BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,438
COMMITMENTS
16 0 100 3,215 3,592 3,331 3,692 1,107 746
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -6)
1 0 -3 841 81 839 78 -845 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.4 0.0 2.3 72.4 80.9 75.1 83.2 24.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 0 1 14 13 15 14
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,750
COMMITMENTS
1,241 4,794 3,709 27,616 18,274 32,565 26,777 4,185 9,973
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 921)
284 384 191 514 474 989 1,050 -68 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 13.0 10.1 75.1 49.7 88.6 72.9 11.4 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 23 17 28 19 48 45
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 183,014
COMMITMENTS
39,618 16,401 46,001 76,953 80,508 162,573 142,910 20,441 40,104
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 5,850)
3,091 3 3,550 -1,065 -136 5,576 3,417 274 2,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 9.0 25.1 42.0 44.0 88.8 78.1 11.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
72 56 75 35 47 168 135
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 236,628
COMMITMENTS
56,466 15,864 55,898 99,507 104,768 211,872 176,529 24,757 60,099
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 2,210)
2,846 1,578 797 -51 -1,643 3,592 732 -1,382 1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 6.7 23.6 42.1 44.3 89.5 74.6 10.5 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
104 50 72 89 144 246 231
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,683
COMMITMENTS
2,705 2,285 981 903 925 4,590 4,191 2,093 2,492
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -89)
-183 -385 111 -163 -14 -235 -288 146 199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 34.2 14.7 13.5 13.8 68.7 62.7 31.3 37.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 23 12 10 10 34 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,894
COMMITMENTS
12,210 2,642 9,112 10,108 10,982 31,430 22,735 6,464 15,159
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -664)
-560 362 256 274 -147 -30 471 -634 -1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 7.0 24.0 26.7 29.0 82.9 60.0 17.1 40.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
59 20 38 52 71 128 120
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 114,350
COMMITMENTS
45,881 17,102 5,452 25,942 70,233 77,275 92,787 37,074 21,563
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 19,111)
18,126 3,993 180 1,334 14,687 19,641 18,860 -530 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 15.0 4.8 22.7 61.4 67.6 81.1 32.4 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 20 12 20 22 52 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 69,500
COMMITMENTS
12,620 25,285 642 44,256 29,265 57,518 55,193 11,981 14,307
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 331)
-4,230 -2,054 -39 6,075 1,721 1,806 -372 -1,475 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 36.4 0.9 63.7 42.1 82.8 79.4 17.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 16 3 11 12 24 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 84,340
COMMITMENTS
32,841 10,037 451 46,418 70,577 79,710 81,065 4,630 3,275
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,525)
1,073 3,109 429 -110 -3,225 1,392 313 133 1,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 11.9 0.5 55.0 83.7 94.5 96.1 5.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
48 10 1 17 19 65 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 133,812
COMMITMENTS
66,580 10,177 810 32,474 104,442 99,864 115,429 33,947 18,383
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 2,980)
48 711 169 1,452 1,697 1,668 2,576 1,312 404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.8 7.6 0.6 24.3 78.1 74.6 86.3 25.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
32 10 4 16 22 50 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 295,624
COMMITMENTS
27,147 122,092 11,344 216,451 122,459 254,943 255,895 40,682 39,729
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 17,922)
1,831 15,231 1,645 11,953 -2,160 15,429 14,716 2,492 3,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 41.3 3.8 73.2 41.4 86.2 86.6 13.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
31 46 16 36 27 72 84
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 197,787
COMMITMENTS
89,841 8,964 14,876 30,808 135,994 135,525 159,834 62,262 37,953
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -5,259)
-1,040 869 668 -1,487 -9,150 -1,859 -7,613 -3,400 2,354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 4.5 7.5 15.6 68.8 68.5 80.8 31.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
64 20 31 30 34 102 77
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,099
COMMITMENTS
10,687 171 0 5,375 17,092 16,062 17,263 2,037 836
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -1,787)
-1,100 -125 0 -647 -1,588 -1,747 -1,713 -40 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 0.9 0.0 29.7 94.4 88.7 95.4 11.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 1 0 8 11 12 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 19,635,611
COMMITMENTS
734,603 734,441 7465435 10173799 9861102 18373836 18060978 1261775 1574633
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 229,823)
-61,560 51,562 176,194 230,615 89,404 345,249 317,160 -115,426 -87,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 3.7 38.0 51.8 50.2 93.6 92.0 6.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
60 81 119 159 171 298 302
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 733,487
COMMITMENTS
87,406 49,929 50,514 448,219 463,906 586,139 564,350 147,348 169,137
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 9,863)
7,092 -2,104 6,688 7,868 2,711 21,648 7,294 -11,785 2,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 6.8 6.9 61.1 63.2 79.9 76.9 20.1 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
59 42 59 87 66 179 134
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,655,101
COMMITMENTS
247,997 393,704 95,851 871,015 1019391 1214863 1508946 440,238 146,155
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 45,611)
16,375 -25,246 29,428 -22,450 39,590 23,353 43,773 22,258 1,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 23.8 5.8 52.6 61.6 73.4 91.2 26.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
64 79 56 83 71 182 171
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,833
COMMITMENTS
611 217 0 4,994 8,067 5,605 8,284 4,228 1,549
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 97)
256 217 0 -5 -143 251 74 -154 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 2.2 0.0 50.8 82.0 57.0 84.2 43.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 1 0 9 11 11 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 72,433
COMMITMENTS
6,623 30,442 27 59,457 33,402 66,107 63,871 6,326 8,562
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,213)
861 351 0 -164 1,387 697 1,738 516 -525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 42.0 0.0 82.1 46.1 91.3 88.2 8.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 13 1 29 21 40 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 57,084
COMMITMENTS
8,208 14,404 270 39,501 28,897 47,979 43,571 9,105 13,513
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -2,352)
6 583 -12 -2,399 -2,902 -2,406 -2,332 54 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 25.2 0.5 69.2 50.6 84.0 76.3 16.0 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
20 16 3 30 26 52 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 405,196
COMMITMENTS
70,195 150,842 5,483 275,633 225,140 351,312 381,465 53,884 23,731
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -11,335)
9,665 8,410 -157 -19,747 -18,024 -10,239 -9,771 -1,096 -1,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 37.2 1.4 68.0 55.6 86.7 94.1 13.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
68 71 24 54 45 133 129
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 64,195
COMMITMENTS
34,388 1,142 145 4,827 55,290 39,359 56,577 24,835 7,618
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,207)
2,844 -367 105 -1,244 2,177 1,704 1,915 -498 -708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.6 1.8 0.2 7.5 86.1 61.3 88.1 38.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
27 2 2 8 17 35 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 42,207
COMMITMENTS
400 7,241 4 37,900 27,010 38,304 34,255 3,903 7,952
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -2,019)
0 541 -5 -2,111 -1,998 -2,117 -1,462 98 -557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.9 17.2 0.0 89.8 64.0 90.8 81.2 9.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 15 1 28 25 30 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 466,862
COMMITMENTS
44,935 117,568 4,125 372,506 306,021 421,565 427,713 45,297 39,148
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -7,068)
3,608 5,593 -479 -27,820 -32,067 -24,690 -26,952 17,622 19,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 25.2 0.9 79.8 65.5 90.3 91.6 9.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
24 89 33 43 68 89 168
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 46,307
COMMITMENTS
9,960 14,523 1,455 20,659 23,509 32,073 39,487 14,234 6,820
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: 1,376)
-1,742 -165 736 1,856 1,078 849 1,649 527 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 31.4 3.1 44.6 50.8 69.3 85.3 30.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
21 18 9 15 19 38 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 40,026
COMMITMENTS
3,487 4,685 446 29,321 22,084 33,254 27,215 6,772 12,811
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -66)
-273 -756 118 863 1,686 708 1,048 -774 -1,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 11.7 1.1 73.3 55.2 83.1 68.0 16.9 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
11 8 3 21 17 33 27
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,621
COMMITMENTS
3,706 1,105 93 15,426 18,034 19,225 19,232 396 389
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -75)
74 230 93 -32 -449 135 -126 -210 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 5.6 0.5 78.6 91.9 98.0 98.0 2.0 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 3 1 11 5 18 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/29/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 43,988
COMMITMENTS
3,793 4,357 1,115 27,014 33,174 31,922 38,646 12,066 5,342
CHANGES FROM 08/22/06 (CHANGE IN OPEN INTEREST: -810)
-227 -282 777 -1,101 -1,116 -551 -621 -259 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 9.9 2.5 61.4 75.4 72.6 87.9 27.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 10 4 30 36 39 49
Updated September 1, 2006