Futures Only ---Futures Only ---Futures Only ---Futures Only ---Futures Only ---Futures Only
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 774,122
COMMITMENTS
120,446 163,582 15,672 511,053 424,085 647,171 603,339 NOT UPDATED
121,663 172,878 15,986 509,522 414,475 647,171 603,339 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 21.1 2.0 66.0 54.8 83.6 77.9 NOT UPDATED
15.7 22.3 2.1 65.8 53.5 83.6 77.9 UPDATED
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 675,697
COMMITMENTS
170,625 179,009 9,244 372,863 379,203 552,732 567,456 NOT UPDATED
122,728 179,009 8,546 421,458 379,901 552,732 567,456 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 26.5 1.4 55.2 56.1 81.8 84.0 NOT UPDATED
18.2 26.5 1.3 62.4 56.2 81.8 84.0 UPDATED
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,118,976
COMMITMENTS
523,074 363,619 88,577 1228917 1291636 1840568 1743832 NOT UPDATED
545,646 347,995 85,191 1209731 1310646 1840568 1743832 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 17.2 4.2 58.0 61.0 86.9 82.3 NOT UPDATED
25.8 16.4 4.0 57.1 61.9 86.9 82.3 UPDATED
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,350,029
COMMITMENTS
268,362 243,761 59,910 794,549 785,051 1122821 1088722 NOT UPDATED
260,381 242,687 58,345 804,095 787,690 1122821 1088722 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 18.1 4.4 58.9 58.2 83.2 80.6 NOT UPDATED
19.3 18.0 4.3 59.6 58.3 83.2 80.6 UPDATED
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 581,846
COMMITMENTS
92,390 131,293 138,711 254,994 243,106 486,095 513,110 NOT UPDATED
80,484 129,785 133,645 271,966 249,680 486,095 513,110 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 22.6 23.8 43.8 41.8 83.5 88.2 NOT UPDATED
13.8 22.3 23.0 46.7 42.9 83.5 88.2 UPDATED
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,602
COMMITMENTS
12,614 3,525 5 19,241 48,052 31,860 51,582 NOT UPDATED
10,710 3,525 5 21,145 48,052 31,860 51,582 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 6.1 0.0 33.4 83.4 55.3 89.5 NOT UPDATED
18.6 6.1 0.0 36.7 83.4 55.3 89.5 UPDATED
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,049
COMMITMENTS
66,963 21,392 325 20,837 21,051 88,125 42,768 NOT UPDATED
21,590 21,392 325 66,210 21,051 88,125 42,768 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.5 22.5 0.3 21.9 22.1 92.7 45.0 NOT UPDATED
22.7 22.5 0.3 69.7 22.1 92.7 45.0 UPDATED
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 21,709
COMMITMENTS
9,189 2,076 457 11,840 18,979 21,486 21,512 NOT UPDATED
10,044 5,372 457 10,985 15,683 21,486 21,512 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 9.6 2.1 54.5 87.4 99.0 99.1 NOT UPDATED
46.3 24.7 2.1 50.6 72.2 99.0 99.1 UPDATED
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 114,075
COMMITMENTS
42,962 11,294 43 41,091 87,974 84,096 99,311 NOT UPDATED
56,297 11,294 43 27,756 87,974 84,096 99,311 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 9.9 0.0 36.0 77.1 73.7 87.1 NOT UPDATED
49.4 9.9 0.0 24.3 77.1 73.7 87.1 UPDATED
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 195,626
COMMITMENTS
25,985 68,375 1,076 138,272 97,439 165,333 166,890 NOT UPDATED
25,391 68,375 1,076 138,866 97,439 165,333 166,890 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 35.0 0.6 70.7 49.8 84.5 85.3 NOT UPDATED
13.0 35.0 0.6 71.0 49.8 84.5 85.3 UPDATED
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 157,856
COMMITMENTS
84,501 11,643 625 21,526 118,818 106,652 131,086 NOT UPDATED
85,072 11,643 645 20,935 118,798 106,652 131,086 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.5 7.4 0.4 13.6 75.3 67.6 83.0 NOT UPDATED
53.9 7.4 0.4 13.3 75.3 67.6 83.0 UPDATED
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 41,704
COMMITMENTS
16,088 1,629 60 20,953 34,794 37,101 36,483 NOT UPDATED
13,538 1,629 60 23,503 34,794 37,101 36,483 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 3.9 0.1 50.2 83.4 89.0 87.5 NOT UPDATED
32.5 3.9 0.1 56.4 83.4 89.0 87.5 UPDATED
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,899,184
COMMITMENTS
667,350 1065321 1477864 6595327 5879575 8740541 8422760 NOT UPDATED
687,693 962,368 1457476 6595372 6002916 8740541 8422760 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 10.8 14.9 66.6 59.4 88.3 85.1 NOT UPDATED
6.9 9.7 14.7 66.6 60.6 88.3 85.1 UPDATED
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 619,115
COMMITMENTS
83,006 60,509 2,777 395,431 450,665 481,214 513,951 NOT UPDATED
71,652 60,250 1,890 407,672 451,811 481,214 513,951 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 9.8 0.4 63.9 72.8 77.7 83.0 NOT UPDATED
11.6 9.7 0.3 65.8 73.0 77.7 83.0 UPDATED
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,386,714
COMMITMENTS
169,216 351,178 28,104 868,737 880,627 1066057 1259909 NOT UPDATED
168,150 362,796 28,538 869,369 868,575 1066057 1259909 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 25.3 2.0 62.6 63.5 76.9 90.9 NOT UPDATED
12.1 26.2 2.1 62.7 62.6 76.9 90.9 UPDATED
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,494
COMMITMENTS
1,339 705 0 4,254 7,279 5,593 7,984 NOT UPDATED
622 0 0 4,971 7,984 5,593 7,984 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 7.4 0.0 44.8 76.7 58.9 84.1 NOT UPDATED
6.6 0.0 0.0 52.4 84.1 58.9 84.1 UPDATED
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 70,131
COMMITMENTS
8,929 31,440 24 56,422 30,486 65,375 61,950 NOT UPDATED
8,929 28,398 24 56,422 33,528 65,375 61,950 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 44.8 0.0 80.5 43.5 93.2 88.3 NOT UPDATED
12.7 40.5 0.0 80.5 47.8 93.2 88.3 UPDATED
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,500
COMMITMENTS
9,994 17,415 42 36,573 31,796 46,609 49,253 NOT UPDATED
6,277 15,582 42 40,290 33,629 46,609 49,253 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 31.4 0.1 65.9 57.3 84.0 88.7 NOT UPDATED
11.3 28.1 0.1 72.6 60.6 84.0 88.7 UPDATED
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 420,045
COMMITMENTS
90,752 199,719 2,585 306,181 190,515 399,518 392,819 NOT UPDATED
47,398 198,904 2,585 349,535 191,330 399,518 392,819 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 47.5 0.6 72.9 45.4 95.1 93.5 NOT UPDATED
11.3 47.4 0.6 83.2 45.5 95.1 93.5 UPDATED
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,450
COMMITMENTS
5,733 6,675 9 30,715 25,573 36,457 32,257 NOT UPDATED
400 6,457 9 36,048 25,791 36,457 32,257 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 16.5 0.0 75.9 63.2 90.1 79.7 NOT UPDATED
1.0 16.0 0.0 89.1 63.8 90.1 79.7 UPDATED
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 455,254
COMMITMENTS
125,434 99,103 1,584 302,419 337,527 429,437 438,214 NOT UPDATED
50,736 96,919 1,584 377,117 339,711 429,437 438,214 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 21.8 0.3 66.4 74.1 94.3 96.3 NOT UPDATED
11.1 21.3 0.3 82.8 74.6 94.3 96.3 UPDATED
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 40,846
COMMITMENTS
9,236 13,798 609 18,543 17,845 28,388 32,252 NOT UPDATED
9,236 13,441 609 18,543 18,202 28,388 32,252 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 33.8 1.5 45.4 43.7 69.5 79.0 NOT UPDATED
22.6 32.9 1.5 45.4 44.6 69.5 79.0 UPDATED
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 40,180
COMMITMENTS
7,733 3,373 140 25,119 17,745 32,992 21,258 NOT UPDATED
5,476 3,373 140 27,376 17,745 32,992 21,258 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 8.4 0.3 62.5 44.2 82.1 52.9 NOT UPDATED
13.6 8.4 0.3 68.1 44.2 82.1 52.9 UPDATED
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT |
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 41,889
COMMITMENTS
5,568 5,004 1,862 20,660 28,663 28,090 35,529 NOT UPDATED
4,253 4,898 287 23,550 30,344 28,090 35,529 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 11.9 4.4 49.3 68.4 67.1 84.8 NOT UPDATED
10.2 11.7 0.7 56.2 72.4 67.1 84.8 UPDATED
Options and Futures Combined ---Options and Futures Combined ---Options and Futures Combined
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,034,381
COMMITMENTS
115,720 160,876 175,886 597,886 504,025 889,492 840,787 NOT UPDATED
116,934 169,878 177,330 595,228 493,579 889,492 840,787 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 15.6 17.0 57.8 48.7 86.0 81.3 NOT UPDATED
11.3 16.4 17.1 57.5 47.7 86.0 81.3 UPDATED
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 687,602
COMMITMENTS
170,444 178,758 14,590 377,493 383,167 562,527 576,515 NOT UPDATED
122,547 178,758 13,892 426,088 383,865 562,527 576,515 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 26.0 2.1 54.9 55.7 81.8 83.8 NOT UPDATED
17.8 26.0 2.0 62.0 55.8 81.8 83.8 UPDATED
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,691,319
COMMITMENTS
518,352 328,641 357,347 1502765 1595635 2378465 2281623 NOT UPDATED
540,825 313,017 354,066 1483574 1614541 2378465 2281623 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 12.2 13.3 55.8 59.3 88.4 84.8 NOT UPDATED
20.1 11.6 13.2 55.1 60.0 88.4 84.8 UPDATED
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,534,968
COMMITMENTS
273,165 237,739 164,110 853,952 853,663 1291227 1255512 NOT UPDATED
265,184 236,568 162,489 863,554 856,455 1291227 1255512 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 15.5 10.7 55.6 55.6 84.1 81.8 NOT UPDATED
17.3 15.4 10.6 56.3 55.8 84.1 81.8 UPDATED
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(INTEREST ON $5,000,000 FED FUNDS) OPEN INTEREST: 698,323
COMMITMENTS
89,816 133,510 206,243 304,708 287,553 600,767 627,305 NOT UPDATED
77,477 132,002 199,483 323,807 295,820 600,767 627,305 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 19.1 29.5 43.6 41.2 86.0 89.8 NOT UPDATED
11.1 18.9 28.6 46.4 42.4 86.0 89.8 UPDATED
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,589
COMMITMENTS
12,837 3,599 856 19,478 48,383 33,170 52,837 NOT UPDATED
10,933 3,599 856 21,382 48,383 33,170 52,837 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 6.0 1.4 32.7 81.2 55.7 88.7 NOT UPDATED
18.3 6.0 1.4 35.9 81.2 55.7 88.7 UPDATED
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,297
COMMITMENTS
67,373 21,711 3,325 24,331 24,347 95,029 49,384 NOT UPDATED
22,000 21,711 3,325 69,704 24,347 95,029 49,384 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.9 21.2 3.3 23.8 23.8 92.9 48.3 NOT UPDATED
21.5 21.2 3.3 68.1 23.8 92.9 48.3 UPDATED
INTEREST RATE SWAPS 10YR - 3MO - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 NOTIONAL PRINCIPA OPEN INTEREST: 21,709
COMMITMENTS
9,189 2,076 457 11,840 18,979 21,486 21,512 NOT UPDATED
10,044 5,372 457 10,985 15,683 21,486 21,512 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 9.6 2.1 54.5 87.4 99.0 99.1 NOT UPDATED
46.3 24.7 2.1 50.6 72.2 99.0 99.1 UPDATED
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 116,684
COMMITMENTS
42,942 11,081 388 41,576 88,183 84,907 99,653 NOT UPDATED
56,277 11,081 388 28,241 88,183 84,907 99,653 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 9.5 0.3 35.6 75.6 72.8 85.4 NOT UPDATED
48.2 9.5 0.3 24.2 75.6 72.8 85.4 UPDATED
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 246,090
COMMITMENTS
24,143 71,694 7,506 178,615 135,338 210,264 214,537 NOT UPDATED
23,549 71,694 7,506 179,209 135,338 210,264 214,537 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 29.1 3.0 72.6 55.0 85.4 87.2 NOT UPDATED
9.6 29.1 3.0 72.8 55.0 85.4 87.2 UPDATED
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 187,609
COMMITMENTS
86,623 11,392 15,719 28,041 126,539 130,384 153,650 NOT UPDATED
87,194 11,392 15,739 27,450 126,519 130,384 153,650 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.2 6.1 8.4 14.9 67.4 69.5 81.9 NOT UPDATED
46.5 6.1 8.4 14.6 67.4 69.5 81.9 UPDATED
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 41,704
COMMITMENTS
16,088 1,629 60 20,953 34,794 37,101 36,483 NOT UPDATED
13,538 1,629 60 23,503 34,794 37,101 36,483 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 3.9 0.1 50.2 83.4 89.0 87.5 NOT UPDATED
32.5 3.9 0.1 56.4 83.4 89.0 87.5 UPDATED
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 19,191,209
COMMITMENTS
612,463 801,649 7446745 9809286 9292284 17868494 17540677 NOT UPDATED
632,777 676,527 7435545 9800173 9428605 17868494 17540677 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 4.2 38.8 51.1 48.4 93.1 91.4 NOT UPDATED
3.3 3.5 38.7 51.1 49.1 93.1 91.4 UPDATED
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 714,055
COMMITMENTS
90,949 60,642 54,331 414,705 471,954 559,985 586,927 NOT UPDATED
79,225 59,445 53,001 427,759 474,481 559,985 586,927 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 8.5 7.6 58.1 66.1 78.4 82.2 NOT UPDATED
11.1 8.3 7.4 59.9 66.4 78.4 82.2 UPDATED
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,455,622
COMMITMENTS
167,042 356,523 64,194 898,263 900,553 1129499 1321270 NOT UPDATED
165,976 364,474 69,369 894,153 887,427 1129499 1321270 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 24.5 4.4 61.7 61.9 77.6 90.8 NOT UPDATED
11.4 25.0 4.8 61.4 61.0 77.6 90.8 UPDATED
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 9,494
COMMITMENTS
1,339 705 0 4,254 7,279 5,593 7,984 NOT UPDATED
622 0 0 4,971 7,984 5,593 7,984 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 7.4 0.0 44.8 76.7 58.9 84.1 NOT UPDATED
6.6 0.0 0.0 52.4 84.1 58.9 84.1 UPDATED
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 70,131
COMMITMENTS
8,929 31,440 24 56,422 30,486 65,375 61,950 NOT UPDATED
8,929 28,398 24 56,422 33,528 65,375 61,950 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 44.8 0.0 80.5 43.5 93.2 88.3 NOT UPDATED
12.7 40.5 0.0 80.5 47.8 93.2 88.3 UPDATED
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 55,638
COMMITMENTS
9,994 17,416 42 36,643 31,898 46,679 49,356 NOT UPDATED
6,277 15,583 42 40,360 33,731 46,679 49,356 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 31.3 0.1 65.9 57.3 83.9 88.7 NOT UPDATED
11.3 28.0 0.1 72.5 60.6 83.9 88.7 UPDATED
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 424,397
COMMITMENTS
91,433 200,169 4,278 307,815 192,464 403,526 396,910 NOT UPDATED
48,079 199,354 4,278 351,169 193,279 403,526 396,910 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 47.2 1.0 72.5 45.3 95.1 93.5 NOT UPDATED
11.3 47.0 1.0 82.7 45.5 95.1 93.5 UPDATED
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,457
COMMITMENTS
5,733 6,674 12 30,717 25,573 36,462 32,258 NOT UPDATED
400 6,456 12 36,050 25,791 36,462 32,258 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 16.5 0.0 75.9 63.2 90.1 79.7 NOT UPDATED
1.0 16.0 0.0 89.1 63.7 90.1 79.7 UPDATED
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 459,812
COMMITMENTS
125,044 99,114 4,373 304,051 338,913 433,468 442,400 NOT UPDATED
50,346 96,930 4,373 378,749 341,097 433,468 442,400 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 21.6 1.0 66.1 73.7 94.3 96.2 NOT UPDATED
10.9 21.1 1.0 82.4 74.2 94.3 96.2 UPDATED
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 41,558
COMMITMENTS
8,549 13,799 1,308 19,242 17,857 29,100 32,964 NOT UPDATED
8,549 13,442 1,308 19,242 18,214 29,100 32,964 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 33.2 3.1 46.3 43.0 70.0 79.3 NOT UPDATED
20.6 32.3 3.1 46.3 43.8 70.0 79.3 UPDATED
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 40,180
COMMITMENTS
7,733 3,373 140 25,119 17,745 32,992 21,258 NOT UPDATED
5,476 3,373 140 27,376 17,745 32,992 21,258 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 8.4 0.3 62.5 44.2 82.1 52.9 NOT UPDATED
13.6 8.4 0.3 68.1 44.2 82.1 52.9 UPDATED
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/01/06 |
--------------------------------------------------------------|
NON-COMMERCIAL | COMMERCIAL | TOTAL | UPDATED/
--------------------------|-----------------|-----------------| NOT UPDATED
Long | Short |Spreads | Long | Short | Long | Short |
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 41,889
COMMITMENTS
5,568 5,004 1,862 20,660 28,663 28,090 35,529 NOT UPDATED
4,253 4,898 287 23,550 30,344 28,090 35,529 UPDATED
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 11.9 4.4 49.3 68.4 67.1 84.8 NOT UPDATED
10.2 11.7 0.7 56.2 72.4 67.1 84.8 UPDATED
Updated August 4, 2006