BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,139
COMMITMENTS
356 3 113 2,132 2,743 2,601 2,859 538 280
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 216)
149 3 -3 100 183 246 183 -30 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 0.1 3.6 67.9 87.4 82.9 91.1 17.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 1 1 14 12 17 13
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,325
COMMITMENTS
4,702 1,742 458 19,745 16,807 24,905 19,007 4,420 10,318
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 1,908)
837 -330 -62 351 1,182 1,126 790 782 1,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 5.9 1.6 67.3 57.3 84.9 64.8 15.1 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 6 10 25 17 37 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 172,063
COMMITMENTS
32,798 18,942 41,553 80,174 74,336 154,525 134,831 17,538 37,232
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -230)
581 -589 -114 359 284 826 -419 -1,056 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 11.0 24.1 46.6 43.2 89.8 78.4 10.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
53 76 81 34 44 151 162
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 201,415
COMMITMENTS
47,219 27,826 41,843 92,721 84,767 181,783 154,436 19,632 46,979
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 876)
982 1,387 5,628 -1,009 -3,621 5,601 3,394 -4,725 -2,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 13.8 20.8 46.0 42.1 90.3 76.7 9.7 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
64 64 70 62 114 165 219
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,542
COMMITMENTS
2,970 2,554 530 1,246 1,255 4,746 4,339 1,796 2,203
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 98)
193 21 -67 -53 134 73 88 25 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.4 39.0 8.1 19.0 19.2 72.5 66.3 27.5 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
18 26 13 21 19 48 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,056
COMMITMENTS
7,037 7,536 3,483 8,128 3,381 18,648 14,400 5,408 9,656
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 774)
678 1,356 -362 61 0 377 994 397 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 31.3 14.5 33.8 14.1 77.5 59.9 22.5 40.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
29 39 24 29 21 73 74
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 100,203
COMMITMENTS
24,985 39,218 1,093 45,246 37,415 71,324 77,726 28,879 22,477
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -9,970)
-1,848 -12,113 -300 -8,137 4,527 -10,285 -7,886 315 -2,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 39.1 1.1 45.2 37.3 71.2 77.6 28.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 28 1 24 15 41 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 107,816
COMMITMENTS
9,331 79,554 0 89,954 3,969 99,285 83,523 8,531 24,293
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 2,770)
-1,173 1,842 0 2,776 143 1,603 1,985 1,167 785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 73.8 0.0 83.4 3.7 92.1 77.5 7.9 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 34 0 13 6 20 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 99,853
COMMITMENTS
79,052 11,969 167 16,033 85,644 95,252 97,780 4,601 2,073
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 15,746)
14,361 -245 -2 1,049 15,792 15,408 15,545 338 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.2 12.0 0.2 16.1 85.8 95.4 97.9 4.6 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
56 11 1 15 20 72 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 101,676
COMMITMENTS
56,205 19,040 568 21,300 65,613 78,073 85,221 23,603 16,455
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -6,834)
-242 -4,102 568 -5,543 -524 -5,217 -4,058 -1,617 -2,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.3 18.7 0.6 20.9 64.5 76.8 83.8 23.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
25 10 1 15 18 40 29
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 282,998
COMMITMENTS
50,401 187,691 1,038 195,865 57,498 247,304 246,227 35,694 36,771
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 21,423)
-2,772 21,940 627 21,966 -929 19,821 21,638 1,602 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 66.3 0.4 69.2 20.3 87.4 87.0 12.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
32 61 5 30 19 65 82
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 158,034
COMMITMENTS
70,934 43,783 2,884 38,127 70,020 111,945 116,687 46,089 41,347
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 3,424)
1,084 525 339 5,303 2,274 6,726 3,138 -3,302 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 27.7 1.8 24.1 44.3 70.8 73.8 29.2 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
46 34 16 28 29 82 71
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 21,403
COMMITMENTS
16,443 1,208 0 2,831 18,817 19,274 20,025 2,129 1,378
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 1,644)
1,368 -65 0 328 1,584 1,696 1,519 -52 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.8 5.6 0.0 13.2 87.9 90.1 93.6 9.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 6 0 8 11 20 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,778,629
COMMITMENTS
773,110 743,187 1235868 6740017 6404358 8748995 8383413 1029634 1395216
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 47,478)
-60,342 87,992 12,497 77,159 -165,105 29,314 -64,616 18,164 112,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 7.6 12.6 68.9 65.5 89.5 85.7 10.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
53 61 90 143 156 245 270
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 619,915
COMMITMENTS
71,880 31,462 3,682 415,053 447,774 490,615 482,918 129,300 136,997
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 13,080)
3,976 -2,939 169 6,915 10,592 11,060 7,822 2,020 5,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 5.1 0.6 67.0 72.2 79.1 77.9 20.9 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
46 35 16 79 62 133 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,610,999
COMMITMENTS
387,262 344,273 33,798 768,175 1087825 1189235 1465896 421,764 145,103
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 53,526)
33,667 16,834 12,029 4,785 16,782 50,481 45,645 3,045 7,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 21.4 2.1 47.7 67.5 73.8 91.0 26.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
75 70 31 75 78 167 162
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 8,536
COMMITMENTS
749 0 0 4,477 6,865 5,226 6,865 3,310 1,671
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 175)
148 0 0 28 341 176 341 -1 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 0.0 0.0 52.4 80.4 61.2 80.4 38.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 0 0 10 13 12 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 67,916
COMMITMENTS
7,319 31,539 27 51,135 33,071 58,481 64,637 9,435 3,279
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 2,269)
293 1,911 0 1,416 522 1,709 2,433 560 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 46.4 0.0 75.3 48.7 86.1 95.2 13.9 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
12 7 1 27 24 40 31
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,585
COMMITMENTS
10,887 8,617 3 34,526 32,195 45,416 40,815 9,169 13,770
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 858)
-191 -3,950 0 68 3,791 -123 -159 981 1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 15.8 0.0 63.3 59.0 83.2 74.8 16.8 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
19 12 1 25 30 45 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 431,235
COMMITMENTS
110,432 130,995 10,712 247,117 265,462 368,261 407,169 62,974 24,066
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -54,888)
4,080 -8,730 2,178 -44,239 -21,498 -37,981 -28,050 -16,907 -26,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 30.4 2.5 57.3 61.6 85.4 94.4 14.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
72 56 16 62 47 141 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 87,502
COMMITMENTS
61,738 5,314 0 2,506 72,762 64,244 78,076 23,258 9,426
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 13,477)
12,711 -4,024 0 -1,685 16,228 11,026 12,204 2,451 1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.6 6.1 0.0 2.9 83.2 73.4 89.2 26.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
29 3 0 4 16 33 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,918
COMMITMENTS
3,033 3,776 2 29,149 20,519 32,184 24,297 4,734 12,621
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 1,182)
1,432 -211 2 -250 1,135 1,184 926 -2 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 10.2 0.0 79.0 55.6 87.2 65.8 12.8 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 10 1 24 23 29 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 413,629
COMMITMENTS
56,457 117,256 2,220 299,845 277,985 358,522 397,461 55,107 16,168
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -2,344)
10,348 -3,586 415 -17,271 2,983 -6,508 -188 4,164 -2,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 28.3 0.5 72.5 67.2 86.7 96.1 13.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
34 63 10 45 61 84 130
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,910
COMMITMENTS
10,435 14,363 0 21,366 22,574 31,801 36,937 11,109 5,973
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -1,743)
373 -1,308 -60 -1,612 -278 -1,299 -1,646 -444 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 33.5 0.0 49.8 52.6 74.1 86.1 25.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
21 20 0 14 20 35 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 38,345
COMMITMENTS
15,830 3,421 0 15,388 14,116 31,218 17,537 7,127 20,808
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -2,885)
-216 282 -174 -455 1,114 -845 1,222 -2,040 -4,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 8.9 0.0 40.1 36.8 81.4 45.7 18.6 54.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
18 6 0 18 11 36 17
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,594
COMMITMENTS
5,681 2,629 41 14,583 17,173 20,305 19,843 289 751
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: 300)
760 776 41 -148 -85 653 732 -353 -432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 12.8 0.2 70.8 83.4 98.6 96.4 1.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 6 1 8 4 13 11
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/24/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 55,148
COMMITMENTS
4,674 9,897 3,527 27,141 33,699 35,342 47,123 19,806 8,025
CHANGES FROM 10/17/06 (CHANGE IN OPEN INTEREST: -253)
197 -325 -50 1,597 1,394 1,744 1,019 -1,997 -1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 17.9 6.4 49.2 61.1 64.1 85.4 35.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 11 7 28 31 36 45
Updated October 27, 2006