MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,111
COMMITMENTS
670 3,856 3,112 27,748 17,087 31,531 24,055 4,581 12,056
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 699)
47 1,040 -158 729 106 617 988 82 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 10.7 8.6 76.8 47.3 87.3 66.6 12.7 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 17 10 25 19 37 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 159,264
COMMITMENTS
34,557 13,255 24,502 81,016 80,686 140,074 118,443 19,190 40,821
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -12,954)
-1,525 1,916 -10,701 29 -5,131 -12,196 -13,916 -758 962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 8.3 15.4 50.9 50.7 88.0 74.4 12.0 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
64 47 59 38 46 140 128
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,901
COMMITMENTS
745 329 160 183 491 1,088 980 813 921
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 39)
47 -65 -27 -19 -81 1 -173 38 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 17.3 8.4 9.6 25.8 57.2 51.6 42.8 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 7 4 4 7 21 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 274,538
COMMITMENTS
59,526 8,947 66,269 124,048 135,919 249,843 211,135 24,695 63,403
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 6,570)
-3,778 -390 785 8,219 4,744 5,227 5,139 1,343 1,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 3.3 24.1 45.2 49.5 91.0 76.9 9.0 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
99 39 80 103 158 246 251
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,324
COMMITMENTS
2,580 2,606 392 730 494 3,702 3,493 1,623 1,832
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 25)
-56 112 25 -135 -137 -166 -0 191 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.5 49.0 7.4 13.7 9.3 69.5 65.6 30.5 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 18 7 9 13 29 36
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,338
COMMITMENTS
12,454 2,440 6,433 10,250 10,035 29,137 18,907 6,201 16,431
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 763)
-935 -130 -311 1,372 559 127 118 636 644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 6.9 18.2 29.0 28.4 82.5 53.5 17.5 46.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
50 18 21 45 66 105 99
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 104,679
COMMITMENTS
32,395 19,916 5,206 26,741 59,667 64,342 84,788 40,338 19,891
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -2,086)
-10,805 12,322 -1,285 7,846 -14,536 -4,245 -3,499 2,159 1,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 19.0 5.0 25.5 57.0 61.5 81.0 38.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 16 8 24 21 53 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 63,069
COMMITMENTS
20,119 27,379 4 30,495 23,670 50,619 51,053 12,450 12,016
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 3,808)
-1,196 1,738 -12 4,425 2,967 3,216 4,693 592 -884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 43.4 0.0 48.4 37.5 80.3 80.9 19.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 11 1 7 11 25 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 77,330
COMMITMENTS
10,838 15,199 356 62,647 58,678 73,841 74,233 3,489 3,097
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -7,784)
-127 -7,413 176 -7,810 905 -7,761 -6,332 -23 -1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 19.7 0.5 81.0 75.9 95.5 96.0 4.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 20 2 18 15 35 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 87,887
COMMITMENTS
25,404 11,440 242 35,601 61,982 61,246 73,664 26,641 14,223
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 5,935)
3,405 1,275 -818 570 6,094 3,157 6,550 2,779 -615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 13.0 0.3 40.5 70.5 69.7 83.8 30.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 9 3 14 22 34 31
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 222,175
COMMITMENTS
26,221 51,224 6,935 152,259 137,367 185,415 195,525 36,761 26,650
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 2,540)
2,660 -678 -717 1,348 8,357 3,291 6,962 -750 -4,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 23.1 3.1 68.5 61.8 83.5 88.0 16.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
29 38 13 27 23 65 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 192,637
COMMITMENTS
92,671 14,091 12,590 25,646 134,609 130,908 161,291 61,729 31,346
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -380)
4,815 -3,408 -4,214 -2,711 13,136 -2,111 5,513 1,731 -5,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.1 7.3 6.5 13.3 69.9 68.0 83.7 32.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
61 27 27 22 34 95 76
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 14,081
COMMITMENTS
4,329 5,272 0 8,115 7,500 12,444 12,772 1,637 1,309
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 37.4 0.0 57.6 53.3 88.4 90.7 11.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 4 0 7 7 10 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 67,781
COMMITMENTS
24,884 1,799 0 38,895 59,039 63,779 60,838 4,002 6,943
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 3,055)
714 0 0 2,671 2,128 3,385 2,128 -330 927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 2.7 0.0 57.4 87.1 94.1 89.8 5.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 2 0 12 15 18 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 18,923,410
COMMITMENTS
497,747 1091725 7599966 9579502 8567217 17677216 17258908 1246195 1664503
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 70,431)
-60,014 -133,911 34,536 85,092 171,695 59,615 72,320 10,816 -1,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 5.8 40.2 50.6 45.3 93.4 91.2 6.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
71 80 121 151 162 286 307
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 713,638
COMMITMENTS
92,167 66,382 48,975 422,512 463,520 563,654 578,878 149,983 134,760
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -1,519)
-1,278 1,285 107 -3,673 -1,367 -4,844 25 3,324 -1,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 9.3 6.9 59.2 65.0 79.0 81.1 21.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
60 59 69 87 67 190 152
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,421,327
COMMITMENTS
207,420 336,026 61,300 783,272 884,950 1051993 1282276 369,334 139,050
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 15,643)
-19,670 22,367 4,669 38,435 -13,069 23,433 13,967 -7,791 1,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 23.6 4.3 55.1 62.3 74.0 90.2 26.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
49 75 53 82 71 165 165
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,134
COMMITMENTS
1,383 705 0 4,265 7,275 5,648 7,980 3,486 1,154
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 7.7 0.0 46.7 79.6 61.8 87.4 38.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 8 10 11 11
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 62,278
COMMITMENTS
8,727 27,393 0 47,700 29,661 56,427 57,054 5,851 5,224
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -665)
288 -1,247 0 -1,331 820 -1,043 -427 378 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 44.0 0.0 76.6 47.6 90.6 91.6 9.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
6 13 0 27 24 33 37
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,368
COMMITMENTS
7,743 14,737 28 36,359 28,156 44,130 42,921 7,238 8,447
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -825)
24 2,652 -10 -889 3,021 -875 5,663 50 -6,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 28.7 0.1 70.8 54.8 85.9 83.6 14.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 19 1 27 25 42 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 346,387
COMMITMENTS
88,822 155,239 3,406 215,218 167,270 307,445 325,915 38,942 20,472
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 16,969)
28,582 23,416 -928 14,021 -8,602 41,675 13,887 -24,706 3,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 44.8 1.0 62.1 48.3 88.8 94.1 11.2 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
58 78 11 48 43 111 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 52,354
COMMITMENTS
21,901 4,965 391 10,403 36,251 32,695 41,607 19,659 10,747
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 5,875)
4,681 -7,115 326 -928 11,579 4,079 4,790 1,796 1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.8 9.5 0.7 19.9 69.2 62.5 79.5 37.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 4 1 9 16 26 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,667
COMMITMENTS
5,733 6,772 11 25,864 20,180 31,608 26,962 3,060 7,705
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 1,077)
0 236 2 2,102 -449 2,104 -211 -1,027 1,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 19.5 0.0 74.6 58.2 91.2 77.8 8.8 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
2 17 2 25 26 29 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 426,573
COMMITMENTS
117,715 104,766 4,607 284,782 301,003 407,104 410,376 19,469 16,197
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -7,410)
-5,037 -7,408 161 -3,151 1,081 -8,027 -6,166 617 -1,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 24.6 1.1 66.8 70.6 95.4 96.2 4.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
30 81 30 43 57 94 147
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,884
COMMITMENTS
8,919 12,832 952 19,159 18,268 29,030 32,053 10,854 7,831
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 1,016)
11 -1,042 250 179 1,594 440 803 575 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 32.2 2.4 48.0 45.8 72.8 80.4 27.2 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 23 7 14 17 35 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,444
COMMITMENTS
9,626 3,417 398 18,105 15,926 28,129 19,741 7,315 15,703
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: -1,106)
-2,180 23 355 175 -336 -1,650 42 544 -1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 9.6 1.1 51.1 44.9 79.4 55.7 20.6 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
17 7 2 17 11 34 20
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,984
COMMITMENTS
4,157 800 0 15,349 20,580 19,506 21,380 2,478 604
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 1,414)
-701 62 -93 451 1,268 -343 1,237 1,757 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 3.6 0.0 69.8 93.6 88.7 97.3 11.3 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 0 8 4 15 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 40,001
COMMITMENTS
7,455 4,488 850 18,733 29,361 27,038 34,699 12,963 5,302
CHANGES FROM 07/03/06 (CHANGE IN OPEN INTEREST: 4,541)
20 596 0 3,774 3,252 3,794 3,848 747 693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 11.2 2.1 46.8 73.4 67.6 86.7 32.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
6 9 3 23 33 29 45
Updated July 14, 2006