BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,926
COMMITMENTS
278 0 97 1,918 2,469 2,293 2,566 633 360
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -180)
-39 0 1 -114 -242 -152 -241 -28 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 0.0 3.3 65.6 84.4 78.4 87.7 21.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 0 1 11 9 15 10
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,294
COMMITMENTS
3,673 2,021 493 18,938 15,358 23,104 17,872 3,190 8,422
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 402)
-139 33 180 592 222 633 435 -231 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 7.7 1.9 72.0 58.4 87.9 68.0 12.1 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 8 11 24 16 38 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 173,752
COMMITMENTS
33,459 20,495 39,231 81,335 73,984 154,025 133,710 19,727 40,042
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 1,011)
273 3,186 774 1,055 -2,624 2,102 1,336 -1,091 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 11.8 22.6 46.8 42.6 88.6 77.0 11.4 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
60 75 86 35 48 161 162
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 209,091
COMMITMENTS
49,948 27,225 39,658 98,262 93,606 187,868 160,489 21,223 48,602
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -12,609)
-122 -2,709 -8,156 -1,950 -1,440 -10,228 -12,305 -2,381 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 13.0 19.0 47.0 44.8 89.8 76.8 10.2 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
64 58 74 65 133 176 237
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,210
COMMITMENTS
2,612 2,741 407 1,315 1,061 4,334 4,209 1,876 2,001
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -280)
-206 -193 -82 -29 -14 -317 -289 37 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.1 44.1 6.6 21.2 17.1 69.8 67.8 30.2 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 25 14 21 20 46 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,665
COMMITMENTS
7,313 6,812 2,595 8,484 4,859 18,392 14,266 5,273 9,399
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -1,176)
504 644 -1,392 85 -230 -803 -978 -373 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 28.8 11.0 35.9 20.5 77.7 60.3 22.3 39.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
26 36 19 25 29 65 73
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 91,193
COMMITMENTS
34,272 32,413 1,350 26,819 37,285 62,441 71,048 28,752 20,145
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -8,948)
-11,263 -3,843 6 2,451 -5,758 -8,806 -9,595 -142 647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 35.5 1.5 29.4 40.9 68.5 77.9 31.5 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 24 2 20 16 40 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 95,979
COMMITMENTS
8,870 69,290 0 77,960 4,329 86,830 73,619 9,149 22,360
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 23,292)
-1,889 28,404 0 25,988 -7,320 24,099 21,084 -807 2,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 72.2 0.0 81.2 4.5 90.5 76.7 9.5 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 33 0 13 9 21 42
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 70,319
COMMITMENTS
31,309 21,537 288 32,857 41,662 64,454 63,487 5,865 6,832
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 8,636)
410 -3,698 -18 5,785 9,518 6,177 5,802 2,459 2,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 30.6 0.4 46.7 59.2 91.7 90.3 8.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
26 20 2 17 11 45 32
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 101,848
COMMITMENTS
44,433 24,598 308 29,949 59,055 74,690 83,961 27,158 17,887
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -2,817)
-18,267 6,844 308 12,773 -12,103 -5,186 -4,951 2,369 2,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 24.2 0.3 29.4 58.0 73.3 82.4 26.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
22 14 2 15 16 37 32
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 267,803
COMMITMENTS
50,595 174,193 424 182,858 53,712 233,877 228,329 33,926 39,474
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 23,984)
3,165 22,612 -32 17,575 -2,015 20,708 20,565 3,276 3,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 65.0 0.2 68.3 20.1 87.3 85.3 12.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
31 50 3 31 18 64 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 150,795
COMMITMENTS
69,105 32,577 2,814 27,412 77,236 99,331 112,627 51,464 38,168
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 8,593)
-6,944 12,745 1,465 8,756 -13,288 3,277 922 5,316 7,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.8 21.6 1.9 18.2 51.2 65.9 74.7 34.1 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
43 30 13 26 31 74 69
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 15,750
COMMITMENTS
11,656 1,547 0 2,392 13,392 14,048 14,939 1,702 811
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 2,324)
3,265 931 0 -651 1,819 2,614 2,750 -290 -426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 9.8 0.0 15.2 85.0 89.2 94.9 10.8 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 7 0 8 8 17 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 58,564
COMMITMENTS
12,354 863 2,312 39,912 49,659 54,578 52,834 3,986 5,730
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -1,089)
-2,572 863 935 178 -2,328 -1,459 -530 370 -559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 1.5 3.9 68.2 84.8 93.2 90.2 6.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 3 14 11 20 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,698,637
COMMITMENTS
865,774 565,013 1152253 6621964 6656811 8639991 8374077 1058646 1324560
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -116,177)
-209,196 -52,948 -18,734 144,749 -39,107 -83,181 -110,789 -32,996 -5,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 5.8 11.9 68.3 68.6 89.1 86.3 10.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
67 52 92 136 152 247 263
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 606,717
COMMITMENTS
69,475 31,650 2,643 403,371 435,150 475,489 469,443 131,228 137,274
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 9,614)
908 -2,166 582 4,301 3,338 5,791 1,754 3,823 7,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 5.2 0.4 66.5 71.7 78.4 77.4 21.6 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
49 33 14 76 57 133 96
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,499,138
COMMITMENTS
297,772 341,739 24,428 736,865 992,695 1059065 1358862 440,073 140,276
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 45,363)
-8,885 11,341 1,919 13,843 22,697 6,877 35,957 38,486 9,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 22.8 1.6 49.2 66.2 70.6 90.6 29.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
65 72 27 69 76 150 159
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 64,456
COMMITMENTS
6,049 28,943 59 50,589 31,966 56,697 60,968 7,759 3,488
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -618)
458 -2,732 32 -4,753 2,089 -4,263 -611 3,645 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 44.9 0.1 78.5 49.6 88.0 94.6 12.0 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 7 2 28 27 39 35
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,172
COMMITMENTS
11,939 12,952 0 33,618 29,101 45,557 42,053 7,615 11,119
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 6,108)
5,515 -176 0 4,110 1,610 9,625 1,434 -3,517 4,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 24.4 0.0 63.2 54.7 85.7 79.1 14.3 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
20 12 0 24 25 44 37
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 463,295
COMMITMENTS
101,592 179,205 10,929 304,616 249,402 417,137 439,536 46,158 23,759
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 32,563)
18,161 13,629 2,954 -11,729 29,585 9,386 46,168 23,177 -13,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 38.7 2.4 65.7 53.8 90.0 94.9 10.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
66 58 15 53 45 125 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,437
COMMITMENTS
43,831 8,581 16 3,157 47,002 47,004 55,599 18,433 9,838
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 9,145)
12,338 -1,331 16 -4,033 9,599 8,321 8,284 824 861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.0 13.1 0.0 4.8 71.8 71.8 85.0 28.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
20 8 1 6 17 26 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,235
COMMITMENTS
800 4,355 0 29,714 20,666 30,514 25,021 3,721 9,214
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -942)
0 -336 0 -1,118 1,247 -1,118 911 176 -1,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 12.7 0.0 86.8 60.4 89.1 73.1 10.9 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
2 10 0 23 25 25 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 427,091
COMMITMENTS
43,092 143,645 1,964 344,124 264,689 389,180 410,298 37,911 16,793
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 3,480)
8,208 2,638 989 2,434 -1,146 11,631 2,481 -8,151 999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 33.6 0.5 80.6 62.0 91.1 96.1 8.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
25 79 8 42 59 73 140
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,003
COMMITMENTS
9,832 15,472 0 21,963 20,991 31,795 36,463 11,208 6,540
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 857)
950 -603 0 339 1,157 1,289 554 -432 303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 36.0 0.0 51.1 48.8 73.9 84.8 26.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
20 20 0 16 20 36 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,858
COMMITMENTS
15,907 3,389 0 14,960 11,503 30,867 14,892 6,991 22,966
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: 2,976)
668 416 -160 2,095 2,045 2,603 2,301 373 675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 9.0 0.0 39.5 30.4 81.5 39.3 18.5 60.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 5 0 21 13 35 18
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/10/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 49,295
COMMITMENTS
4,662 7,425 3,677 24,935 31,376 33,274 42,478 16,021 6,817
CHANGES FROM 10/03/06 (CHANGE IN OPEN INTEREST: -2,836)
800 97 175 744 -122 1,719 150 -4,555 -2,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 15.1 7.5 50.6 63.6 67.5 86.2 32.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
5 9 7 27 32 36 44
Updated October 13, 2006