MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,485
COMMITMENTS
1,792 3,906 1,257 23,843 16,595 26,892 21,758 3,593 8,727
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 766)
539 639 41 363 1,044 943 1,724 -177 -958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 12.8 4.1 78.2 54.4 88.2 71.4 11.8 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 18 15 24 17 42 41
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 169,300
COMMITMENTS
36,655 19,288 36,692 76,421 77,904 149,768 133,884 19,532 35,416
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 12,696)
3,199 -160 4,743 3,302 7,284 11,244 11,867 1,452 829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 11.4 21.7 45.1 46.0 88.5 79.1 11.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
70 56 68 31 50 157 140
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 203,023
COMMITMENTS
52,348 23,126 36,279 92,758 92,757 181,385 152,162 21,638 50,861
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -473)
2,834 3,639 2,002 -3,612 -3,738 1,224 1,903 -1,697 -2,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 11.4 17.9 45.7 45.7 89.3 74.9 10.7 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
79 48 70 69 142 199 230
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,176
COMMITMENTS
2,947 2,630 518 996 854 4,461 4,002 1,715 2,174
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -333)
-141 -267 -116 -13 32 -270 -351 -63 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 42.6 8.4 16.1 13.8 72.2 64.8 27.8 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
19 21 13 10 12 39 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,397
COMMITMENTS
13,077 3,918 4,427 8,355 9,665 25,859 18,010 6,538 14,387
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -362)
-277 -597 105 51 432 -121 -60 -241 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 12.1 13.7 25.8 29.8 79.8 55.6 20.2 44.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
48 24 28 38 65 106 105
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 86,667
COMMITMENTS
27,805 12,312 1,703 22,640 53,596 52,148 67,611 34,519 19,056
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -148)
599 -6,297 568 -2,341 6,031 -1,174 302 1,026 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 14.2 2.0 26.1 61.8 60.2 78.0 39.8 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
20 15 4 18 18 40 35
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 68,484
COMMITMENTS
16,847 27,312 506 38,181 27,544 55,534 55,362 12,950 13,122
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 2,463)
3,765 -1,017 506 -2,753 5,023 1,518 4,512 945 -2,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 39.9 0.7 55.8 40.2 81.1 80.8 18.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
14 15 1 8 12 22 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 82,797
COMMITMENTS
31,768 6,927 22 46,527 73,802 78,317 80,751 4,480 2,046
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -9,217)
-10,665 128 -133 1,630 -8,943 -9,168 -8,948 -49 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 8.4 0.0 56.2 89.1 94.6 97.5 5.4 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
46 8 1 15 21 61 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 127,943
COMMITMENTS
66,586 9,770 53 30,487 102,648 97,126 112,471 30,817 15,472
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -8,001)
-7,566 -1,186 3 3,281 -6,920 -4,282 -8,103 -3,719 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.0 7.6 0.0 23.8 80.2 75.9 87.9 24.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
28 9 2 15 22 44 32
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 227,195
COMMITMENTS
30,853 105,930 97 163,702 87,185 194,652 193,212 32,543 33,983
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 10,703)
1,207 14,010 11 10,241 -5,067 11,459 8,954 -756 1,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 46.6 0.0 72.1 38.4 85.7 85.0 14.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
29 45 3 35 18 65 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 175,943
COMMITMENTS
89,994 8,524 799 27,222 139,078 118,015 148,401 57,928 27,542
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -2,818)
-9,056 -322 113 1,804 -4,069 -7,139 -4,278 4,321 1,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.1 4.8 0.5 15.5 79.0 67.1 84.3 32.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
56 19 11 28 35 90 59
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,886
COMMITMENTS
11,787 296 0 6,022 18,680 17,809 18,976 2,077 910
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 350)
-1,651 120 0 1,806 256 155 376 195 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.3 1.5 0.0 30.3 93.9 89.6 95.4 10.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 0 8 11 12 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,303,855
COMMITMENTS
718,856 888,778 1450390 6972364 6500662 9141610 8839830 1162245 1464025
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 254,186)
164,656 22,369 21,106 161,465 283,621 347,227 327,096 -93,041 -72,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 8.6 14.1 67.7 63.1 88.7 85.8 11.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
54 67 101 140 158 255 276
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 640,097
COMMITMENTS
68,575 50,523 2,847 423,867 443,274 495,289 496,644 144,808 143,453
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 7,568)
-1,903 -4,954 1,084 6,202 8,481 5,383 4,611 2,185 2,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 7.9 0.4 66.2 69.3 77.4 77.6 22.6 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
50 28 18 79 56 140 92
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,547,766
COMMITMENTS
232,641 424,305 22,398 880,108 965,288 1135147 1411991 412,619 135,775
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 44,551)
2,128 24,046 -3,076 23,185 13,532 22,237 34,502 22,314 10,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 27.4 1.4 56.9 62.4 73.3 91.2 26.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
53 78 20 78 68 144 153
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,736
COMMITMENTS
355 0 0 4,999 8,210 5,354 8,210 4,382 1,526
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 7)
-345 0 0 5 37 -340 37 347 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 0.0 0.0 51.3 84.3 55.0 84.3 45.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 9 12 10 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 71,220
COMMITMENTS
5,762 30,091 27 59,621 32,015 65,410 62,133 5,810 9,087
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 469)
-139 847 0 485 -1,932 346 -1,085 123 1,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 42.3 0.0 83.7 45.0 91.8 87.2 8.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 13 1 28 22 38 35
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,124
COMMITMENTS
8,202 13,804 256 41,736 31,608 50,194 45,668 8,930 13,456
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 181)
870 672 214 -348 -2,209 736 -1,323 -555 1,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 23.3 0.4 70.6 53.5 84.9 77.2 15.1 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
19 15 2 27 26 47 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 413,528
COMMITMENTS
60,442 142,921 3,591 294,673 242,050 358,706 388,562 54,822 24,966
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -22,796)
-17,246 -25,214 -1,723 -18,261 1,141 -37,230 -25,796 14,434 3,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 34.6 0.9 71.3 58.5 86.7 94.0 13.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
59 75 17 52 48 120 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,131
COMMITMENTS
31,584 1,509 0 6,071 53,113 37,655 54,622 24,476 7,509
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -10,762)
-11,167 -2,150 0 1,387 -8,974 -9,780 -11,124 -982 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.8 2.4 0.0 9.8 85.5 60.6 87.9 39.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
24 3 0 9 15 33 18
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 44,221
COMMITMENTS
400 6,699 9 40,009 29,008 40,418 35,716 3,803 8,505
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 326)
0 201 0 628 408 628 609 -302 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 15.1 0.0 90.5 65.6 91.4 80.8 8.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 13 2 29 25 32 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 470,220
COMMITMENTS
41,713 112,458 1,846 399,346 337,287 442,905 451,591 27,315 18,629
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 2,408)
-3,662 1,220 -18 9,490 -208 5,810 994 -3,402 1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 23.9 0.4 84.9 71.7 94.2 96.0 5.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
16 72 9 43 65 66 139
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,220
COMMITMENTS
12,391 14,687 19 18,103 22,421 30,513 37,127 13,707 7,093
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 942)
507 1,421 19 748 -216 1,274 1,224 -332 -282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 33.2 0.0 40.9 50.7 69.0 84.0 31.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
24 17 1 14 17 38 35
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 40,092
COMMITMENTS
3,760 5,441 328 28,458 20,398 32,546 26,167 7,546 13,925
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -3,187)
-2,916 781 306 -848 1,112 -3,458 2,199 271 -5,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 13.6 0.8 71.0 50.9 81.2 65.3 18.8 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
11 11 2 20 15 31 28
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,696
COMMITMENTS
3,632 875 0 15,458 18,483 19,090 19,358 606 338
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: -754)
-332 425 -93 -164 -1,198 -589 -866 -165 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 4.4 0.0 78.5 93.8 96.9 98.3 3.1 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 2 0 11 5 18 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 08/22/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 44,798
COMMITMENTS
4,020 4,639 338 28,115 34,290 32,473 39,267 12,325 5,531
CHANGES FROM 08/15/06 (CHANGE IN OPEN INTEREST: 829)
250 400 10 2,038 336 2,298 746 -1,469 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 10.4 0.8 62.8 76.5 72.5 87.7 27.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 10 2 32 37 40 48
Updated August 18, 2006