MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,267
COMMITMENTS
948 4,391 1,474 25,785 16,744 28,207 22,609 4,060 9,658
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 340)
-73 433 53 775 146 755 632 -415 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 13.6 4.6 79.9 51.9 87.4 70.1 12.6 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
5 20 11 26 20 39 43
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 161,543
COMMITMENTS
32,215 20,633 32,588 78,189 70,369 142,992 123,590 18,551 37,953
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 4,103)
2,430 1,486 1,158 655 296 4,243 2,940 -140 1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 12.8 20.2 48.4 43.6 88.5 76.5 11.5 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
52 65 66 34 45 139 142
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 233,026
COMMITMENTS
45,687 19,139 49,321 112,522 107,432 207,530 175,892 25,496 57,134
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -1,551)
-2,231 -2,412 653 -639 -1,870 -2,217 -3,629 666 2,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 8.2 21.2 48.3 46.1 89.1 75.5 10.9 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
69 46 94 87 145 221 256
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,733
COMMITMENTS
2,723 2,766 991 1,196 918 4,910 4,675 1,823 2,058
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 1,287)
145 57 501 314 444 960 1,002 327 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 41.1 14.7 17.8 13.6 72.9 69.4 27.1 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
20 26 18 16 13 45 53
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,673
COMMITMENTS
12,755 4,477 3,385 9,686 9,675 25,826 17,537 5,847 14,136
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 729)
-157 248 441 95 -110 379 579 350 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 14.1 10.7 30.6 30.5 81.5 55.4 18.5 44.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
40 24 30 39 62 101 105
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 86,048
COMMITMENTS
18,809 26,225 1,135 31,501 40,698 51,445 68,058 34,603 17,990
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -5,915)
-4,804 -2,807 -522 80 -1,253 -5,246 -4,582 -669 -1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 30.5 1.3 36.6 47.3 59.8 79.1 40.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 20 2 24 17 42 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 65,105
COMMITMENTS
17,487 26,881 0 35,522 21,491 53,009 48,372 12,096 16,733
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -8,455)
876 -10,690 -36 -9,629 3,703 -8,789 -7,023 334 -1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 41.3 0.0 54.6 33.0 81.4 74.3 18.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 15 0 7 9 21 24
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 86,532
COMMITMENTS
27,255 9,580 412 52,165 71,240 79,832 81,232 6,700 5,300
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 4,415)
10,630 1,026 257 -8,546 794 2,341 2,077 2,074 2,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 11.1 0.5 60.3 82.3 92.3 93.9 7.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
34 13 2 14 21 49 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 114,075
COMMITMENTS
56,297 11,294 43 27,756 87,974 84,096 99,311 29,979 14,764
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 11,971)
21,612 -732 40 -15,276 11,399 6,376 10,707 5,595 1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.4 9.9 0.0 24.3 77.1 73.7 87.1 26.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
22 10 2 11 22 35 32
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 195,626
COMMITMENTS
25,391 68,375 1,076 138,866 97,439 165,333 166,890 30,293 28,736
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -12,882)
-908 -34,810 990 -14,010 23,850 -13,928 -9,970 1,046 -2,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 35.0 0.6 71.0 49.8 84.5 85.3 15.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 37 4 30 19 61 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 157,856
COMMITMENTS
85,072 11,643 645 20,935 118,798 106,652 131,086 51,204 26,770
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 11,402)
18,385 -4,743 -42 -9,272 18,776 9,071 13,991 2,331 -2,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.9 7.4 0.4 13.3 75.3 67.6 83.0 32.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
64 20 10 23 33 90 60
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 18,160
COMMITMENTS
10,955 2,752 0 5,581 14,214 16,536 16,966 1,624 1,194
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 1,819)
1,852 -906 0 -218 2,719 1,634 1,813 185 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 15.2 0.0 30.7 78.3 91.1 93.4 8.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 4 0 6 11 10 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 41,704
COMMITMENTS
13,538 1,629 60 23,503 34,794 37,101 36,483 4,603 5,221
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 53)
-1,014 -834 60 4,654 509 3,700 -265 -3,647 318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 3.9 0.1 56.4 83.4 89.0 87.5 11.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 2 1 11 13 16 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,899,184
COMMITMENTS
687,693 962,368 1457476 6595372 6002916 8740541 8422760 1158643 1476424
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 322,493)
96,847 -288,621 180,988 31,193 462,588 309,028 354,955 13,465 -32,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 9.7 14.7 66.6 60.6 88.3 85.1 11.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
58 81 113 137 153 263 289
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 619,115
COMMITMENTS
71,652 60,250 1,890 407,672 451,811 481,214 513,951 137,901 105,164
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -4,697)
-8,639 -1,444 -968 14,057 3,060 4,450 648 -9,147 -5,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 9.7 0.3 65.8 73.0 77.7 83.0 22.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
53 30 17 78 59 141 97
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,386,714
COMMITMENTS
168,150 362,796 28,538 869,369 868,575 1066057 1259909 320,657 126,805
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 8,016)
-24,230 9,291 4,832 40,681 -4,969 21,283 9,154 -13,267 -1,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 26.2 2.1 62.7 62.6 76.9 90.9 23.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
47 74 26 77 67 142 149
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,494
COMMITMENTS
622 0 0 4,971 7,984 5,593 7,984 3,901 1,510
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 59)
-717 -705 0 711 705 -6 0 65 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 0.0 0.0 52.4 84.1 58.9 84.1 41.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 0 9 12 11 12
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 70,131
COMMITMENTS
8,929 28,398 24 56,422 33,528 65,375 61,950 4,756 8,181
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 2,598)
-130 -1,470 24 3,175 3,334 3,069 1,888 -471 710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 40.5 0.0 80.5 47.8 93.2 88.3 6.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 13 1 28 24 36 37
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,500
COMMITMENTS
6,277 15,582 42 40,290 33,629 46,609 49,253 8,891 6,247
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -1,175)
-4,256 -47 -1 3,573 3,334 -684 3,286 -491 -4,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 28.1 0.1 72.6 60.6 84.0 88.7 16.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
14 20 1 25 26 40 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 420,045
COMMITMENTS
47,398 198,904 2,585 349,535 191,330 399,518 392,819 20,527 27,226
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 1,069)
-35,867 14,508 -4,244 58,206 -13,238 18,095 -2,974 -17,026 4,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 47.4 0.6 83.2 45.5 95.1 93.5 4.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
46 86 9 54 41 105 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 67,931
COMMITMENTS
40,195 2,082 0 3,493 57,753 43,688 59,835 24,243 8,096
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 5,592)
3,149 -1,572 0 -67 7,551 3,082 5,979 2,510 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.2 3.1 0.0 5.1 85.0 64.3 88.1 35.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
27 3 0 6 19 33 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,450
COMMITMENTS
400 6,457 9 36,048 25,791 36,457 32,257 3,993 8,193
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 1,727)
-5,333 -41 5 6,372 -151 1,044 -187 683 1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 16.0 0.0 89.1 63.8 90.1 79.7 9.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
1 14 2 28 26 31 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 455,254
COMMITMENTS
50,736 96,919 1,584 377,117 339,711 429,437 438,214 25,817 17,040
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 6,409)
-70,646 -1,117 -466 70,788 7,422 -324 5,839 6,733 570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 21.3 0.3 82.8 74.6 94.3 96.3 5.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
18 68 9 43 61 69 130
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,846
COMMITMENTS
9,236 13,441 609 18,543 18,202 28,388 32,252 12,458 8,594
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 593)
-407 -937 609 -415 -691 -213 -1,019 806 1,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 32.9 1.5 45.4 44.6 69.5 79.0 30.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 19 2 16 18 34 38
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 40,180
COMMITMENTS
5,476 3,373 140 27,376 17,745 32,992 21,258 7,188 18,922
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 366)
-1,389 464 103 2,243 968 957 1,535 -591 -1,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 8.4 0.3 68.1 44.2 82.1 52.9 17.9 47.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
12 8 2 23 12 35 22
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,685
COMMITMENTS
4,564 218 0 15,337 20,167 19,901 20,385 784 300
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 1.1 0.0 74.1 97.5 96.2 98.5 3.8 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 1 0 9 4 17 5
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 41,889
COMMITMENTS
4,253 4,898 287 23,550 30,344 28,090 35,529 13,799 6,360
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 2,107)
-32 186 -1,674 3,034 2,735 1,328 1,247 779 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 11.7 0.7 56.2 72.4 67.1 84.8 32.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 10 2 28 35 34 46
Updated August 4, 2006