BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,106
COMMITMENTS
317 0 96 2,032 2,711 2,445 2,807 661 299
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -753)
59 0 -10 -580 -525 -531 -535 -222 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 0.0 3.1 65.4 87.3 78.7 90.4 21.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 0 1 12 10 17 11
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 25,892
COMMITMENTS
3,812 1,988 313 18,346 15,136 22,471 17,437 3,421 8,455
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -3,437)
714 -902 -337 -3,350 -1,985 -2,973 -3,224 -464 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 7.7 1.2 70.9 58.5 86.8 67.3 13.2 32.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 6 10 24 17 38 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 172,741
COMMITMENTS
33,186 17,309 38,457 80,280 76,608 151,923 132,374 20,818 40,367
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 4,521)
-1,656 -1,086 2,957 2,338 1,280 3,639 3,151 882 1,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 10.0 22.3 46.5 44.3 87.9 76.6 12.1 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
69 53 82 33 49 155 156
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 221,700
COMMITMENTS
50,070 29,934 47,814 100,212 95,046 198,096 172,794 23,604 48,906
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 3,830)
-59 1,426 2,130 1,657 1,126 3,728 4,682 102 -852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 13.5 21.6 45.2 42.9 89.4 77.9 10.6 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
72 55 82 80 136 200 240
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,490
COMMITMENTS
2,818 2,934 489 1,344 1,075 4,651 4,498 1,839 1,992
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 70)
-102 60 -196 123 194 -175 58 245 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 45.2 7.5 20.7 16.6 71.7 69.3 28.3 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
20 26 14 21 18 47 55
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,841
COMMITMENTS
6,809 6,168 3,987 8,399 5,089 19,195 15,244 5,646 9,597
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -1,224)
-1,814 508 141 325 -770 -1,348 -121 124 -1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 24.8 16.1 33.8 20.5 77.3 61.4 22.7 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
27 35 23 30 31 71 79
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 100,141
COMMITMENTS
45,535 36,256 1,344 24,368 43,043 71,247 80,643 28,894 19,498
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 6,013)
6,993 4,224 251 -684 3,048 6,560 7,523 -547 -1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.5 36.2 1.3 24.3 43.0 71.1 80.5 28.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 22 2 18 17 43 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,687
COMMITMENTS
10,759 40,886 0 51,972 11,649 62,731 52,535 9,956 20,152
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 2,710)
262 1,369 0 1,622 353 1,884 1,722 826 988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 56.2 0.0 71.5 16.0 86.3 72.3 13.7 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 22 0 10 11 19 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 61,683
COMMITMENTS
30,899 25,235 306 27,072 32,144 58,277 57,685 3,406 3,998
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 7,113)
14,672 4,741 -24 -7,640 2,105 7,008 6,822 105 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 40.9 0.5 43.9 52.1 94.5 93.5 5.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
28 18 3 17 12 47 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 104,665
COMMITMENTS
62,700 17,754 0 17,176 71,158 79,876 88,912 24,789 15,753
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -17,457)
-11,942 79 0 -31 -17,951 -11,973 -17,872 -5,484 415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.9 17.0 0.0 16.4 68.0 76.3 84.9 23.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
26 9 0 12 20 38 29
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 243,819
COMMITMENTS
47,430 151,581 456 165,283 55,727 213,169 207,764 30,650 36,055
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 22,579)
4,912 21,705 7 14,700 392 19,619 22,104 2,960 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 62.2 0.2 67.8 22.9 87.4 85.2 12.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
29 46 3 32 14 63 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 142,202
COMMITMENTS
76,049 19,832 1,349 18,656 90,524 96,054 111,705 46,148 30,497
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 5,247)
8,627 2,352 531 -905 1,379 8,253 4,262 -3,006 985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.5 13.9 0.9 13.1 63.7 67.5 78.6 32.5 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
49 25 10 25 27 78 58
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 13,426
COMMITMENTS
8,391 616 0 3,043 11,573 11,434 12,189 1,992 1,237
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -4,301)
-4,750 148 0 771 -4,709 -3,979 -4,561 -322 260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.5 4.6 0.0 22.7 86.2 85.2 90.8 14.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 3 0 8 6 16 9
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 59,653
COMMITMENTS
14,926 0 1,377 39,734 51,987 56,037 53,364 3,616 6,289
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 0.0 2.3 66.6 87.1 93.9 89.5 6.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 0 1 13 9 17 10
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,814,814
COMMITMENTS
1074970 617,961 1170987 6477215 6695918 8723172 8484866 1091642 1329948
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 383,829)
97,810 -30,755 107,972 127,636 240,585 333,418 317,802 50,411 66,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 6.3 11.9 66.0 68.2 88.9 86.4 11.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
64 52 93 135 150 247 261
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 597,103
COMMITMENTS
68,567 33,816 2,061 399,070 431,812 469,698 467,689 127,405 129,414
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -722)
1,871 422 32 -1,865 1,200 38 1,654 -760 -2,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 5.7 0.3 66.8 72.3 78.7 78.3 21.3 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
47 34 11 75 57 130 94
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,453,775
COMMITMENTS
306,657 330,398 22,509 723,022 969,998 1052188 1322905 401,587 130,870
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 25,576)
29,979 -13,386 4,974 -6,221 49,622 28,732 41,210 -3,156 -15,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 22.7 1.5 49.7 66.7 72.4 91.0 27.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
63 69 27 71 74 151 153
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 65,074
COMMITMENTS
5,591 31,675 27 55,342 29,877 60,960 61,579 4,114 3,495
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -1,071)
-394 -1,512 0 -154 2,316 -548 804 -523 -1,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 48.7 0.0 85.0 45.9 93.7 94.6 6.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 10 1 28 24 38 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,064
COMMITMENTS
6,424 13,128 0 29,508 27,491 35,932 40,619 11,132 6,445
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -247)
-1,184 628 0 909 197 -275 825 28 -1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 27.9 0.0 62.7 58.4 76.3 86.3 23.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
16 15 0 21 26 37 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 430,732
COMMITMENTS
83,431 165,576 7,975 316,345 219,817 407,751 393,368 22,981 37,364
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 316)
10,449 11,293 -6,188 -441 -2,794 3,820 2,311 -3,504 -1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 38.4 1.9 73.4 51.0 94.7 91.3 5.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
63 63 13 52 45 120 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 56,292
COMMITMENTS
31,493 9,912 0 7,190 37,403 38,683 47,315 17,609 8,977
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -1,045)
-2,949 5,559 0 3,658 -6,987 709 -1,428 -1,754 383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.9 17.6 0.0 12.8 66.4 68.7 84.1 31.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 9 0 9 15 26 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,177
COMMITMENTS
800 4,691 0 30,832 19,419 31,632 24,110 3,545 11,067
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 1,768)
0 -234 0 1,873 2,692 1,873 2,458 -105 -690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 13.3 0.0 87.6 55.2 89.9 68.5 10.1 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 11 0 25 24 27 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 423,611
COMMITMENTS
34,884 141,007 975 341,690 265,835 377,549 407,817 46,062 15,794
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 3,313)
-2,388 8,285 78 5,123 -5,385 2,813 2,978 500 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 33.3 0.2 80.7 62.8 89.1 96.3 10.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
20 76 5 43 62 66 140
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,146
COMMITMENTS
8,882 16,075 0 21,624 19,834 30,506 35,909 11,640 6,237
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -409)
795 276 0 300 -894 1,095 -618 -1,504 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 38.1 0.0 51.3 47.1 72.4 85.2 27.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
17 22 0 16 19 33 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,882
COMMITMENTS
15,239 2,973 160 12,865 9,458 28,264 12,591 6,618 22,291
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: -3,930)
-1,290 -374 61 -2,857 -398 -4,086 -711 156 -3,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 8.5 0.5 36.9 27.1 81.0 36.1 19.0 63.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 4 1 17 9 30 14
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,275
COMMITMENTS
3,491 1,758 55 15,333 16,636 18,879 18,449 396 826
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 1)
55 111 -52 153 -300 156 -241 -155 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 9.1 0.3 79.5 86.3 97.9 95.7 2.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 2 8 4 15 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 52,131
COMMITMENTS
3,862 7,328 3,502 24,191 31,498 31,555 42,328 20,576 9,803
CHANGES FROM 09/26/06 (CHANGE IN OPEN INTEREST: 27)
82 900 1,642 -2,744 -3,737 -1,020 -1,195 1,047 1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 14.1 6.7 46.4 60.4 60.5 81.2 39.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 9 6 27 33 35 44
Updated October 6, 2006