BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 2,923
COMMITMENTS
207 0 116 2,032 2,560 2,355 2,676 568 247
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -3)
-71 0 19 114 91 62 110 -65 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 0.0 4.0 69.5 87.6 80.6 91.5 19.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 0 1 13 11 16 12
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 27,417
COMMITMENTS
3,865 2,072 520 19,394 15,625 23,779 18,217 3,638 9,200
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,123)
192 51 27 456 267 675 345 448 778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 7.6 1.9 70.7 57.0 86.7 66.4 13.3 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 8 10 25 15 39 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 172,293
COMMITMENTS
32,217 19,531 41,667 79,815 74,052 153,699 135,250 18,594 37,043
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -1,459)
-1,242 -964 2,436 -1,520 68 -326 1,540 -1,133 -2,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 11.3 24.2 46.3 43.0 89.2 78.5 10.8 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
58 72 79 34 46 156 153
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 200,539
COMMITMENTS
46,237 26,439 36,215 93,730 88,388 176,182 151,042 24,357 49,497
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -8,552)
-3,711 -786 -3,443 -4,532 -5,218 -11,686 -9,447 3,134 895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 13.2 18.1 46.7 44.1 87.9 75.3 12.1 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
62 59 65 62 130 160 231
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,444
COMMITMENTS
2,777 2,533 597 1,299 1,121 4,673 4,251 1,771 2,193
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 234)
165 -208 190 -16 60 339 42 -105 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 39.3 9.3 20.2 17.4 72.5 66.0 27.5 34.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
19 24 12 22 19 46 50
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 23,282
COMMITMENTS
6,359 6,180 3,845 8,067 3,381 18,271 13,406 5,011 9,876
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -383)
-954 -632 1,250 -417 -1,478 -121 -860 -262 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 26.5 16.5 34.6 14.5 78.5 57.6 21.5 42.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
27 38 25 30 23 74 75
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 110,173
COMMITMENTS
26,833 51,331 1,393 53,383 32,888 81,609 85,612 28,564 24,561
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 18,980)
-7,439 18,918 43 26,564 -4,397 19,168 14,564 -188 4,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 46.6 1.3 48.5 29.9 74.1 77.7 25.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
18 30 2 24 14 44 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 105,046
COMMITMENTS
10,504 77,712 0 87,178 3,826 97,682 81,538 7,364 23,508
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 9,067)
1,634 8,422 0 9,218 -503 10,852 7,919 -1,785 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 74.0 0.0 83.0 3.6 93.0 77.6 7.0 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 34 0 13 8 22 42
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 84,107
COMMITMENTS
64,691 12,214 169 14,984 69,852 79,844 82,235 4,263 1,872
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 13,788)
33,382 -9,323 -119 -17,873 28,190 15,390 18,748 -1,602 -4,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.9 14.5 0.2 17.8 83.1 94.9 97.8 5.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
49 12 1 12 20 62 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 108,510
COMMITMENTS
56,447 23,142 0 26,843 66,137 83,290 89,279 25,220 19,231
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 6,662)
12,014 -1,456 -308 -3,106 7,082 8,600 5,318 -1,938 1,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.0 21.3 0.0 24.7 61.0 76.8 82.3 23.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
23 13 0 12 16 35 29
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 261,575
COMMITMENTS
53,173 165,751 411 173,899 58,427 227,483 224,589 34,092 36,986
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -6,228)
2,578 -8,442 -13 -8,959 4,715 -6,394 -3,740 166 -2,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 63.4 0.2 66.5 22.3 87.0 85.9 13.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
33 53 4 27 20 63 74
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 154,610
COMMITMENTS
69,850 43,258 2,545 32,824 67,746 105,219 113,549 49,391 41,061
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 3,815)
745 10,681 -269 5,412 -9,490 5,888 922 -2,073 2,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.2 28.0 1.6 21.2 43.8 68.1 73.4 31.9 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
48 38 10 25 26 79 68
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,759
COMMITMENTS
15,075 1,273 0 2,503 17,233 17,578 18,506 2,181 1,253
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 4,009)
3,419 -274 0 111 3,841 3,530 3,567 479 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.3 6.4 0.0 12.7 87.2 89.0 93.7 11.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 7 0 8 10 16 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,731,151
COMMITMENTS
833,452 655,195 1223371 6662858 6569463 8719681 8448029 1011470 1283122
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 32,514)
-32,322 90,182 71,118 40,894 -87,348 79,690 73,952 -47,176 -41,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 6.7 12.6 68.5 67.5 89.6 86.8 10.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
52 59 87 137 153 237 264
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 606,835
COMMITMENTS
67,904 34,401 3,513 408,138 437,182 479,555 475,096 127,280 131,739
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 118)
-1,571 2,751 870 4,767 2,032 4,066 5,653 -3,948 -5,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 5.7 0.6 67.3 72.0 79.0 78.3 21.0 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
52 37 14 78 59 138 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,557,473
COMMITMENTS
353,595 327,439 21,769 763,390 1071043 1138754 1420251 418,719 137,222
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 58,335)
55,823 -14,300 -2,659 26,525 78,348 79,689 61,389 -21,354 -3,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 21.0 1.4 49.0 68.8 73.1 91.2 26.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
74 61 31 77 75 165 153
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 8,361
COMMITMENTS
601 0 0 4,449 6,524 5,050 6,524 3,311 1,837
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 0.0 0.0 53.2 78.0 60.4 78.0 39.6 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 10 12 12 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 65,647
COMMITMENTS
7,026 29,628 27 49,719 32,549 56,772 62,204 8,875 3,443
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,191)
977 685 -32 -870 583 75 1,236 1,116 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 45.1 0.0 75.7 49.6 86.5 94.8 13.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
12 7 1 28 26 41 33
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 53,727
COMMITMENTS
11,078 12,567 3 34,458 28,404 45,539 40,974 8,188 12,753
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 555)
-861 -385 3 840 -697 -18 -1,079 573 1,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 23.4 0.0 64.1 52.9 84.8 76.3 15.2 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 10 1 26 28 46 39
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 486,123
COMMITMENTS
106,352 139,725 8,534 291,356 286,960 406,242 435,219 79,881 50,904
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 22,828)
4,760 -39,480 -2,395 -13,260 37,558 -10,895 -4,317 33,723 27,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 28.7 1.8 59.9 59.0 83.6 89.5 16.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
72 58 16 52 48 134 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 74,025
COMMITMENTS
49,027 9,338 0 4,191 56,534 53,218 65,872 20,807 8,153
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 8,588)
5,196 757 -16 1,034 9,532 6,214 10,273 2,374 -1,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.2 12.6 0.0 5.7 76.4 71.9 89.0 28.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
26 7 0 6 16 32 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 35,736
COMMITMENTS
1,601 3,987 0 29,399 19,384 31,000 23,371 4,736 12,365
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,501)
801 -368 0 -315 -1,282 486 -1,650 1,015 3,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 11.2 0.0 82.3 54.2 86.7 65.4 13.3 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 10 0 23 22 26 32
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 415,973
COMMITMENTS
46,109 120,842 1,805 317,116 275,002 365,030 397,649 50,943 18,324
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -11,118)
3,017 -22,803 -159 -27,008 10,313 -24,150 -12,649 13,032 1,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 29.1 0.4 76.2 66.1 87.8 95.6 12.2 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
29 72 10 44 61 80 136
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 44,653
COMMITMENTS
10,062 15,671 60 22,978 22,852 33,100 38,583 11,553 6,070
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,650)
230 199 60 1,015 1,861 1,305 2,120 345 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 35.1 0.1 51.5 51.2 74.1 86.4 25.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
20 22 1 16 21 36 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 41,230
COMMITMENTS
16,046 3,139 174 15,843 13,002 32,063 16,315 9,167 24,915
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 3,372)
139 -250 174 883 1,499 1,196 1,423 2,176 1,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 7.6 0.4 38.4 31.5 77.8 39.6 22.2 60.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
15 6 1 19 11 35 17
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,294
COMMITMENTS
4,921 1,853 0 14,731 17,258 19,652 19,111 642 1,183
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,019)
1,430 95 -55 -602 622 773 662 246 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 9.1 0.0 72.6 85.0 96.8 94.2 3.2 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 4 0 8 4 14 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/17/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 55,401
COMMITMENTS
4,477 10,222 3,577 25,544 32,305 33,598 46,104 21,803 9,297
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 6,106)
-185 2,797 -100 609 929 324 3,626 5,782 2,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 18.5 6.5 46.1 58.3 60.6 83.2 39.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 11 7 28 30 36 44
Updated October 20, 2006