BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,691
COMMITMENTS
44 0 128 2,578 3,064 2,750 3,192 941 499
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -40)
26 0 22 -119 -19 -71 3 31 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 0.0 3.5 69.8 83.0 74.5 86.5 25.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 0 2 13 10 15 12
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 33,973
COMMITMENTS
1,310 3,333 3,473 24,525 17,387 29,308 24,193 4,664 9,780
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,759)
53 747 149 1,044 849 1,246 1,746 513 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 9.8 10.2 72.2 51.2 86.3 71.2 13.7 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 9 12 27 21 42 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 184,901
COMMITMENTS
40,630 15,004 44,630 79,281 83,357 164,540 142,991 20,361 41,910
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -2,468)
-2,531 -2,642 2,863 -702 -2,956 -370 -2,735 -2,099 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 8.1 24.1 42.9 45.1 89.0 77.3 11.0 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
79 59 84 39 49 181 149
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 250,481
COMMITMENTS
53,980 18,067 64,729 104,077 107,960 222,786 190,756 27,694 59,725
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 2,067)
-7,756 -2,144 6,915 4,338 -1,835 3,498 2,936 -1,431 -869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 7.2 25.8 41.6 43.1 88.9 76.2 11.1 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
99 44 80 100 148 245 248
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,336
COMMITMENTS
2,949 2,592 766 1,084 829 4,799 4,186 1,537 2,150
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 299)
78 109 128 79 39 286 276 13 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.5 40.9 12.1 17.1 13.1 75.7 66.1 24.3 33.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 28 15 11 11 38 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,821
COMMITMENTS
9,407 4,652 7,453 10,149 8,498 27,009 20,602 6,812 13,218
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 424)
-1,008 1,300 993 571 -1,047 556 1,246 -132 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 13.8 22.0 30.0 25.1 79.9 60.9 20.1 39.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
47 27 29 39 47 101 94
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 144,896
COMMITMENTS
40,962 40,578 4,457 69,338 76,534 114,758 121,568 30,139 23,328
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,339)
3,079 17,056 274 5,968 -17,035 9,321 295 -7,981 1,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 28.0 3.1 47.9 52.8 79.2 83.9 20.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 27 11 30 24 61 55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 78,095
COMMITMENTS
10,138 54,145 361 57,745 2,883 68,245 57,389 9,850 20,706
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -20,591)
-1,906 9,074 17 -17,072 -29,279 -18,962 -20,188 -1,629 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 69.3 0.5 73.9 3.7 87.4 73.5 12.6 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 27 1 11 5 18 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 52,709
COMMITMENTS
21,065 18,603 759 27,997 30,071 49,821 49,433 2,888 3,276
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -28,616)
-51 5,562 -1,221 -27,419 -32,510 -28,691 -28,169 74 -447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.0 35.3 1.4 53.1 57.1 94.5 93.8 5.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
31 12 3 18 10 51 24
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 106,904
COMMITMENTS
60,216 17,292 1,000 19,057 72,708 80,274 91,000 26,630 15,903
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -23,195)
9,955 4,525 -4,942 -25,213 -16,086 -20,200 -16,503 -2,995 -6,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 16.2 0.9 17.8 68.0 75.1 85.1 24.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
26 11 7 13 19 42 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 267,109
COMMITMENTS
30,381 126,325 7,692 193,967 94,734 232,039 228,751 35,070 38,358
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -48,862)
-401 -8,193 547 -44,741 -23,867 -44,595 -31,514 -4,267 -17,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 47.3 2.9 72.6 35.5 86.9 85.6 13.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
27 46 13 27 24 59 78
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 150,897
COMMITMENTS
69,446 18,228 10,274 19,550 84,515 99,270 113,017 51,627 37,881
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -34,742)
-9,790 5,750 144 -17,973 -37,975 -27,619 -32,080 -7,123 -2,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.0 12.1 6.8 13.0 56.0 65.8 74.9 34.2 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
51 20 26 28 32 83 74
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 17,608
COMMITMENTS
13,350 468 0 2,568 16,218 15,918 16,686 1,690 922
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -1,712)
3,600 229 -26 -5,297 -1,819 -1,723 -1,616 11 -96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.8 2.7 0.0 14.6 92.1 90.4 94.8 9.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 2 0 7 9 14 11
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 15,663,495
COMMITMENTS
569,465 791,533 5201754 8672924 8171961 14444143 14165249 1219352 1498246
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -4,046,519)
-260,643 79,007 -2127472 -1524168 -1882687 -3912282 -3931152 -134,237 -115,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 5.1 33.2 55.4 52.2 92.2 90.4 7.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
59 77 113 148 157 275 288
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 681,806
COMMITMENTS
74,477 33,247 47,259 418,039 444,993 539,776 525,499 142,030 156,307
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -125,067)
-8,426 -16,082 -10,917 -82,200 -76,080 -101,543 -103,079 -23,524 -21,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.9 6.9 61.3 65.3 79.2 77.1 20.8 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
48 44 59 83 64 168 130
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,370,272
COMMITMENTS
203,994 272,689 65,456 711,704 876,007 981,154 1214152 389,118 156,120
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -726,560)
-58,501 -187,596 -62,432 -532,196 -448,469 -653,130 -698,497 -73,431 -28,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 19.9 4.8 51.9 63.9 71.6 88.6 28.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
53 76 49 71 70 157 162
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,999
COMMITMENTS
5,414 31,957 27 53,745 26,769 59,186 58,753 4,813 5,246
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -23,336)
-1,612 2,768 0 -15,802 -16,211 -17,414 -13,443 -5,922 -9,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 49.9 0.0 84.0 41.8 92.5 91.8 7.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 11 1 25 20 33 31
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 48,890
COMMITMENTS
8,311 12,953 141 26,923 27,506 35,376 40,600 13,514 8,290
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -18,730)
794 32 -2,097 -17,473 -8,585 -18,776 -10,650 47 -8,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 26.5 0.3 55.1 56.3 72.4 83.0 27.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
21 17 3 23 27 46 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 388,670
COMMITMENTS
59,748 116,073 13,750 289,918 198,978 363,415 328,800 25,254 59,870
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -172,522)
-21,045 -48,666 -14,136 -95,550 -121,927 -130,732 -184,729 -41,790 12,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 29.9 3.5 74.6 51.2 93.5 84.6 6.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
44 69 12 50 44 105 114
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,418
COMMITMENTS
39,055 5,452 70 2,905 48,997 42,030 54,519 20,388 7,899
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -7,410)
13,361 4,247 -1,991 -16,390 -6,189 -5,020 -3,933 -2,391 -3,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.6 8.7 0.1 4.7 78.5 67.3 87.3 32.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
21 5 1 7 17 29 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,802
COMMITMENTS
800 5,685 0 27,118 14,903 27,918 20,588 3,884 11,214
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -21,590)
300 -210 -2,646 -16,058 -18,556 -18,404 -21,411 -3,186 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 17.9 0.0 85.3 46.9 87.8 64.7 12.2 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
2 12 0 22 22 24 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 406,452
COMMITMENTS
32,625 113,356 2,910 329,404 271,589 364,939 387,854 41,513 18,597
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -119,317)
-16,109 -4,601 -7,915 -86,518 -81,665 -110,542 -94,182 -8,775 -25,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 27.9 0.7 81.0 66.8 89.8 95.4 10.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
19 92 30 42 58 86 155
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,831
COMMITMENTS
7,190 16,179 512 19,834 17,768 27,537 34,459 12,294 5,372
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,478)
403 -281 -0 1,694 2,694 2,096 2,413 -618 -935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 40.6 1.3 49.8 44.6 69.1 86.5 30.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
16 19 5 11 24 27 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,055
COMMITMENTS
16,232 2,395 0 12,539 8,702 28,771 11,097 7,284 24,958
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: 1,326)
-654 117 -5 698 1,294 39 1,406 1,287 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 6.6 0.0 34.8 24.1 79.8 30.8 20.2 69.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 4 0 16 8 30 12
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 18,950
COMMITMENTS
3,374 1,773 93 14,995 16,306 18,462 18,172 488 778
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -1,417)
-260 -78 -24 -311 -1,027 -595 -1,129 -822 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 9.4 0.5 79.1 86.0 97.4 95.9 2.6 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 1 8 4 14 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/19/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 49,427
COMMITMENTS
5,026 4,775 2,057 26,294 30,119 33,377 36,951 16,050 12,476
CHANGES FROM 09/12/06 (CHANGE IN OPEN INTEREST: -9,374)
906 -823 147 -6,011 -9,942 -4,958 -10,618 -4,416 1,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 9.7 4.2 53.2 60.9 67.5 74.8 32.5 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
6 9 5 27 33 37 43
Updated September 22, 2006