BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,438
COMMITMENTS
16 0 100 3,215 3,592 3,331 3,692 1,107 746
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -6)
1 0 -3 841 81 839 78 -845 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.4 0.0 2.3 72.4 80.9 75.1 83.2 24.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 14 13 15 14
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,092
COMMITMENTS
2,064 4,125 1,393 24,217 16,939 27,674 22,457 3,418 8,635
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 607)
272 219 136 374 344 782 699 -175 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 13.3 4.5 77.9 54.5 89.0 72.2 11.0 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 20 14 26 18 43 44
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 175,274
COMMITMENTS
39,613 19,514 39,924 75,879 77,841 155,416 137,279 19,858 37,995
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 5,974)
2,958 226 3,232 -542 -63 5,648 3,395 326 2,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 11.1 22.8 43.3 44.4 88.7 78.3 11.3 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
71 56 70 30 46 160 132
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 203,046
COMMITMENTS
55,012 24,856 35,492 91,498 89,883 182,002 150,231 21,044 52,815
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 23)
2,664 1,730 -787 -1,260 -2,874 617 -1,931 -594 1,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 12.2 17.5 45.1 44.3 89.6 74.0 10.4 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
81 46 62 57 132 183 215
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,112
COMMITMENTS
2,697 2,237 673 834 831 4,204 3,741 1,908 2,371
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -64)
-250 -393 155 -162 -23 -257 -261 193 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 36.6 11.0 13.6 13.6 68.8 61.2 31.2 38.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 20 10 7 10 30 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,307
COMMITMENTS
12,371 3,512 5,431 8,689 9,451 26,491 18,394 5,816 13,913
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -90)
-706 -406 1,004 334 -214 632 384 -722 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 10.9 16.8 26.9 29.3 82.0 56.9 18.0 43.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
51 23 31 38 63 108 106
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 106,142
COMMITMENTS
45,977 15,372 2,366 23,495 69,190 71,838 86,928 34,304 19,214
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 19,475)
18,172 3,060 663 855 15,594 19,690 19,317 -215 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.3 14.5 2.2 22.1 65.2 67.7 81.9 32.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
25 19 6 18 19 47 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 68,787
COMMITMENTS
12,618 25,253 464 44,256 29,265 57,338 54,982 11,449 13,805
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 303)
-4,229 -2,059 -42 6,075 1,721 1,804 -380 -1,501 683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 36.7 0.7 64.3 42.5 83.4 79.9 16.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 16 1 11 12 23 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 84,319
COMMITMENTS
32,841 10,036 451 46,417 70,577 79,709 81,064 4,610 3,255
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,522)
1,073 3,109 429 -110 -3,225 1,392 313 130 1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 11.9 0.5 55.0 83.7 94.5 96.1 5.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
48 9 1 17 19 65 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 130,539
COMMITMENTS
66,676 10,551 80 31,850 104,355 98,606 114,986 31,933 15,553
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 2,596)
90 781 27 1,363 1,707 1,480 2,515 1,116 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.1 8.1 0.1 24.4 79.9 75.5 88.1 24.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
32 10 1 16 20 49 30
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 244,441
COMMITMENTS
33,920 122,249 199 175,367 85,176 209,486 207,624 34,955 36,817
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 17,246)
3,067 16,319 102 11,665 -2,009 14,834 14,412 2,412 2,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 50.0 0.1 71.7 34.8 85.7 84.9 14.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
31 43 3 34 20 66 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 170,168
COMMITMENTS
88,423 8,786 1,654 25,123 129,589 115,200 140,029 54,968 30,139
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -5,775)
-1,571 262 855 -2,099 -9,489 -2,815 -8,372 -2,960 2,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.0 5.2 1.0 14.8 76.2 67.7 82.3 32.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
59 18 12 22 32 83 60
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,099
COMMITMENTS
10,687 171 0 5,375 17,092 16,062 17,263 2,037 836
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -1,787)
-1,100 -125 0 -647 -1,588 -1,747 -1,713 -40 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.0 0.9 0.0 29.7 94.4 88.7 95.4 11.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 0 8 11 12 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,279,068
COMMITMENTS
692,715 964,466 1398837 7130047 6541701 9221599 8905004 1057469 1374064
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -24,787)
-26,141 75,688 -51,553 157,683 41,039 79,989 65,174 -104,776 -89,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 9.4 13.6 69.4 63.6 89.7 86.6 10.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
57 66 101 146 165 264 283
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 642,879
COMMITMENTS
75,482 47,517 4,576 430,061 444,750 510,119 496,843 132,760 146,036
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 2,782)
6,907 -3,006 1,729 6,194 1,476 14,830 199 -12,048 2,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 7.4 0.7 66.9 69.2 79.3 77.3 20.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
56 26 18 82 55 150 88
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,581,886
COMMITMENTS
250,158 400,641 42,353 855,679 1002656 1148190 1445650 433,696 136,236
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 34,120)
17,517 -23,664 19,955 -24,429 37,368 13,043 33,659 21,077 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 25.3 2.7 54.1 63.4 72.6 91.4 27.4 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
61 74 23 81 69 155 153
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,833
COMMITMENTS
611 217 0 4,994 8,067 5,605 8,284 4,228 1,549
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 97)
256 217 0 -5 -143 251 74 -154 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 2.2 0.0 50.8 82.0 57.0 84.2 43.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 9 11 11 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 72,433
COMMITMENTS
6,623 30,442 27 59,457 33,402 66,107 63,871 6,326 8,562
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,213)
861 351 0 -164 1,387 697 1,738 516 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 42.0 0.0 82.1 46.1 91.3 88.2 8.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 13 1 29 21 40 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,781
COMMITMENTS
8,208 14,384 256 39,340 28,706 47,804 43,346 8,977 13,435
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -2,343)
6 580 0 -2,396 -2,902 -2,390 -2,322 47 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 25.3 0.5 69.3 50.6 84.2 76.3 15.8 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
20 15 2 28 25 49 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 401,969
COMMITMENTS
69,621 150,719 3,863 274,789 224,032 348,273 378,614 53,696 23,355
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -11,559)
9,179 7,798 272 -19,884 -18,018 -10,433 -9,948 -1,126 -1,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 37.5 1.0 68.4 55.7 86.6 94.2 13.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
67 71 16 54 44 127 125
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 63,348
COMMITMENTS
34,383 1,142 0 4,827 55,290 39,210 56,432 24,138 6,916
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,217)
2,799 -367 0 -1,244 2,177 1,555 1,810 -338 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.3 1.8 0.0 7.6 87.3 61.9 89.1 38.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
27 2 0 8 17 35 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 42,203
COMMITMENTS
400 7,240 4 37,898 27,010 38,302 34,254 3,901 7,949
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -2,018)
0 541 -5 -2,111 -1,998 -2,116 -1,462 98 -556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 17.2 0.0 89.8 64.0 90.8 81.2 9.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 14 1 28 25 30 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 462,821
COMMITMENTS
45,291 118,029 1,210 371,446 305,216 417,947 424,455 44,874 38,366
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -7,399)
3,578 5,571 -636 -27,900 -32,071 -24,958 -27,136 17,559 19,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 25.5 0.3 80.3 65.9 90.3 91.7 9.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
20 77 8 43 68 67 149
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,596
COMMITMENTS
10,648 14,522 755 19,959 23,499 31,362 38,776 14,234 6,820
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,376)
-1,743 -165 736 1,856 1,078 849 1,649 527 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 31.8 1.7 43.8 51.5 68.8 85.0 31.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
22 17 4 15 18 38 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 40,026
COMMITMENTS
3,487 4,685 446 29,321 22,084 33,254 27,215 6,772 12,811
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -66)
-273 -756 118 863 1,686 708 1,048 -774 -1,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 11.7 1.1 73.3 55.2 83.1 68.0 16.9 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
11 8 3 21 17 33 27
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,621
COMMITMENTS
3,706 1,105 93 15,426 18,034 19,225 19,232 396 389
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -75)
74 230 93 -32 -449 135 -126 -210 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 5.6 0.5 78.6 91.9 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 3 1 11 5 18 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 43,988
COMMITMENTS
3,793 4,357 1,115 27,014 33,174 31,922 38,646 12,066 5,342
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -810)
-227 -282 777 -1,101 -1,116 -551 -621 -259 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 9.9 2.5 61.4 75.4 72.6 87.9 27.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 10 4 30 36 39 49
Updated September 1, 2006