BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,731
COMMITMENTS
18 0 106 2,697 3,083 2,821 3,189 910 542
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -32)
-27 0 8 -7 -14 -26 -6 -6 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 0.0 2.8 72.3 82.6 75.6 85.5 24.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
1 0 1 13 12 14 13
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 26,643
COMMITMENTS
2,586 2,363 637 20,072 15,214 23,295 18,214 3,348 8,429
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 323)
46 -657 56 416 590 518 -11 -195 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 8.9 2.4 75.3 57.1 87.4 68.4 12.6 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 11 9 25 19 36 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,744
COMMITMENTS
43,165 21,303 34,925 78,760 83,389 156,850 139,617 21,894 39,127
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -6,077)
866 210 -6,607 767 820 -4,974 -5,577 -1,103 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 11.9 19.5 44.1 46.7 87.8 78.1 12.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
78 55 69 31 47 164 133
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 210,851
COMMITMENTS
60,501 29,941 33,870 91,192 93,820 185,563 157,631 25,288 53,220
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 858)
279 -658 -988 -1,432 1,651 -2,141 5 2,999 853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 14.2 16.1 43.2 44.5 88.0 74.8 12.0 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
82 49 67 58 127 190 217
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,581
COMMITMENTS
2,838 2,468 394 960 688 4,192 3,550 1,389 2,031
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -241)
207 201 -290 62 -112 -21 -201 -220 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.9 44.2 7.1 17.2 12.3 75.1 63.6 24.9 36.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 20 9 10 10 31 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,436
COMMITMENTS
10,565 3,981 3,923 8,587 8,740 23,075 16,644 6,361 12,792
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -324)
297 361 -855 221 -137 -337 -631 13 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 13.5 13.3 29.2 29.7 78.4 56.5 21.6 43.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
50 21 25 33 52 96 89
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 138,181
COMMITMENTS
37,739 22,957 2,217 62,313 92,568 102,269 117,742 35,912 20,439
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 26,476)
-11,701 983 -595 37,169 23,996 24,873 24,384 1,603 2,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 16.6 1.6 45.1 67.0 74.0 85.2 26.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
23 21 5 25 22 51 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 98,012
COMMITMENTS
12,013 45,254 70 74,761 31,857 86,844 77,181 11,168 20,831
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 27,959)
792 14,887 70 28,160 6,288 29,022 21,245 -1,063 6,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 46.2 0.1 76.3 32.5 88.6 78.7 11.4 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 24 1 16 8 26 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 81,318
COMMITMENTS
21,116 13,042 1,979 55,416 62,581 78,511 77,602 2,807 3,716
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -2,512)
-12,333 7,264 1,330 10,289 -11,961 -714 -3,367 -1,798 855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 16.0 2.4 68.1 77.0 96.5 95.4 3.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
35 17 8 17 17 56 38
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 127,633
COMMITMENTS
50,259 12,678 5,425 43,986 88,470 99,670 106,573 27,963 21,060
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -4,203)
-13,328 3,023 5,405 6,379 -15,610 -1,544 -7,182 -2,659 2,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 9.9 4.3 34.5 69.3 78.1 83.5 21.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
19 13 4 20 22 43 35
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 275,585
COMMITMENTS
34,942 134,394 910 205,621 86,590 241,473 221,894 34,112 53,691
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 46,793)
2,001 31,955 461 45,412 -3,024 47,874 29,392 -1,081 17,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 48.8 0.3 74.6 31.4 87.6 80.5 12.4 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
25 42 7 35 19 63 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 168,483
COMMITMENTS
79,626 12,909 2,040 34,073 118,677 115,739 133,626 52,744 34,857
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -2,543)
-6,597 1,702 -723 8,511 -10,988 1,191 -10,009 -3,734 7,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 7.7 1.2 20.2 70.4 68.7 79.3 31.3 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
40 20 13 33 33 80 59
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 19,320
COMMITMENTS
9,750 239 26 7,865 18,037 17,641 18,302 1,679 1,018
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 468)
-1,468 64 26 2,347 131 905 221 -437 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.5 1.2 0.1 40.7 93.4 91.3 94.7 8.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 2 1 9 12 17 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,512,645
COMMITMENTS
895,848 727,979 1451323 6978115 6881177 9325286 9060479 1187359 1452166
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -74,905)
6,451 -242,387 23,879 -175,808 116,255 -145,478 -102,253 70,573 27,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 6.9 13.8 66.4 65.5 88.7 86.2 11.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
61 60 97 148 165 263 280
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 705,498
COMMITMENTS
71,737 46,561 7,632 478,138 499,864 557,507 554,057 147,991 151,441
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 58,331)
-5,790 -891 3,594 52,718 52,020 50,522 54,723 7,809 3,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 6.6 1.1 67.8 70.9 79.0 78.5 21.0 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
51 26 27 100 70 165 111
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,998,218
COMMITMENTS
262,291 468,912 54,754 1225325 1301993 1542370 1825659 455,848 172,559
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 325,470)
-20,542 -23,089 15,778 310,705 290,503 305,941 283,192 19,529 42,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 23.5 2.7 61.3 65.2 77.2 91.4 22.8 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
66 79 48 85 77 177 180
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,871
COMMITMENTS
387 0 0 6,352 9,175 6,739 9,175 5,132 2,696
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 1,893)
-372 0 0 1,381 1,289 1,009 1,289 884 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 0.0 0.0 53.5 77.3 56.8 77.3 43.2 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 0 0 13 13 14 13
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 87,335
COMMITMENTS
7,026 29,189 27 69,547 42,980 76,600 72,196 10,735 15,139
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 16,921)
586 -392 0 11,958 10,166 12,544 9,774 4,377 7,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 33.4 0.0 79.6 49.2 87.7 82.7 12.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 8 1 36 27 47 35
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 66,991
COMMITMENTS
7,460 12,882 1,981 44,124 35,850 53,565 50,713 13,426 16,278
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 10,419)
-1,110 -951 1,938 4,889 7,518 5,717 8,505 4,702 1,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 19.2 3.0 65.9 53.5 80.0 75.7 20.0 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
17 16 8 34 33 54 55
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 554,206
COMMITMENTS
81,314 165,820 22,526 383,557 318,597 487,397 506,943 66,809 47,263
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 143,544)
8,455 12,431 17,600 112,186 95,695 138,241 125,726 5,303 17,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 29.9 4.1 69.2 57.5 87.9 91.5 12.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
61 74 41 59 58 140 153
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 69,370
COMMITMENTS
25,739 1,205 1,958 19,295 55,186 46,992 58,349 22,378 11,021
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -12,002)
-23,986 -574 1,958 15,108 -16,282 -6,920 -14,898 -5,082 2,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 1.7 2.8 27.8 79.6 67.7 84.1 32.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
21 3 3 14 15 37 19
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 53,386
COMMITMENTS
500 5,894 2,645 43,174 33,459 46,319 41,998 7,067 11,388
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 10,875)
100 -169 2,536 5,987 6,627 8,623 8,994 2,252 1,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.9 11.0 5.0 80.9 62.7 86.8 78.7 13.2 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
2 13 5 32 31 37 47
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 520,181
COMMITMENTS
49,092 118,486 7,068 414,292 351,849 470,452 477,403 49,729 42,778
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 60,591)
-626 1,630 4,861 49,480 42,425 53,715 48,916 6,876 11,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 22.8 1.4 79.6 67.6 90.4 91.8 9.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
22 79 13 54 70 86 152
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,643
COMMITMENTS
7,290 16,460 0 17,441 15,063 24,731 31,523 12,912 6,120
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -23,718)
-4,623 2,901 -9,921 -5,720 -12,790 -20,264 -19,810 -3,454 -3,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 43.7 0.0 46.3 40.0 65.7 83.7 34.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
15 16 0 10 20 25 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,729
COMMITMENTS
16,886 2,278 5 11,841 7,408 28,732 9,691 5,997 25,038
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: -13,767)
13,544 -3,256 -3,203 -16,334 -14,945 -5,993 -21,404 -7,774 7,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.6 6.6 0.0 34.1 21.3 82.7 27.9 17.3 72.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 4 1 18 10 32 15
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,367
COMMITMENTS
3,634 1,851 117 15,306 17,333 19,057 19,301 1,310 1,066
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 702)
-101 448 24 -92 -498 -169 -26 871 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 9.1 0.6 75.2 85.1 93.6 94.8 6.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 2 8 5 14 12
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/12/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 58,801
COMMITMENTS
4,120 5,598 1,910 32,305 40,061 38,335 47,569 20,466 11,232
CHANGES FROM 09/05/06 (CHANGE IN OPEN INTEREST: 3,015)
550 869 1,072 -622 -252 1,000 1,689 2,015 1,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 9.5 3.2 54.9 68.1 65.2 80.9 34.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
7 12 4 31 38 41 51
Updated September 15, 2006