITMENTS
70,478 55,477 1,763 417,665 434,793 489,906 492,033 142,623 140,496
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 7,921)
737 -1,766 19 4,316 -15,953 5,072 -17,700 2,849 25,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 8.8 0.3 66.0 68.7 77.5 77.8 22.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
52 33 15 81 56 142 96
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,503,215
COMMITMENTS
230,513 400,259 25,474 856,923 951,756 1112910 1377489 390,305 125,726
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 37,553)
36,503 6,013 -3,731 -42,876 34,362 -10,104 36,644 47,657 909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 26.6 1.7 57.0 63.3 74.0 91.6 26.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
64 71 25 81 69 160 150
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,729
COMMITMENTS
700 0 0 4,994 8,173 5,694 8,173 4,035 1,556
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 176)
0 0 0 11 89 11 89 165 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.0 0.0 51.3 84.0 58.5 84.0 41.5 16.0
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 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 70,751
COMMITMENTS
5,901 29,244 27 59,136 33,947 65,064 63,218 5,687 7,533
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,109)
1,109 402 3 -912 738 200 1,143 909 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 41.3 0.0 83.6 48.0 92.0 89.4 8.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
10 13 1 31 23 42 36
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,943
COMMITMENTS
7,332 13,132 42 42,084 33,817 49,458 46,991 9,485 11,952
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -115)
230 -4,976 -15 1,314 -480 1,529 -5,471 -1,644 5,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 22.3 0.1 71.4 57.4 83.9 79.7 16.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
18 19 1 26 25 45 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 436,324
COMMITMENTS
77,688 168,135 5,314 312,934 240,909 395,936 414,358 40,388 21,966
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 403)
23,031 -13,789 717 -36,844 31,139 -13,096 18,067 13,499 -17,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 38.5 1.2 71.7 55.2 90.7 95.0 9.3 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
72 78 18 59 47 140 134
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 72,893
COMMITMENTS
42,751 3,659 0 4,684 62,087 47,435 65,746 25,458 7,147
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 7,540)
6,387 352 0 38 8,112 6,425 8,464 1,115 -924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.6 5.0 0.0 6.4 85.2 65.1 90.2 34.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
27 4 0 9 17 36 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 43,895
COMMITMENTS
400 6,498 9 39,381 28,600 39,790 35,107 4,105 8,788
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,065)
0 -25 0 1,779 1,378 1,779 1,353 286 712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 14.8 0.0 89.7 65.2 90.6 80.0 9.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
1 13 2 28 25 31 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 467,812
COMMITMENTS
45,375 111,238 1,864 389,856 337,495 437,095 450,597 30,717 17,215
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 7,831)
-1,478 3,706 -43 7,900 2,351 6,379 6,014 1,452 1,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 23.8 0.4 83.3 72.1 93.4 96.3 6.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
19 77 9 43 65 69 144
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,278
COMMITMENTS
11,884 13,266 0 17,355 22,637 29,239 35,903 14,039 7,375
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -1,273)
2,072 395 -2 -895 2,136 1,175 2,529 -2,448 -3,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 30.7 0.0 40.1 52.3 67.6 83.0 32.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
24 17 0 14 21 38 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 43,279
COMMITMENTS
6,676 4,660 22 29,306 19,286 36,004 23,968 7,275 19,311
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 2,405)
185 753 -17 2,833 1,810 3,001 2,546 -596 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 10.8 0.1 67.7 44.6 83.2 55.4 16.8 44.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 11 1 22 14 36 26
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,450
COMMITMENTS
3,964 450 93 15,622 19,681 19,679 20,224 771 226
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: -78)
40 350 -1 90 -296 129 53 -207 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 2.2 0.5 76.4 96.2 96.2 98.9 3.8 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 2 1 10 6 17 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 08/15/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 43,969
COMMITMENTS
3,770 4,239 328 26,077 33,954 30,175 38,521 13,794 5,448
CHANGES FROM 08/08/06 (CHANGE IN OPEN INTEREST: 1,192)
-56 -59 41 418 1,457 403 1,439 789 -247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 9.6 0.7 59.3 77.2 68.6 87.6 31.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 9 2 29 37 36 47
Updated August 18, 2006