BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 33,301
COMMITMENTS
2,169 2,311 3,626 22,855 16,636 28,650 22,573 4,651 10,728
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,167)
567 112 -136 147 243 579 219 589 948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 6.9 10.9 68.6 50.0 86.0 67.8 14.0 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 8 12 27 17 43 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 179,007
COMMITMENTS
31,957 17,878 45,687 82,177 76,540 159,821 140,105 19,187 38,902
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -5,434)
-1,378 629 -482 -2,301 -2,071 -4,160 -1,923 -1,274 -3,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 10.0 25.5 45.9 42.8 89.3 78.3 10.7 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
59 76 79 37 47 160 154
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 219,688
COMMITMENTS
46,738 19,606 50,061 96,335 95,700 193,134 165,367 26,554 54,321
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -7,352)
-3,847 -1,108 -2,496 -4,055 -4,624 -10,398 -8,227 3,046 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 8.9 22.8 43.9 43.6 87.9 75.3 12.1 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
81 61 72 88 138 212 241
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 7,314
COMMITMENTS
2,765 2,601 1,107 1,481 1,305 5,353 5,013 1,961 2,300
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 333)
181 -217 255 -8 63 427 101 -94 232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 35.6 15.1 20.2 17.8 73.2 68.5 26.8 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
20 25 17 22 20 50 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 27,898
COMMITMENTS
6,475 5,792 7,102 8,473 3,685 22,051 16,579 5,848 11,320
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -15)
-879 -376 1,333 -363 -1,522 91 -566 -106 550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 20.8 25.5 30.4 13.2 79.0 59.4 21.0 40.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
32 36 32 35 26 87 80
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 116,841
COMMITMENTS
27,724 51,818 2,817 54,391 35,215 84,932 89,850 31,909 26,991
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 19,839)
-7,141 18,878 -38 26,589 -3,750 19,410 15,089 430 4,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 44.3 2.4 46.6 30.1 72.7 76.9 27.3 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 32 7 24 17 46 53
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 107,386
COMMITMENTS
10,385 78,016 948 88,042 4,464 99,375 83,429 8,011 23,958
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 9,476)
1,844 8,726 33 9,266 -492 11,143 8,268 -1,667 1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 72.7 0.9 82.0 4.2 92.5 77.7 7.5 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 35 1 14 8 23 44
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 84,117
COMMITMENTS
64,691 12,214 169 14,986 69,852 79,846 82,235 4,270 1,882
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 13,782)
33,382 -9,323 -119 -17,871 28,190 15,392 18,748 -1,611 -4,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.9 14.5 0.2 17.8 83.0 94.9 97.8 5.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
49 12 1 13 20 63 33
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED 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: 111,292
COMMITMENTS
56,410 23,016 940 27,159 66,534 84,509 90,491 26,783 20,801
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 6,691)
11,915 -1,525 -66 -3,055 7,037 8,794 5,446 -2,103 1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.7 20.7 0.8 24.4 59.8 75.9 81.3 24.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
23 15 5 13 16 39 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 303,057
COMMITMENTS
50,365 166,716 7,162 208,112 90,326 265,639 264,204 37,418 38,853
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -4,883)
2,945 -8,506 805 -9,233 5,346 -5,483 -2,356 599 -2,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 55.0 2.4 68.7 29.8 87.7 87.2 12.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
32 59 15 28 23 68 89
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 178,241
COMMITMENTS
70,173 43,716 13,246 38,470 74,030 121,889 130,992 56,353 47,249
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 5,968)
-119 9,618 1,491 6,275 -9,166 7,646 1,942 -1,678 4,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 24.5 7.4 21.6 41.5 68.4 73.5 31.6 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
55 39 33 28 29 97 87
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 16,542,783
COMMITMENTS
571,164 486,510 5782075 9059344 8866538 15412583 15135122 1130200 1407661
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -222,245)
-62,707 -10,390 1,481 -100,458 -149,425 -161,685 -158,334 -60,560 -63,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 2.9 35.0 54.8 53.6 93.2 91.5 6.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
63 64 116 155 164 284 288
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 749,332
COMMITMENTS
77,393 33,036 80,235 440,990 462,945 598,618 576,216 150,714 173,116
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 19,182)
-2,105 2,948 13,487 10,215 5,631 21,598 22,066 -2,416 -2,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 4.4 10.7 58.9 61.8 79.9 76.9 20.1 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
57 56 77 85 68 189 154
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 1,703,226
COMMITMENTS
342,076 310,037 139,163 795,146 1102043 1276385 1551242 426,841 151,984
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 85,078)
45,828 -19,013 28,002 32,105 79,489 105,936 88,479 -20,858 -3,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 18.2 8.2 46.7 64.7 74.9 91.1 25.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
77 81 72 84 78 204 188
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 55,626
COMMITMENTS
11,376 12,904 839 34,868 28,601 47,083 42,345 8,543 13,281
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 664)
-784 -294 -6 925 -691 134 -991 530 1,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 23.2 1.5 62.7 51.4 84.6 76.1 15.4 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 13 5 28 28 51 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 498,620
COMMITMENTS
105,824 135,190 19,185 293,544 292,883 418,553 447,258 80,066 51,362
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 24,966)
4,499 -40,229 -352 -12,906 38,414 -8,759 -2,166 33,725 27,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 27.1 3.8 58.9 58.7 83.9 89.7 16.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
72 59 26 53 50 142 118
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 74,537
COMMITMENTS
49,027 9,356 53 4,191 56,534 53,271 65,943 21,267 8,595
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 8,583)
5,196 791 -28 1,034 9,532 6,202 10,295 2,381 -1,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.8 12.6 0.1 5.6 75.8 71.5 88.5 28.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
26 7 1 6 16 33 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED 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: 35,742
COMMITMENTS
1,601 3,988 0 29,400 19,384 31,001 23,372 4,740 12,370
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: 1,502)
801 -368 0 -315 -1,282 486 -1,650 1,016 3,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 52)
3 11 0 23 22 26 33
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 426,252
COMMITMENTS
46,243 121,473 7,889 320,549 276,412 374,681 405,773 51,571 20,479
CHANGES FROM 10/10/06 (CHANGE IN OPEN INTEREST: -7,040)
2,708 -22,109 2,382 -25,273 10,431 -20,183 -9,296 13,143 2,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 28.5 1.9 75.2 64.8 87.9 95.2 12.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
36 89 46 46 62 117 162
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 45,362
COMMITMENTS
9,518 15,671 614 23,677 22,861 33,809 39,146 11,553 6,216
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 TRADER
21.0 34.5 1.4 52.2 50.4 74.5 86.3 25.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
19 23 6 16 22 36 50
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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