MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,120
COMMITMENTS
517 2,154 1,357 25,351 15,586 27,225 19,097 3,895 12,023
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,622)
165 486 295 1,075 978 1,535 1,759 87 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 6.9 4.4 81.5 50.1 87.5 61.4 12.5 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 10 9 20 18 29 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,031
COMMITMENTS
20,256 28,659 35,070 75,273 53,365 130,599 117,094 20,432 33,937
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 4,299)
1,225 2,715 1,991 872 -1,009 4,088 3,697 211 602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 19.0 23.2 49.8 35.3 86.5 77.5 13.5 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
55 74 78 31 34 138 161
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,871
COMMITMENTS
321 127 109 872 648 1,302 884 569 987
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -254)
37 -341 50 -161 -4 -74 -295 -180 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 6.8 5.8 46.6 34.6 69.6 47.2 30.4 52.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 6 4 8 5 19 12
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 211,135
COMMITMENTS
39,966 22,804 41,553 104,875 95,671 186,394 160,028 24,741 51,107
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -4,439)
-3,743 3,681 -1,431 5,201 2,550 27 4,800 -4,466 -9,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 10.8 19.7 49.7 45.3 88.3 75.8 11.7 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
60 69 74 66 109 174 220
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,656
COMMITMENTS
1,663 676 279 1,024 2,247 2,966 3,202 1,690 1,454
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -393)
-138 211 -20 -6 -475 -164 -284 -229 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 14.5 6.0 22.0 48.3 63.7 68.8 36.3 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 13 9 11 17 30 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 35,758
COMMITMENTS
13,120 5,667 3,555 13,297 10,328 29,972 19,550 5,786 16,208
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 187)
769 618 -556 -144 -245 69 -183 118 370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 15.8 9.9 37.2 28.9 83.8 54.7 16.2 45.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
28 41 26 50 58 100 109
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 124,984
COMMITMENTS
54,931 14,297 1,609 27,081 89,171 83,621 105,077 41,363 19,907
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 9,108)
8,221 2,784 -103 -2,615 1,579 5,503 4,260 3,605 4,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.0 11.4 1.3 21.7 71.3 66.9 84.1 33.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
33 12 5 20 21 55 36
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 134,418
COMMITMENTS
16,309 84,571 0 107,965 24,547 124,274 109,118 10,144 25,300
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 22,010)
-7,480 23,807 0 29,144 -3,690 21,664 20,117 346 1,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 62.9 0.0 80.3 18.3 92.5 81.2 7.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 36 0 17 11 24 47
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 113,669
COMMITMENTS
66,951 4,046 736 39,890 106,468 107,577 111,250 6,092 2,419
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -5,634)
-3,015 -1,217 162 -1,612 -4,121 -4,465 -5,176 -1,169 -458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.9 3.6 0.6 35.1 93.7 94.6 97.9 5.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
56 9 4 16 14 75 24
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 98,756
COMMITMENTS
15,055 23,244 131 66,047 55,160 81,233 78,535 17,523 20,221
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,539)
333 -11,359 89 -553 15,214 -131 3,944 1,670 -2,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 23.5 0.1 66.9 55.9 82.3 79.5 17.7 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 16 2 20 22 35 39
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 201,773
COMMITMENTS
41,587 64,408 216 127,801 107,765 169,604 172,389 32,169 29,384
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -1,692)
14,628 -33,735 194 -21,891 37,069 -7,069 3,528 5,377 -5,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 31.9 0.1 63.3 53.4 84.1 85.4 15.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
20 23 2 27 25 47 50
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 159,681
COMMITMENTS
50,882 32,480 1,482 56,481 82,130 108,845 116,092 50,836 43,589
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 8,381)
8,785 468 -252 -2,465 6,447 6,068 6,663 2,313 1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 20.3 0.9 35.4 51.4 68.2 72.7 31.8 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
45 35 8 28 27 77 66
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 14,476
COMMITMENTS
4,273 1,373 0 8,838 11,363 13,111 12,736 1,365 1,740
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -127)
-836 -113 -119 821 -225 -134 -457 7 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 9.5 0.0 61.1 78.5 90.6 88.0 9.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 5 0 10 8 16 13
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 41,652
COMMITMENTS
7,889 2,342 433 29,196 35,399 37,518 38,174 4,134 3,478
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 3,833)
1,501 621 -278 2,654 3,941 3,877 4,284 -44 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 5.6 1.0 70.1 85.0 90.1 91.6 9.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 2 11 12 17 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,033,891
COMMITMENTS
1129256 1660216 1297945 6619887 5613510 9047088 8571671 986,803 1462220
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 208,863)
-14,828 75,449 16,165 135,676 48,382 137,013 139,996 71,850 68,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 16.5 12.9 66.0 55.9 90.2 85.4 9.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
66 70 105 142 155 260 288
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 672,537
COMMITMENTS
64,163 42,672 3,416 465,052 515,713 532,631 561,801 139,906 110,736
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -1,148)
-3,656 2,733 14 -4,897 5,894 -8,539 8,641 7,391 -9,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 6.3 0.5 69.1 76.7 79.2 83.5 20.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
33 33 16 94 63 139 100
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,220,242
COMMITMENTS
252,103 434,187 18,449 637,835 643,158 908,387 1095794 311,855 124,448
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 17,021)
29,356 2,432 4,230 30,392 786 63,978 7,448 -46,957 9,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 35.6 1.5 52.3 52.7 74.4 89.8 25.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
58 61 22 77 66 147 137
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,112
COMMITMENTS
2,500 733 0 5,885 10,238 8,385 10,971 3,727 1,141
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 151)
28 0 0 77 0 105 0 46 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 6.1 0.0 48.6 84.5 69.2 90.6 30.8 9.4
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 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 47,861
COMMITMENTS
6,858 10,931 0 34,240 33,271 41,098 44,202 6,763 3,659
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -2,011)
-921 -50 0 -2,671 -3,138 -3,592 -3,188 1,581 1,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 22.8 0.0 71.5 69.5 85.9 92.4 14.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 7 0 23 21 29 28
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 7,509
COMMITMENTS
3,176 1,456 250 3,854 5,803 7,280 7,509 229 0
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,855)
1,200 -45 200 550 1,700 1,950 1,855 -95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 19.4 3.3 51.3 77.3 97.0 100.0 3.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 2 5 6 13 13
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,475
COMMITMENTS
13,515 8,325 256 34,147 52,674 47,918 61,255 20,557 7,220
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 3,072)
451 -384 -24 2,372 2,683 2,799 2,275 273 797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 12.2 0.4 49.9 76.9 70.0 89.5 30.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 13 2 33 28 53 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 372,376
COMMITMENTS
105,782 109,785 5,372 235,832 189,277 346,986 304,434 25,390 67,942
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -10,505)
-3,282 -22,029 1,090 -8,487 885 -10,679 -20,054 174 9,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 29.5 1.4 63.3 50.8 93.2 81.8 6.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
72 69 12 41 44 119 119
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 58,377
COMMITMENTS
16,175 14,800 273 26,143 29,205 42,591 44,278 15,786 14,099
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -4,596)
-3,474 -848 273 -184 -2,148 -3,385 -2,723 -1,211 -1,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 25.4 0.5 44.8 50.0 73.0 75.8 27.0 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 12 1 16 13 29 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,570
COMMITMENTS
5,378 6,684 3 20,936 17,699 26,317 24,386 5,253 7,184
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,304)
7 8 1 1,075 642 1,083 651 221 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 21.2 0.0 66.3 56.1 83.4 77.2 16.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 14 1 30 22 34 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 284,871
COMMITMENTS
35,616 65,309 548 225,777 208,657 261,941 274,514 22,930 10,357
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 8,830)
1,236 6,166 -709 5,786 5,574 6,313 11,031 2,517 -2,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 22.9 0.2 79.3 73.2 92.0 96.4 8.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
30 53 8 35 57 69 114
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 67,300
COMMITMENTS
23,426 16,250 214 29,502 39,569 53,142 56,033 14,158 11,267
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,387)
1,957 -507 143 1 2,501 2,101 2,137 -714 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 24.1 0.3 43.8 58.8 79.0 83.3 21.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
35 25 2 21 25 58 50
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 44,211
COMMITMENTS
14,543 10,132 780 22,924 26,525 38,247 37,437 5,964 6,774
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 3,047)
1,008 472 414 707 1,223 2,129 2,109 918 938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 22.9 1.8 51.9 60.0 86.5 84.7 13.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
19 9 4 20 13 41 25
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,274
COMMITMENTS
3,121 2,597 1,478 13,455 30,129 18,054 34,204 21,220 5,070
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -235)
80 -900 0 521 -1,250 601 -2,150 -836 1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 6.6 3.8 34.3 76.7 46.0 87.1 54.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 10 4 21 29 29 41
Updated March 3, 2006