BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,691
COMMITMENTS
44 0 128 2,578 3,064 2,750 3,192 941 499
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -40)
26 0 22 -119 -19 -71 3 31 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 0.0 3.5 69.8 83.0 74.5 86.5 25.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 13 10 15 12
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 28,412
COMMITMENTS
2,476 3,000 678 21,354 16,323 24,508 20,001 3,904 8,411
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,769)
-110 637 41 1,282 1,109 1,213 1,787 556 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 10.6 2.4 75.2 57.5 86.3 70.4 13.7 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 12 9 25 19 36 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 175,534
COMMITMENTS
40,665 18,629 37,322 77,876 80,164 155,863 136,115 19,671 39,419
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -3,210)
-2,500 -2,674 2,397 -884 -3,225 -987 -3,502 -2,223 292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 10.6 21.3 44.4 45.7 88.8 77.5 11.2 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
78 56 77 34 48 171 144
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 216,116
COMMITMENTS
52,026 26,267 42,872 96,877 94,229 191,775 163,368 24,341 52,748
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 5,265)
-8,475 -3,674 9,002 5,685 409 6,212 5,737 -947 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 12.2 19.8 44.8 43.6 88.7 75.6 11.3 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
73 44 74 75 133 194 228
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,858
COMMITMENTS
2,944 2,578 516 1,009 719 4,469 3,813 1,389 2,045
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 277)
106 110 122 49 31 277 263 0 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 44.0 8.8 17.2 12.3 76.3 65.1 23.7 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
17 24 13 10 11 34 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,044
COMMITMENTS
9,528 5,074 4,630 8,678 7,464 22,836 17,168 6,208 11,876
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -392)
-1,037 1,093 707 91 -1,276 -239 524 -153 -916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 17.5 15.9 29.9 25.7 78.6 59.1 21.4 40.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
42 28 28 34 44 92 90
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 138,838
COMMITMENTS
41,043 40,188 1,750 68,379 75,332 111,172 117,270 27,666 21,568
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 657)
3,304 17,231 -467 6,066 -17,236 8,903 -472 -8,246 1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 28.9 1.3 49.3 54.3 80.1 84.5 19.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
27 22 4 30 22 60 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 76,994
COMMITMENTS
10,111 54,145 0 57,429 2,482 67,540 56,627 9,454 20,367
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -21,018)
-1,902 8,891 -70 -17,332 -29,375 -19,304 -20,554 -1,714 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 70.3 0.0 74.6 3.2 87.7 73.5 12.3 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 27 0 11 4 18 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 52,703
COMMITMENTS
21,065 18,603 759 27,997 30,071 49,821 49,433 2,882 3,270
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -28,615)
-51 5,561 -1,220 -27,419 -32,510 -28,690 -28,169 75 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 35.3 1.4 53.1 57.1 94.5 93.8 5.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
31 12 3 18 10 51 24
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 104,255
COMMITMENTS
60,218 17,265 92 18,723 72,331 79,033 89,688 25,222 14,567
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -23,378)
9,959 4,587 -5,333 -25,263 -16,139 -20,637 -16,885 -2,741 -6,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.8 16.6 0.1 18.0 69.4 75.8 86.0 24.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
25 10 1 12 19 37 30
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 225,098
COMMITMENTS
34,955 125,759 342 160,209 62,383 195,506 188,484 29,592 36,614
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -50,487)
13 -8,635 -568 -45,412 -24,207 -45,967 -33,410 -4,520 -17,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 55.9 0.2 71.2 27.7 86.9 83.7 13.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
27 41 3 25 19 54 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 131,398
COMMITMENTS
69,197 18,083 1,221 15,429 79,941 85,847 99,245 45,551 32,153
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -37,085)
-10,429 5,174 -819 -18,644 -38,736 -29,892 -34,381 -7,193 -2,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.7 13.8 0.9 11.7 60.8 65.3 75.5 34.7 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
43 20 9 24 27 69 54
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 17,608
COMMITMENTS
13,350 468 0 2,568 16,218 15,918 16,686 1,690 922
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -1,712)
3,600 229 -26 -5,297 -1,819 -1,723 -1,616 11 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.8 2.7 0.0 14.6 92.1 90.4 94.8 9.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 2 0 7 9 14 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,146,955
COMMITMENTS
642,629 749,758 1023908 6378716 5996049 8045253 7769715 1101702 1377240
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -1,365,690)
-253,219 21,779 -427,415 -599,399 -885,128 -1280033 -1290764 -85,657 -74,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 8.2 11.2 69.7 65.6 88.0 84.9 12.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
55 64 88 138 149 240 267
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 590,242
COMMITMENTS
65,151 31,481 2,307 399,551 426,196 467,009 459,984 123,233 130,258
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -115,256)
-6,586 -15,080 -5,325 -78,587 -73,668 -90,498 -94,073 -24,758 -21,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 5.3 0.4 67.7 72.2 79.1 77.9 20.9 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
43 27 10 74 57 122 89
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,303,906
COMMITMENTS
206,163 279,636 17,172 696,883 860,545 920,218 1157353 383,688 146,553
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -694,312)
-56,128 -189,276 -37,582 -528,442 -441,448 -622,152 -668,306 -72,160 -26,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 21.4 1.3 53.4 66.0 70.6 88.8 29.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
49 68 20 69 67 127 146
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,999
COMMITMENTS
5,414 31,957 27 53,745 26,769 59,186 58,753 4,813 5,246
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -23,336)
-1,612 2,768 0 -15,802 -16,211 -17,414 -13,443 -5,922 -9,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 49.9 0.0 84.0 41.8 92.5 91.8 7.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 11 1 25 20 33 31
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,529
COMMITMENTS
8,257 12,939 0 26,816 27,374 35,073 40,313 13,456 8,216
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -18,462)
797 57 -1,981 -17,308 -8,476 -18,492 -10,400 30 -8,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 26.7 0.0 55.3 56.4 72.3 83.1 27.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
20 15 0 22 26 42 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 383,393
COMMITMENTS
59,696 117,068 9,744 288,988 197,122 358,428 323,934 24,965 59,459
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -170,813)
-21,618 -48,752 -12,782 -94,569 -121,475 -128,969 -183,009 -41,844 12,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 30.5 2.5 75.4 51.4 93.5 84.5 6.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
44 69 8 49 43 101 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,952
COMMITMENTS
39,055 5,423 0 2,905 48,997 41,960 54,420 19,992 7,532
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -7,418)
13,316 4,218 -1,958 -16,390 -6,189 -5,032 -3,929 -2,386 -3,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.0 8.8 0.0 4.7 79.1 67.7 87.8 32.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
21 5 0 7 17 28 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,798
COMMITMENTS
800 5,684 0 27,116 14,903 27,916 20,587 3,882 11,211
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -21,588)
300 -210 -2,645 -16,058 -18,556 -18,403 -21,411 -3,185 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 17.9 0.0 85.3 46.9 87.8 64.7 12.2 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 11 0 22 22 24 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 402,599
COMMITMENTS
32,583 113,360 697 328,315 270,652 361,595 384,709 41,004 17,890
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -117,582)
-16,509 -5,126 -6,371 -85,977 -81,197 -108,857 -92,694 -8,725 -24,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 28.2 0.2 81.5 67.2 89.8 95.6 10.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
13 79 4 41 57 56 138
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,121
COMMITMENTS
7,692 16,179 0 19,135 17,757 26,827 33,936 12,294 5,185
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,478)
402 -281 0 1,694 2,694 2,096 2,413 -618 -935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 41.4 0.0 48.9 45.4 68.6 86.7 31.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
16 19 0 11 23 27 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,055
COMMITMENTS
16,232 2,395 0 12,539 8,702 28,771 11,097 7,284 24,958
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,326)
-654 117 -5 698 1,294 39 1,406 1,287 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 6.6 0.0 34.8 24.1 79.8 30.8 20.2 69.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 4 0 16 8 30 12
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 18,950
COMMITMENTS
3,374 1,773 93 14,995 16,306 18,462 18,172 488 778
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -1,417)
-260 -78 -24 -311 -1,027 -595 -1,129 -822 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 9.4 0.5 79.1 86.0 97.4 95.9 2.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 1 8 4 14 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 49,427
COMMITMENTS
5,026 4,775 2,057 26,294 30,119 33,377 36,951 16,050 12,476
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -9,374)
906 -823 147 -6,011 -9,942 -4,958 -10,618 -4,416 1,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 9.7 4.2 53.2 60.9 67.5 74.8 32.5 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 9 5 27 33 37 43
Updated September 22, 2006