BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,763
COMMITMENTS
45 0 98 2,704 3,097 2,847 3,195 916 568
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -675)
29 0 -2 -511 -495 -484 -497 -191 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 2.6 71.9 82.3 75.7 84.9 24.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 13 13 14 14
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,320
COMMITMENTS
2,540 3,020 581 19,656 14,624 22,777 18,225 3,543 8,095
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -4,772)
476 -1,105 -812 -4,561 -2,315 -4,897 -4,232 125 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 11.5 2.2 74.7 55.6 86.5 69.2 13.5 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 14 7 23 15 33 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 184,821
COMMITMENTS
42,299 21,093 41,532 77,993 82,569 161,824 145,194 22,997 39,627
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 9,547)
2,686 1,579 1,608 2,114 4,728 6,408 7,915 3,139 1,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 11.4 22.5 42.2 44.7 87.6 78.6 12.4 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
82 52 79 30 46 175 141
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 209,993
COMMITMENTS
60,222 30,599 34,858 92,624 92,169 187,704 157,626 22,289 52,367
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 6,947)
5,210 5,743 -634 1,126 2,286 5,702 7,395 1,245 -448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 14.6 16.6 44.1 43.9 89.4 75.1 10.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
86 48 60 55 132 185 213
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,822
COMMITMENTS
2,631 2,267 684 898 800 4,213 3,751 1,609 2,071
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -290)
-66 30 11 64 -31 9 10 -299 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 38.9 11.7 15.4 13.7 72.4 64.4 27.6 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
17 20 9 9 10 32 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,760
COMMITMENTS
10,268 3,620 4,778 8,366 8,877 23,412 17,275 6,348 12,485
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -2,547)
-2,103 108 -653 -323 -574 -3,079 -1,119 532 -1,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 12.2 16.1 28.1 29.8 78.7 58.0 21.3 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
42 19 25 32 53 89 90
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 111,705
COMMITMENTS
49,440 21,974 2,812 25,144 68,572 77,396 93,358 34,309 18,347
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 5,563)
3,463 6,602 446 1,649 -618 5,558 6,430 5 -867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 19.7 2.5 22.5 61.4 69.3 83.6 30.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
33 19 8 19 22 58 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 70,053
COMMITMENTS
11,221 30,367 0 46,601 25,569 57,822 55,936 12,231 14,117
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 1,266)
-1,397 5,114 -464 2,345 -3,696 484 954 782 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 43.3 0.0 66.5 36.5 82.5 79.8 17.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 16 0 13 10 22 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 83,830
COMMITMENTS
33,449 5,778 649 45,127 74,542 79,225 80,969 4,605 2,861
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -489)
608 -4,258 198 -1,290 3,965 -484 -95 -5 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 6.9 0.8 53.8 88.9 94.5 96.6 5.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
47 6 3 14 17 62 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 131,836
COMMITMENTS
63,587 9,655 20 37,607 104,080 101,214 113,755 30,622 18,081
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 1,297)
-3,089 -896 -60 5,757 -275 2,608 -1,231 -1,311 2,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.2 7.3 0.0 28.5 78.9 76.8 86.3 23.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
29 10 1 21 21 51 31
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 228,792
COMMITMENTS
32,941 102,439 449 160,209 89,614 193,599 192,502 35,193 36,290
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -15,649)
-979 -19,810 250 -15,158 4,438 -15,887 -15,122 238 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 44.8 0.2 70.0 39.2 84.6 84.1 15.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
32 41 6 32 21 66 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 171,026
COMMITMENTS
86,223 11,207 2,763 25,562 129,665 114,548 143,635 56,478 27,391
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 858)
-2,200 2,421 1,109 439 76 -652 3,606 1,510 -2,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.4 6.6 1.6 14.9 75.8 67.0 84.0 33.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
55 21 17 26 33 86 66
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,852
COMMITMENTS
11,218 175 0 5,518 17,906 16,736 18,081 2,116 771
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 753)
531 4 0 143 814 674 818 79 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.5 0.9 0.0 29.3 95.0 88.8 95.9 11.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 1 0 9 12 13 13
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,587,550
COMMITMENTS
889,397 970,366 1427444 7153923 6764922 9470764 9162732 1116786 1424818
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 308,482)
196,682 5,900 28,607 23,876 223,221 249,165 257,728 59,317 50,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 9.2 13.5 67.6 63.9 89.5 86.5 10.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
63 62 102 148 165 271 282
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 647,167
COMMITMENTS
77,527 47,452 4,038 425,420 447,844 506,985 499,334 140,182 147,833
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 4,288)
2,045 -65 -538 -4,641 3,094 -3,134 2,491 7,422 1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 7.3 0.6 65.7 69.2 78.3 77.2 21.7 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
59 26 18 83 62 153 96
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,672,748
COMMITMENTS
282,833 492,001 38,976 914,620 1011490 1236429 1542467 436,319 130,281
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 90,862)
32,675 91,360 -3,377 58,941 8,834 88,239 96,817 2,623 -5,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 29.4 2.3 54.7 60.5 73.9 92.2 26.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
68 82 26 84 78 167 171
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,978
COMMITMENTS
759 0 0 4,971 7,886 5,730 7,886 4,248 2,092
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 145)
148 -217 0 -23 -181 125 -398 20 543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 0.0 0.0 49.8 79.0 57.4 79.0 42.6 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 0 0 8 11 10 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 70,414
COMMITMENTS
6,440 29,581 27 57,589 32,814 64,056 62,422 6,358 7,992
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -2,019)
-183 -861 0 -1,868 -588 -2,051 -1,449 32 -570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 42.0 0.0 81.8 46.6 91.0 88.6 9.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 10 1 30 20 40 30
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,572
COMMITMENTS
8,570 13,833 43 39,235 28,332 47,848 42,208 8,724 14,364
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -209)
362 -551 -213 -105 -374 44 -1,138 -253 929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 24.5 0.1 69.4 50.1 84.6 74.6 15.4 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 16 1 28 24 47 40
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 410,662
COMMITMENTS
72,859 153,389 4,926 271,371 222,902 349,156 381,217 61,506 29,445
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 8,693)
3,238 2,670 1,063 -3,418 -1,130 883 2,603 7,810 6,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 37.4 1.2 66.1 54.3 85.0 92.8 15.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
54 76 19 55 44 121 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 81,372
COMMITMENTS
49,725 1,779 0 4,187 71,468 53,912 73,247 27,460 8,125
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 18,024)
15,342 637 0 -640 16,178 14,702 16,815 3,322 1,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.1 2.2 0.0 5.1 87.8 66.3 90.0 33.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
30 3 0 7 18 37 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 42,511
COMMITMENTS
400 6,063 109 37,187 26,832 37,696 33,004 4,815 9,507
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 308)
0 -1,177 105 -711 -178 -606 -1,250 914 1,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 14.3 0.3 87.5 63.1 88.7 77.6 11.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 12 1 26 26 28 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 459,590
COMMITMENTS
49,718 116,856 2,207 364,812 309,424 416,737 428,487 42,853 31,103
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: -3,231)
4,427 -1,173 997 -6,634 4,208 -1,210 4,032 -2,021 -7,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 25.4 0.5 79.4 67.3 90.7 93.2 9.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
25 78 9 48 69 79 150
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 61,361
COMMITMENTS
11,913 13,559 9,921 23,161 27,853 44,995 51,333 16,366 10,028
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 15,765)
1,265 -963 9,166 3,202 4,354 13,633 12,557 2,132 3,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 22.1 16.2 37.7 45.4 73.3 83.7 26.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
29 14 12 18 21 51 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 48,496
COMMITMENTS
3,342 5,534 3,208 28,175 22,353 34,725 31,095 13,771 17,401
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 8,470)
-145 849 2,762 -1,146 269 1,471 3,880 6,999 4,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 11.4 6.6 58.1 46.1 71.6 64.1 28.4 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
11 15 8 22 18 40 35
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,665
COMMITMENTS
3,735 1,403 93 15,398 17,831 19,226 19,327 439 338
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 44)
29 298 0 -28 -203 1 95 43 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 7.1 0.5 78.3 90.7 97.8 98.3 2.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 3 1 9 4 16 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/05/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 55,786
COMMITMENTS
3,570 4,729 838 32,927 40,313 37,335 45,880 18,451 9,906
CHANGES FROM 08/29/06 (CHANGE IN OPEN INTEREST: 11,798)
-223 372 -277 5,913 7,139 5,413 7,234 6,385 4,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 8.5 1.5 59.0 72.3 66.9 82.2 33.1 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
6 10 3 29 37 37 48
Updated September 8, 2006