MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,498
COMMITMENTS
352 1,668 1,062 24,276 14,608 25,690 17,338 3,808 12,160
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 1,085)
-112 298 -13 1,078 -497 953 -212 132 1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 5.7 3.6 82.3 49.5 87.1 58.8 12.9 41.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 8 9 19 17 28 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 146,732
COMMITMENTS
19,031 25,944 33,079 74,401 54,374 126,511 113,397 20,221 33,335
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 1,566)
41 -2,196 863 819 2,389 1,723 1,056 -157 510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 17.7 22.5 50.7 37.1 86.2 77.3 13.8 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
55 60 66 31 36 126 145
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,125
COMMITMENTS
284 468 59 1,033 652 1,376 1,179 749 946
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -489)
18 -337 -238 -198 84 -418 -491 -71 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 22.0 2.8 48.6 30.7 64.8 55.5 35.2 44.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 8 2 8 5 18 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 215,574
COMMITMENTS
43,709 19,123 42,984 99,674 93,121 186,367 155,228 29,207 60,346
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -3,314)
-2,471 566 -1,524 1,819 -138 -2,176 -1,096 -1,138 -2,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 8.9 19.9 46.2 43.2 86.5 72.0 13.5 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
68 66 80 68 110 191 224
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,049
COMMITMENTS
1,801 465 299 1,030 2,722 3,130 3,486 1,919 1,563
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -9)
38 120 -12 47 -127 73 -19 -82 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 9.2 5.9 20.4 53.9 62.0 69.0 38.0 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
19 10 10 11 17 33 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,571
COMMITMENTS
12,351 5,049 4,111 13,441 10,573 29,903 19,733 5,668 15,838
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 726)
434 527 197 178 277 809 1,001 -83 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 14.2 11.6 37.8 29.7 84.1 55.5 15.9 44.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
31 34 27 48 60 99 111
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 115,876
COMMITMENTS
46,710 11,513 1,712 29,696 87,592 78,118 100,817 37,758 15,059
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -2,481)
-5,510 -243 90 2,299 -1,469 -3,121 -1,622 640 -859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 9.9 1.5 25.6 75.6 67.4 87.0 32.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
29 14 5 22 22 53 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 112,408
COMMITMENTS
23,789 60,764 0 78,821 28,237 102,610 89,001 9,798 23,407
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 4,065)
2,177 7,964 -101 1,300 -5,279 3,376 2,584 689 1,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 54.1 0.0 70.1 25.1 91.3 79.2 8.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
7 30 0 15 11 22 41
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 119,303
COMMITMENTS
69,966 5,263 574 41,502 110,589 112,042 116,426 7,261 2,877
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -795)
-497 1,276 185 -211 -1,961 -523 -500 -272 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.6 4.4 0.5 34.8 92.7 93.9 97.6 6.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
61 10 3 18 15 81 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 97,217
COMMITMENTS
14,722 34,603 42 66,600 39,946 81,364 74,591 15,853 22,626
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -2,470)
2,703 -2,060 -161 -5,168 1,853 -2,626 -368 156 -2,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 35.6 0.0 68.5 41.1 83.7 76.7 16.3 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
12 18 1 22 18 35 36
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 203,465
COMMITMENTS
26,959 98,143 22 149,692 70,696 176,673 168,861 26,792 34,604
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 7,821)
-601 15,526 -10 8,275 -10,060 7,664 5,456 157 2,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 48.2 0.0 73.6 34.7 86.8 83.0 13.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
14 39 1 26 19 40 59
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 151,300
COMMITMENTS
42,097 32,012 1,734 58,946 75,683 102,777 109,429 48,523 41,871
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 10,342)
-1,182 689 46 8,485 5,776 7,349 6,511 2,993 3,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 21.2 1.1 39.0 50.0 67.9 72.3 32.1 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
41 36 12 26 28 73 70
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 14,603
COMMITMENTS
5,109 1,486 119 8,017 11,588 13,245 13,193 1,358 1,410
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 3,378)
487 875 1 2,984 2,317 3,472 3,193 -94 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 10.2 0.8 54.9 79.4 90.7 90.3 9.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 5 1 9 8 16 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 37,819
COMMITMENTS
6,388 1,721 711 26,542 31,458 33,641 33,890 4,178 3,929
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 3,293)
274 0 27 2,421 2,890 2,722 2,917 571 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 4.6 1.9 70.2 83.2 89.0 89.6 11.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 2 11 10 16 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,825,028
COMMITMENTS
1144084 1584767 1281780 6484211 5565128 8910075 8431675 914,953 1393353
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 234,698)
-5,812 148,251 15,161 211,696 106,084 221,045 269,496 13,653 -34,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 16.1 13.0 66.0 56.6 90.7 85.8 9.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
73 66 108 142 156 262 296
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 673,685
COMMITMENTS
67,819 39,939 3,402 469,949 509,819 541,170 553,160 132,515 120,525
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 7,817)
-1,111 96 462 9,021 3,844 8,372 4,402 -555 3,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 5.9 0.5 69.8 75.7 80.3 82.1 19.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
34 30 12 92 58 134 92
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,203,221
COMMITMENTS
222,747 431,755 14,219 607,443 642,372 844,409 1088346 358,812 114,875
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 47,090)
-1,422 18,634 -2,119 27,055 22,813 23,514 39,328 23,576 7,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 35.9 1.2 50.5 53.4 70.2 90.5 29.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
54 62 25 71 66 141 137
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,961
COMMITMENTS
2,472 733 0 5,808 10,238 8,280 10,971 3,681 990
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 64)
-4 0 0 54 227 50 227 14 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 6.1 0.0 48.6 85.6 69.2 91.7 30.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 0 13 14 18 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 49,872
COMMITMENTS
7,779 10,981 0 36,911 36,409 44,690 47,390 5,182 2,482
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 1,409)
607 361 0 1,449 1,206 2,056 1,567 -647 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 22.0 0.0 74.0 73.0 89.6 95.0 10.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 7 0 23 23 32 30
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 5,654
COMMITMENTS
1,976 1,501 50 3,304 4,103 5,330 5,654 324 0
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 955)
675 415 50 550 1,005 1,275 1,470 -320 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 26.5 0.9 58.4 72.6 94.3 100.0 5.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 7 1 5 5 12 12
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,403
COMMITMENTS
13,064 8,709 280 31,775 49,991 45,119 58,980 20,284 6,423
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 4,494)
118 -66 0 683 4,495 801 4,429 3,693 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 13.3 0.4 48.6 76.4 69.0 90.2 31.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 13 2 34 27 54 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 382,881
COMMITMENTS
109,064 131,814 4,282 244,319 188,392 357,665 324,488 25,216 58,393
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 36,229)
2,859 28,448 1,782 30,972 -9,694 35,613 20,536 616 15,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 34.4 1.1 63.8 49.2 93.4 84.7 6.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
71 80 12 47 34 125 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,973
COMMITMENTS
19,649 15,648 0 26,327 31,353 45,976 47,001 16,997 15,972
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 40)
-3,020 1,030 -3 910 -1,846 -2,113 -819 2,153 859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 24.8 0.0 41.8 49.8 73.0 74.6 27.0 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 11 0 16 15 28 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,266
COMMITMENTS
5,371 6,676 2 19,861 17,057 25,234 23,735 5,032 6,531
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -1,414)
3 400 0 78 -225 81 175 -1,495 -1,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 22.1 0.0 65.6 56.4 83.4 78.4 16.6 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 14 1 29 23 33 37
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 276,041
COMMITMENTS
34,380 59,143 1,257 219,991 203,083 255,628 263,483 20,413 12,558
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 3,222)
-3,832 -2,946 237 8,290 2,938 4,695 229 -1,473 2,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 21.4 0.5 79.7 73.6 92.6 95.5 7.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
27 53 10 34 55 68 111
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 65,913
COMMITMENTS
21,469 16,757 71 29,501 37,068 51,041 53,896 14,872 12,017
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 4,883)
2,051 1,152 2 1,272 1,262 3,325 2,416 1,558 2,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 25.4 0.1 44.8 56.2 77.4 81.8 22.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
35 26 3 21 31 59 57
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 41,164
COMMITMENTS
13,535 9,660 366 22,217 25,302 36,118 35,328 5,046 5,836
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 5,954)
2,476 2,069 366 3,737 3,723 6,579 6,158 -625 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 23.5 0.9 54.0 61.5 87.7 85.8 12.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 8 2 21 13 39 22
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,509
COMMITMENTS
3,041 3,497 1,478 12,934 31,379 17,453 36,354 22,056 3,155
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 309)
391 800 1,147 -1,469 -1,711 69 236 240 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 8.9 3.7 32.7 79.4 44.2 92.0 55.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 10 4 19 27 27 39
Updated February 24, 2006