BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 3,859
COMMITMENTS
258 0 106 2,612 3,236 2,976 3,342 883 517
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 168)
214 0 -22 34 172 226 150 -58 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 0.0 2.7 67.7 83.9 77.1 86.6 22.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 0 1 13 10 18 11
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 35,110
COMMITMENTS
1,516 3,233 3,659 25,306 18,196 30,480 25,088 4,630 10,022
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 1,137)
206 -99 185 781 809 1,172 895 -35 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 9.2 10.4 72.1 51.8 86.8 71.5 13.2 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 10 14 27 20 43 39
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 178,364
COMMITMENTS
34,816 14,714 43,571 79,344 78,648 157,731 136,933 20,633 41,431
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -6,537)
-5,814 -289 -1,059 63 -4,709 -6,810 -6,057 273 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 8.2 24.4 44.5 44.1 88.4 76.8 11.6 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
60 56 83 38 47 162 146
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 253,351
COMMITMENTS
52,105 19,744 68,338 105,951 108,373 226,394 196,455 26,957 56,896
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 2,870)
-1,876 1,677 3,609 1,874 413 3,607 5,699 -737 -2,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 7.8 27.0 41.8 42.8 89.4 77.5 10.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
97 52 80 106 147 246 251
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,944
COMMITMENTS
2,916 2,901 964 1,309 994 5,188 4,859 1,756 2,085
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 607)
-34 309 198 224 166 388 673 219 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.0 41.8 13.9 18.8 14.3 74.7 70.0 25.3 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
19 28 20 17 15 48 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,764
COMMITMENTS
8,843 4,728 7,325 8,336 6,591 24,504 18,645 6,259 12,119
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -3,057)
-564 76 -127 -1,813 -1,907 -2,505 -1,958 -553 -1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 15.4 23.8 27.1 21.4 79.7 60.6 20.3 39.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
41 26 27 35 41 89 85
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 99,998
COMMITMENTS
38,486 32,585 3,725 26,317 40,949 68,528 77,259 31,470 22,739
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -44,899)
-2,477 -7,992 -731 -43,021 -35,585 -46,230 -44,309 1,331 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 32.6 3.7 26.3 40.9 68.5 77.3 31.5 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
21 26 11 18 16 48 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 71,151
COMMITMENTS
10,506 39,517 397 50,676 11,749 61,579 51,662 9,572 19,488
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -6,944)
368 -14,628 36 -7,069 8,866 -6,666 -5,726 -278 -1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 55.5 0.6 71.2 16.5 86.5 72.6 13.5 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 22 2 11 10 19 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 54,586
COMMITMENTS
16,227 20,494 330 34,717 30,039 51,274 50,863 3,312 3,723
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 1,877)
-4,838 1,891 -429 6,720 -32 1,453 1,430 424 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 37.5 0.6 63.6 55.0 93.9 93.2 6.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
26 17 3 19 10 46 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 125,243
COMMITMENTS
74,657 17,513 1,410 17,849 89,651 93,917 108,574 31,327 16,669
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 18,340)
14,441 221 410 -1,208 16,943 13,643 17,574 4,697 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 14.0 1.1 14.3 71.6 75.0 86.7 25.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
30 11 7 13 23 46 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 263,902
COMMITMENTS
38,038 130,516 8,021 184,319 87,792 230,378 226,328 33,524 37,574
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -3,207)
7,657 4,190 329 -9,647 -6,942 -1,661 -2,423 -1,545 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 49.5 3.0 69.8 33.3 87.3 85.8 12.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
29 45 15 28 22 62 77
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 159,111
COMMITMENTS
67,458 17,714 11,023 24,365 94,963 102,847 123,700 56,264 35,411
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 8,214)
-1,988 -514 750 4,815 10,448 3,577 10,683 4,637 -2,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 11.1 6.9 15.3 59.7 64.6 77.7 35.4 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
50 21 28 33 33 92 73
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 17,727
COMMITMENTS
13,141 468 0 2,272 16,282 15,413 16,750 2,314 977
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 119)
-209 0 0 -296 64 -505 64 624 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.1 2.6 0.0 12.8 91.8 86.9 94.5 13.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 2 0 7 10 14 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 16,521,568
COMMITMENTS
780,382 679,407 5655366 8903702 8787362 15339450 15122135 1182118 1399434
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 858,073)
210,918 -112,127 453,612 230,778 615,401 895,307 956,886 -37,234 -98,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 4.1 34.2 53.9 53.2 92.8 91.5 7.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
71 68 115 150 157 282 285
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 704,916
COMMITMENTS
76,529 33,945 54,405 424,238 450,217 555,172 538,567 149,744 166,349
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 23,110)
2,052 698 7,146 6,199 5,225 15,397 13,069 7,714 10,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 4.8 7.7 60.2 63.9 78.8 76.4 21.2 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
52 44 61 82 64 171 132
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,522,094
COMMITMENTS
275,504 333,883 84,123 751,413 944,815 1111040 1362821 411,054 159,273
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 151,822)
71,510 61,194 18,667 39,709 68,808 129,886 148,670 21,937 3,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 21.9 5.5 49.4 62.1 73.0 89.5 27.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
66 87 57 77 73 186 174
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 66,145
COMMITMENTS
5,985 33,187 27 55,496 27,561 61,508 60,775 4,637 5,370
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 2,146)
571 1,230 0 1,751 792 2,322 2,022 -176 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 50.2 0.0 83.9 41.7 93.0 91.9 7.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
10 8 1 26 20 37 28
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 47,745
COMMITMENTS
7,700 12,524 184 28,602 27,423 36,486 40,131 11,260 7,614
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -1,145)
-611 -428 43 1,679 -83 1,110 -469 -2,255 -676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 26.2 0.4 59.9 57.4 76.4 84.1 23.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 16 3 23 27 43 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 437,684
COMMITMENTS
72,991 152,485 19,689 318,252 225,734 410,932 397,909 26,753 39,776
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 49,015)
13,243 36,413 5,939 28,334 26,756 47,517 69,109 1,498 -20,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 34.8 4.5 72.7 51.6 93.9 90.9 6.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
60 53 18 55 44 126 104
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 57,804
COMMITMENTS
34,442 4,395 57 3,532 44,390 38,031 48,842 19,773 8,962
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: -4,614)
-4,613 -1,057 -13 627 -4,607 -3,999 -5,677 -615 1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 7.6 0.1 6.1 76.8 65.8 84.5 34.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
22 5 1 8 16 31 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,413
COMMITMENTS
800 4,926 0 28,961 16,727 29,761 21,653 3,652 11,760
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 1,611)
0 -759 0 1,843 1,824 1,843 1,065 -232 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 14.7 0.0 86.7 50.1 89.1 64.8 10.9 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
2 12 0 26 22 28 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 424,967
COMMITMENTS
37,303 132,394 3,772 337,704 272,528 378,779 408,694 46,188 16,272
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 18,515)
4,678 19,038 863 8,300 939 13,840 20,840 4,674 -2,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 31.2 0.9 79.5 64.1 89.1 96.2 10.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
26 90 33 45 61 98 157
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,265
COMMITMENTS
7,585 15,799 513 22,023 20,739 30,121 37,050 13,144 6,215
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 3,434)
395 -380 0 2,189 2,971 2,584 2,591 850 843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 36.5 1.2 50.9 47.9 69.6 85.6 30.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
17 17 5 15 26 32 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 38,812
COMMITMENTS
16,529 3,347 99 15,722 9,856 32,350 13,302 6,462 25,510
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 2,757)
297 952 99 3,183 1,154 3,579 2,205 -822 552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 8.6 0.3 40.5 25.4 83.4 34.3 16.6 65.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
15 6 1 19 9 34 16
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 19,274
COMMITMENTS
3,436 1,647 107 15,180 16,936 18,723 18,690 551 584
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 324)
62 -126 14 185 630 261 518 63 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 8.5 0.6 78.8 87.9 97.1 97.0 2.9 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 2 8 4 15 10
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 52,104
COMMITMENTS
3,780 6,428 1,860 26,935 35,235 32,575 43,523 19,529 8,581
CHANGES FROM 09/19/06 (CHANGE IN OPEN INTEREST: 2,677)
-1,246 1,653 -197 641 5,116 -802 6,572 3,479 -3,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 12.3 3.6 51.7 67.6 62.5 83.5 37.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
3 9 4 30 34 36 44
Updated September 29, 2006