MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 38,542
COMMITMENTS
862 5,784 3,325 29,383 18,002 33,571 27,111 4,971 11,431
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 592)
37 584 -2 739 271 774 853 -182 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 15.0 8.6 76.2 46.7 87.1 70.3 12.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
5 21 14 29 20 46 43
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 169,562
COMMITMENTS
32,216 18,001 38,126 79,833 73,174 150,175 129,301 19,387 40,261
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 5,203)
2,424 999 1,907 912 1,054 5,243 3,961 -40 1,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 10.6 22.5 47.1 43.2 88.6 76.3 11.4 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
57 65 70 38 47 147 145
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 276,029
COMMITMENTS
52,747 12,867 72,217 122,150 126,891 247,114 211,975 28,914 64,053
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 195)
-487 59 -722 246 -1,613 -963 -2,276 1,158 2,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 4.7 26.2 44.3 46.0 89.5 76.8 10.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
97 47 100 108 154 268 267
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 7,101
COMMITMENTS
2,698 2,771 1,178 1,228 1,015 5,104 4,964 1,997 2,137
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 1,309)
122 59 513 315 455 950 1,028 359 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 39.0 16.6 17.3 14.3 71.9 69.9 28.1 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
18 28 19 17 13 46 54
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 37,107
COMMITMENTS
12,802 2,143 7,370 10,490 11,458 30,662 20,971 6,445 16,136
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 822)
-80 97 610 -9 4 522 712 300 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 5.8 19.9 28.3 30.9 82.6 56.5 17.4 43.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
49 20 33 48 68 117 112
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 97,735
COMMITMENTS
20,212 27,501 5,093 33,884 44,555 59,189 77,150 38,546 20,585
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -6,974)
-6,130 -3,743 164 274 -2,032 -5,692 -5,610 -1,282 -1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 28.1 5.2 34.7 45.6 60.6 78.9 39.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
18 20 7 24 21 45 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 65,680
COMMITMENTS
17,487 26,897 88 35,522 21,491 53,097 48,476 12,582 17,204
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -8,331)
870 -10,683 -8 -9,629 3,703 -8,767 -6,988 436 -1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 41.0 0.1 54.1 32.7 80.8 73.8 19.2 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 15 2 7 9 22 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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: 86,546
COMMITMENTS
27,255 9,581 412 52,166 71,240 79,833 81,233 6,713 5,313
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 4,408)
10,630 1,024 257 -8,548 794 2,339 2,075 2,069 2,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 11.1 0.5 60.3 82.3 92.2 93.9 7.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
34 14 2 14 21 49 36
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED 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: 116,684
COMMITMENTS
56,277 11,081 388 28,241 88,183 84,907 99,653 31,777 17,031
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 12,365)
21,594 -887 168 -15,212 11,298 6,549 10,578 5,816 1,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.2 9.5 0.3 24.2 75.6 72.8 85.4 27.2 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
22 10 4 11 24 36 35
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 246,090
COMMITMENTS
23,549 71,694 7,506 179,209 135,338 210,264 214,537 35,826 31,553
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -13,070)
1,649 -33,369 -1,118 -14,729 24,061 -14,197 -10,426 1,127 -2,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 29.1 3.0 72.8 55.0 85.4 87.2 14.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
28 41 15 33 24 70 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 187,609
COMMITMENTS
87,194 11,392 15,739 27,450 126,519 130,384 153,650 57,225 33,959
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 14,923)
21,638 -4,308 485 -8,864 20,047 13,259 16,224 1,664 -1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 6.1 8.4 14.6 67.4 69.5 81.9 30.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
64 27 33 27 36 106 81
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 19,191,209
COMMITMENTS
632,777 676,527 7435545 9800173 9428605 17868494 17540677 1322715 1650531
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 727,367)
145,369 -207,982 421,515 173,895 564,437 740,779 777,971 -13,413 -50,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 3.5 38.7 51.1 49.1 93.1 91.4 6.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
63 88 128 152 163 297 304
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 714,055
COMMITMENTS
79,225 59,445 53,001 427,759 474,481 559,985 586,927 154,070 127,128
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 5,763)
-9,161 -4,951 4,415 18,076 7,952 13,331 7,416 -7,567 -1,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 8.3 7.4 59.9 66.4 78.4 82.2 21.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
58 48 63 85 65 179 140
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 1,455,622
COMMITMENTS
165,976 364,474 69,369 894,153 887,427 1129499 1321270 326,124 134,352
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 20,769)
-25,481 5,723 17,264 41,629 -2,119 33,412 20,868 -12,643 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 25.0 4.8 61.4 61.0 77.6 90.8 22.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
49 80 54 82 69 167 167
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 55,638
COMMITMENTS
6,277 15,583 42 40,360 33,731 46,679 49,356 8,959 6,282
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: -1,173)
-4,256 -47 -1 3,575 3,334 -682 3,286 -491 -4,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 28.0 0.1 72.5 60.6 83.9 88.7 16.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 20 1 27 26 42 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 424,397
COMMITMENTS
48,079 199,354 4,278 351,169 193,279 403,526 396,910 20,871 27,487
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 1,097)
-35,354 14,897 -4,737 58,095 -13,136 18,004 -2,977 -16,907 4,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 47.0 1.0 82.7 45.5 95.1 93.5 4.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
48 86 13 54 44 107 138
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 68,817
COMMITMENTS
40,195 2,008 201 3,493 57,753 43,889 59,961 24,928 8,855
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 5,879)
3,149 -1,629 75 -67 7,551 3,157 5,997 2,722 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.4 2.9 0.3 5.1 83.9 63.8 87.1 36.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
27 3 1 6 19 34 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED 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: 40,457
COMMITMENTS
400 6,456 12 36,050 25,791 36,462 32,258 3,996 8,199
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 TRADER
1.0 16.0 0.0 89.1 63.7 90.1 79.7 9.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
1 15 2 28 26 31 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 459,812
COMMITMENTS
50,346 96,930 4,373 378,749 341,097 433,468 442,400 26,344 17,412
CHANGES FROM 07/25/06 (CHANGE IN OPEN INTEREST: 6,437)
-70,606 -1,025 -459 70,694 7,389 -371 5,905 6,808 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 21.1 1.0 82.4 74.2 94.3 96.2 5.7 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
35 66 30 45 63 90 149
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 41,558
COMMITMENTS
8,549 13,442 1,308 19,242 18,214 29,100 32,964 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 TRADER
20.6 32.3 3.1 46.3 43.8 70.0 79.3 30.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 20 7 16 19 34 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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