BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 35,412
COMMITMENTS
623 2,816 3,271 27,019 16,981 30,913 23,067 4,499 12,345
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -3,667)
-49 -231 -464 -3,396 -1,644 -3,909 -2,339 242 -1,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 8.0 9.2 76.3 48.0 87.3 65.1 12.7 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 13 9 25 19 36 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 172,219
COMMITMENTS
36,082 11,340 35,202 80,987 85,817 152,270 132,359 19,948 39,860
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 262)
170 -547 -1,176 670 1,645 -336 -78 598 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 6.6 20.4 47.0 49.8 88.4 76.9 11.6 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
72 44 68 39 44 158 129
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED 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: 1,862
COMMITMENTS
698 394 187 202 572 1,087 1,153 775 709
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -103)
-38 -96 133 -150 -32 -55 4 -47 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 21.2 10.0 10.8 30.7 58.4 61.9 41.6 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 9 5 3 7 18 18
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 267,968
COMMITMENTS
63,303 9,337 65,484 115,829 131,175 244,616 205,996 23,352 61,972
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -2,233)
5,461 -3,536 -2,954 -4,143 1,596 -1,637 -4,895 -596 2,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 3.5 24.4 43.2 49.0 91.3 76.9 8.7 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
92 39 75 98 152 234 236
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 5,299
COMMITMENTS
2,635 2,495 367 865 631 3,867 3,493 1,432 1,806
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -461)
151 413 -225 -132 -424 -205 -236 -256 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.7 47.1 6.9 16.3 11.9 73.0 65.9 27.0 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 20 7 11 12 31 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 34,576
COMMITMENTS
13,389 2,570 6,743 8,878 9,476 29,010 18,789 5,565 15,787
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 2,159)
1,170 81 910 -251 385 1,829 1,376 330 783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 7.4 19.5 25.7 27.4 83.9 54.3 16.1 45.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
52 21 27 42 60 109 99
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 106,765
COMMITMENTS
43,200 7,593 6,491 18,895 74,203 68,586 88,287 38,179 18,477
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 4,236)
3,805 -1,057 -112 17 4,452 3,710 3,282 526 954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 7.1 6.1 17.7 69.5 64.2 82.7 35.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
27 13 6 19 23 49 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 59,261
COMMITMENTS
21,315 25,641 17 26,070 20,703 47,402 46,361 11,859 12,900
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -4,662)
6,803 -4,757 -28 -10,595 1,138 -3,821 -3,647 -841 -1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 43.3 0.0 44.0 34.9 80.0 78.2 20.0 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 12 1 5 8 21 21
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 85,114
COMMITMENTS
10,965 22,612 180 70,457 57,773 81,602 80,565 3,512 4,549
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -3,187)
2,048 -14,140 0 -5,844 11,627 -3,796 -2,513 608 -675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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: 72)
15 30 1 19 14 35 44
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED 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: 81,952
COMMITMENTS
21,998 10,166 1,060 35,031 55,888 58,090 67,114 23,862 14,838
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 194)
4,205 -916 219 -3,810 1,596 613 898 -419 -704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 12.4 1.3 42.7 68.2 70.9 81.9 29.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
17 9 5 16 17 36 28
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 219,635
COMMITMENTS
23,561 51,902 7,652 150,911 129,009 182,124 188,563 37,511 31,072
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -4,289)
1,318 -10,897 283 -6,420 9,596 -4,819 -1,017 529 -3,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 23.6 3.5 68.7 58.7 82.9 85.9 17.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
29 35 14 26 23 63 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 193,017
COMMITMENTS
87,857 17,499 16,805 28,357 121,473 133,018 155,777 59,998 37,239
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 17,810)
10,213 4,321 1,675 3,146 8,226 15,033 14,222 2,777 3,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 9.1 8.7 14.7 62.9 68.9 80.7 31.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
64 29 36 23 31 102 81
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 18,852,979
COMMITMENTS
557,761 1225636 7565430 9494410 8395522 17617601 17186588 1235379 1666392
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 1,931)
-122,609 -104,683 -76,236 150,992 55,580 -47,853 -125,340 49,784 127,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 6.5 40.1 50.4 44.5 93.4 91.2 6.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
72 75 120 149 164 283 305
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 715,157
COMMITMENTS
93,445 65,097 48,869 426,184 464,887 568,498 578,853 146,659 136,304
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -22,702)
3,041 -10,228 -11,496 -7,103 -363 -15,558 -22,087 -7,144 -615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 9.1 6.8 59.6 65.0 79.5 80.9 20.5 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
60 57 68 87 67 189 150
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 1,405,684
COMMITMENTS
227,091 313,659 56,631 744,837 898,019 1028559 1268310 377,125 137,374
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 41,821)
17,796 -78,491 1,820 34,380 122,848 53,997 46,177 -12,176 -4,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 22.3 4.0 53.0 63.9 73.2 90.2 26.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
52 69 53 82 74 168 162
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 52,193
COMMITMENTS
7,719 12,085 38 37,247 25,135 45,004 37,258 7,188 14,935
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 348)
-311 -2,145 -4 859 -2,516 544 -4,665 -196 5,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 23.2 0.1 71.4 48.2 86.2 71.4 13.8 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 19 1 32 24 47 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 329,418
COMMITMENTS
60,240 131,823 4,333 201,198 175,872 265,770 312,028 63,648 17,390
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -26,892)
-10,473 -50,531 2,229 -41,406 24,883 -49,650 -23,419 22,758 -3,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 40.0 1.3 61.1 53.4 80.7 94.7 19.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
49 69 13 44 43 98 120
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 46,479
COMMITMENTS
17,220 12,080 65 11,331 24,672 28,616 36,817 17,863 9,662
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 3,656)
2,857 566 65 717 2,938 3,639 3,569 17 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 26.0 0.1 24.4 53.1 61.6 79.2 38.4 20.8
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
OPTION AND FUTURES COMBINED 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: 33,590
COMMITMENTS
5,733 6,536 9 23,762 20,629 29,504 27,174 4,087 6,417
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: -428)
-242 -507 -1 -245 296 -488 -211 60 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 19.5 0.0 70.7 61.4 87.8 80.9 12.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 16 2 24 28 28 44
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 433,982
COMMITMENTS
122,752 112,174 4,446 287,933 299,922 415,131 416,542 18,851 17,440
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 5,414)
-3,426 -322 697 9,643 4,425 6,913 4,799 -1,499 615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 25.8 1.0 66.3 69.1 95.7 96.0 4.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
20 87 29 41 58 83 152
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 38,869
COMMITMENTS
8,908 13,874 702 18,979 16,674 28,590 31,251 10,279 7,618
CHANGES FROM 06/27/06 (CHANGE IN OPEN INTEREST: 881)
-447 -632 0 46 436 -401 -196 1,282 1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 35.7 1.8 48.8 42.9 73.6 80.4 26.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 21 6 14 17 32 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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