BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,991
COMMITMENTS
0 23 83 3,536 3,722 3,619 3,828 1,372 1,163
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 425)
0 -9 9 -482 -497 -473 -497 898 922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.5 1.7 70.8 74.6 72.5 76.7 27.5 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 10 12 11 13
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,429
COMMITMENTS
1,429 2,257 795 23,363 15,801 25,587 18,853 3,842 10,576
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -2,910)
344 -130 -404 -3,182 -1,430 -3,242 -1,964 332 -946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 7.7 2.7 79.4 53.7 86.9 64.1 13.1 35.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 11 9 23 19 33 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 162,959
COMMITMENTS
36,021 15,575 28,686 79,391 82,040 144,098 126,301 18,861 36,658
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -115)
532 68 -2,169 998 1,497 -639 -604 524 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 9.6 17.6 48.7 50.3 88.4 77.5 11.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
68 48 64 36 43 152 127
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,843
COMMITMENTS
698 392 183 202 572 1,083 1,147 760 696
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -104)
-38 -97 133 -150 -32 -55 4 -49 -108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 21.3 9.9 11.0 31.0 58.8 62.2 41.2 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 9 5 3 7 18 18
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 223,722
COMMITMENTS
55,632 18,230 41,041 107,132 109,629 203,805 168,900 19,917 54,822
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -3,345)
4,962 -3,662 -3,535 -3,972 1,739 -2,545 -5,458 -800 2,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 8.1 18.3 47.9 49.0 91.1 75.5 8.9 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
73 43 64 77 140 193 220
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,026
COMMITMENTS
2,634 2,535 202 849 568 3,685 3,305 1,341 1,721
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -240)
109 349 -22 -95 -348 -8 -21 -232 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.4 50.4 4.0 16.9 11.3 73.3 65.8 26.7 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 20 6 11 11 31 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,566
COMMITMENTS
13,198 5,184 2,863 8,484 7,679 24,545 15,726 5,021 13,840
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 2,093)
1,287 80 809 -329 463 1,767 1,352 326 741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.6 17.5 9.7 28.7 26.0 83.0 53.2 17.0 46.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
44 26 25 32 51 96 88
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 93,841
COMMITMENTS
42,762 6,315 1,083 14,847 71,446 58,692 78,844 35,149 14,997
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 4,050)
4,597 -1,541 0 -1,127 5,464 3,470 3,923 580 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.6 6.7 1.2 15.8 76.1 62.5 84.0 37.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
25 13 1 16 19 42 32
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 58,809
COMMITMENTS
21,327 25,641 0 26,070 20,703 47,397 46,344 11,412 12,465
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -4,747)
6,818 -4,757 -36 -10,595 1,138 -3,813 -3,655 -934 -1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 43.6 0.0 44.3 35.2 80.6 78.8 19.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 12 0 5 8 21 20
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 85,075
COMMITMENTS
10,965 22,601 180 70,446 57,773 81,591 80,554 3,484 4,521
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -3,184)
2,048 -14,134 0 -5,838 11,627 -3,790 -2,507 606 -677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 26.6 0.2 82.8 67.9 95.9 94.7 4.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
15 29 1 19 14 35 43
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 78,658
COMMITMENTS
22,169 10,306 1 34,262 55,238 56,432 65,545 22,226 13,113
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 66)
4,460 -832 -41 -4,022 1,713 397 840 -331 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 13.1 0.0 43.6 70.2 71.7 83.3 28.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
15 10 1 16 15 32 25
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 168,688
COMMITMENTS
25,330 49,239 707 110,040 90,220 136,077 140,166 32,611 28,522
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -5,378)
140 -11,523 621 -6,343 9,011 -5,582 -1,891 204 -3,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 29.2 0.4 65.2 53.5 80.7 83.1 19.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
31 30 3 24 18 56 50
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 162,104
COMMITMENTS
87,088 18,543 518 21,368 114,031 108,974 133,092 53,130 29,012
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 13,938)
9,146 5,271 122 3,094 7,311 12,362 12,704 1,576 1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.7 11.4 0.3 13.2 70.3 67.2 82.1 32.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
61 19 7 19 29 80 55
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 64,726
COMMITMENTS
24,170 1,799 0 36,224 56,911 60,394 58,710 4,332 6,016
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 10,219)
2,922 -2,405 0 8,685 12,969 11,607 10,564 -1,388 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 2.8 0.0 56.0 87.9 93.3 90.7 6.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 2 0 13 15 18 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,525,090
COMMITMENTS
765,976 1531739 1328023 6403989 5205498 8497988 8065260 1027102 1459830
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -77,798)
-127,441 -164,794 -104,620 107,137 52,222 -124,924 -217,192 47,126 139,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 16.1 13.9 67.2 54.7 89.2 84.7 10.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
63 71 99 135 153 251 282
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 623,220
COMMITMENTS
85,583 65,054 1,091 404,264 442,692 490,938 508,837 132,282 114,383
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -410)
6,353 -3,489 -170 -5,168 6,060 1,015 2,401 -1,425 -2,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 10.4 0.2 64.9 71.0 78.8 81.6 21.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
53 37 13 78 59 138 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,332,529
COMMITMENTS
226,286 304,824 21,699 712,009 876,858 959,994 1203381 372,535 129,148
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 33,584)
17,371 -83,893 652 26,131 124,227 44,154 40,986 -10,570 -7,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 22.9 1.6 53.4 65.8 72.0 90.3 28.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
49 61 21 77 70 138 140
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 62,943
COMMITMENTS
8,439 28,640 0 49,031 28,841 57,470 57,481 5,473 5,462
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -644)
1,034 -1,910 0 -2,484 1,309 -1,450 -601 806 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 45.5 0.0 77.9 45.8 91.3 91.3 8.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 14 0 28 20 35 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,018
COMMITMENTS
7,719 12,083 38 37,162 25,001 44,919 37,122 7,099 14,896
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 327)
-311 -2,146 -4 850 -2,533 535 -4,683 -208 5,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 23.2 0.1 71.4 48.1 86.4 71.4 13.6 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 19 1 30 24 45 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 325,610
COMMITMENTS
59,317 131,492 2,870 199,967 174,126 262,154 308,488 63,456 17,122
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -27,234)
-10,338 -50,941 2,228 -41,883 25,092 -49,993 -23,621 22,759 -3,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 40.4 0.9 61.4 53.5 80.5 94.7 19.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
48 70 5 42 41 91 115
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 45,680
COMMITMENTS
17,141 12,080 65 11,331 24,672 28,537 36,817 17,143 8,863
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 3,666)
2,921 566 65 717 2,938 3,703 3,569 -37 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 26.4 0.1 24.8 54.0 62.5 80.6 37.5 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 6 1 11 12 25 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,583
COMMITMENTS
5,733 6,536 7 23,760 20,629 29,500 27,172 4,083 6,411
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -426)
-242 -508 0 -245 296 -487 -212 61 -214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 19.5 0.0 70.8 61.4 87.8 80.9 12.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 15 2 24 28 28 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 427,029
COMMITMENTS
122,909 111,809 793 284,952 298,064 408,654 410,666 18,375 16,363
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 3,537)
-3,653 -393 -109 8,516 4,095 4,754 3,593 -1,217 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 26.2 0.2 66.7 69.8 95.7 96.2 4.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
19 73 9 40 57 62 136
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,138
COMMITMENTS
9,596 13,872 2 18,278 16,646 27,876 30,520 10,262 7,618
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 871)
-445 -633 0 44 427 -401 -206 1,272 1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 36.4 0.0 47.9 43.6 73.1 80.0 26.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
17 19 1 14 16 32 35
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,550
COMMITMENTS
11,806 3,394 43 17,930 16,262 29,779 19,699 6,771 16,851
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 741)
-58 -534 -24 1,953 -556 1,871 -1,114 -1,130 1,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 9.3 0.1 49.1 44.5 81.5 53.9 18.5 46.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
17 7 1 17 10 34 18
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,570
COMMITMENTS
4,858 738 93 14,898 19,312 19,849 20,143 721 427
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 53)
0 0 0 -15 13 -15 13 68 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 3.6 0.5 72.4 93.9 96.5 97.9 3.5 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 1 7 3 15 6
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 07/03/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,460
COMMITMENTS
7,435 3,892 850 14,959 26,109 23,244 30,851 12,216 4,609
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -546)
700 -250 -500 -1,683 2,572 -1,483 1,822 937 -2,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 11.0 2.4 42.2 73.6 65.5 87.0 34.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 8 3 22 32 29 43
Updated July 7, 2006