MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,545
COMMITMENTS
512 2,280 1,215 24,083 14,779 25,810 18,274 3,735 11,271
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -1,575)
-5 126 -142 -1,268 -807 -1,415 -823 -160 -752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 7.7 4.1 81.5 50.0 87.4 61.9 12.6 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 11 7 20 18 27 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 150,110
COMMITMENTS
17,365 27,114 36,821 75,980 52,248 130,166 116,183 19,944 33,927
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -921)
-2,891 -1,545 1,751 707 -1,117 -433 -911 -488 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 18.1 24.5 50.6 34.8 86.7 77.4 13.3 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
52 72 80 32 36 137 160
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,202
COMMITMENTS
623 169 212 718 669 1,553 1,050 649 1,152
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 331)
302 42 103 -154 21 251 166 80 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 7.7 9.6 32.6 30.4 70.5 47.7 29.5 52.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 7 6 7 5 20 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 208,661
COMMITMENTS
40,647 26,069 35,719 107,519 93,452 183,885 155,240 24,776 53,421
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -2,474)
681 3,265 -5,834 2,644 -2,219 -2,509 -4,788 35 2,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 12.5 17.1 51.5 44.8 88.1 74.4 11.9 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
78 70 74 68 108 190 223
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,137
COMMITMENTS
1,675 535 279 770 1,909 2,724 2,723 1,413 1,414
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -519)
12 -141 0 -254 -338 -242 -479 -277 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 12.9 6.7 18.6 46.1 65.8 65.8 34.2 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 9 5 8 15 24 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,178
COMMITMENTS
14,414 6,025 3,692 13,469 10,190 31,575 19,907 5,603 17,271
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 1,420)
1,294 358 137 172 -138 1,603 357 -183 1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 16.2 9.9 36.2 27.4 84.9 53.5 15.1 46.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
33 40 28 52 59 105 114
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 137,195
COMMITMENTS
55,226 13,903 1,730 40,234 105,162 97,190 120,795 40,005 16,400
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 12,211)
295 -394 121 13,153 15,991 13,569 15,718 -1,358 -3,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 10.1 1.3 29.3 76.7 70.8 88.0 29.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
29 17 5 25 25 57 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 127,779
COMMITMENTS
15,975 62,198 113 102,536 38,689 118,624 101,000 9,155 26,779
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -6,639)
-334 -22,373 113 -5,429 14,142 -5,650 -8,118 -989 1,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 48.7 0.1 80.2 30.3 92.8 79.0 7.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 32 2 18 16 27 49
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 98,842
COMMITMENTS
40,730 6,170 1,486 50,344 87,361 92,560 95,017 6,282 3,825
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -14,827)
-26,221 2,124 750 10,454 -19,107 -15,017 -16,233 190 1,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 6.2 1.5 50.9 88.4 93.6 96.1 6.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
34 16 7 20 15 58 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 105,166
COMMITMENTS
14,981 27,325 12 71,871 52,999 86,864 80,336 18,302 24,830
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 6,410)
-74 4,081 -119 5,824 -2,161 5,631 1,801 779 4,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 26.0 0.0 68.3 50.4 82.6 76.4 17.4 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
14 17 1 23 22 37 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 248,612
COMMITMENTS
36,738 78,569 346 176,747 134,264 213,831 213,179 34,781 35,433
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 46,839)
-4,849 14,161 130 48,946 26,499 44,227 40,790 2,612 6,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 31.6 0.1 71.1 54.0 86.0 85.7 14.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
18 31 8 34 25 56 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 177,395
COMMITMENTS
49,877 35,999 2,590 75,783 98,478 128,250 137,067 49,145 40,328
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 17,714)
-1,005 3,519 1,108 19,302 16,348 19,405 20,975 -1,691 -3,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 20.3 1.5 42.7 55.5 72.3 77.3 27.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
42 37 10 30 27 78 69
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 17,982
COMMITMENTS
4,364 1,518 123 12,566 14,459 17,053 16,100 929 1,882
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 3,506)
91 145 123 3,728 3,096 3,942 3,364 -436 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 8.4 0.7 69.9 80.4 94.8 89.5 5.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 6 1 14 10 20 17
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 43,909
COMMITMENTS
8,286 1,980 1,243 28,616 36,337 38,145 39,560 5,764 4,349
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 2,257)
397 -362 810 -580 938 627 1,386 1,630 871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 4.5 2.8 65.2 82.8 86.9 90.1 13.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 3 11 13 17 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,190,472
COMMITMENTS
1197357 1620501 1314820 6704116 5773066 9216293 8708387 974,179 1482085
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 156,581)
68,101 -39,715 16,875 84,229 159,556 169,205 136,716 -12,624 19,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 15.9 12.9 65.8 56.7 90.4 85.5 9.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
75 63 101 142 158 262 287
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 695,690
COMMITMENTS
65,959 48,355 12,007 470,179 525,614 548,145 585,976 147,545 109,714
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 23,153)
1,796 5,683 8,591 5,127 9,901 15,514 24,175 7,639 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 7.0 1.7 67.6 75.6 78.8 84.2 21.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
33 37 19 89 61 138 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,351,728
COMMITMENTS
247,771 397,818 44,800 767,000 787,228 1059571 1229846 292,157 121,882
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 131,486)
-4,332 -36,369 26,351 129,165 144,070 151,184 134,052 -19,698 -2,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 29.4 3.3 56.7 58.2 78.4 91.0 21.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
63 71 34 75 72 157 160
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,088
COMMITMENTS
2,402 733 29 6,403 10,891 8,834 11,653 4,254 1,435
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 976)
-98 0 29 518 653 449 682 527 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 5.6 0.2 48.9 83.2 67.5 89.0 32.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 1 14 16 19 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,137
COMMITMENTS
6,479 12,445 604 39,896 36,392 46,979 49,441 6,158 3,696
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 5,276)
-379 1,514 604 5,656 3,121 5,881 5,239 -605 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 23.4 1.1 75.1 68.5 88.4 93.0 11.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 9 1 26 24 33 33
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 3,040
COMMITMENTS
2,475 705 0 550 2,335 3,025 3,040 15 0
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -4,469)
-701 -751 -250 -3,304 -3,468 -4,255 -4,469 -214 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.4 23.2 0.0 18.1 76.8 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 3 0 2 6 12 9
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 74,882
COMMITMENTS
13,278 9,188 940 38,009 55,687 52,227 65,815 22,655 9,067
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 6,407)
-237 863 684 3,862 3,013 4,309 4,560 2,098 1,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 12.3 1.3 50.8 74.4 69.7 87.9 30.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
20 14 5 35 29 57 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 408,491
COMMITMENTS
113,763 124,100 8,556 262,855 196,807 385,174 329,463 23,317 79,028
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 36,115)
7,981 14,315 3,184 27,023 7,530 38,188 25,029 -2,073 11,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 30.4 2.1 64.3 48.2 94.3 80.7 5.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
69 77 11 48 44 122 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 67,707
COMMITMENTS
16,803 19,699 578 36,511 32,067 53,892 52,344 13,815 15,363
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 9,330)
628 4,899 305 10,368 2,862 11,301 8,066 -1,971 1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 29.1 0.9 53.9 47.4 79.6 77.3 20.4 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 12 3 19 15 33 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,247
COMMITMENTS
5,384 6,816 194 23,256 19,554 28,834 26,564 5,413 7,683
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 2,677)
6 132 191 2,320 1,855 2,517 2,178 160 499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 19.9 0.6 67.9 57.1 84.2 77.6 15.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 15 3 28 19 34 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 305,319
COMMITMENTS
31,710 72,179 4,535 243,629 215,415 279,874 292,129 25,445 13,190
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 20,448)
-3,906 6,870 3,987 17,852 6,758 17,933 17,615 2,515 2,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 23.6 1.5 79.8 70.6 91.7 95.7 8.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
29 54 6 35 57 66 115
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 74,629
COMMITMENTS
20,208 15,347 2,151 36,598 44,893 58,957 62,391 15,672 12,238
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 7,329)
-3,218 -903 1,937 7,096 5,324 5,815 6,358 1,514 971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 20.6 2.9 49.0 60.2 79.0 83.6 21.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
32 23 10 30 30 68 57
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 51,160
COMMITMENTS
13,243 11,614 4,914 25,200 29,058 43,357 45,586 7,803 5,574
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 6,949)
-1,300 1,482 4,134 2,276 2,533 5,110 8,149 1,839 -1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 22.7 9.6 49.3 56.8 84.7 89.1 15.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 13 12 22 17 44 37
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 44,401
COMMITMENTS
5,207 2,930 1,631 16,430 32,917 23,268 37,478 21,133 6,923
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 5,127)
2,086 333 153 2,975 2,788 5,214 3,274 -87 1,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 6.6 3.7 37.0 74.1 52.4 84.4 47.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 13 6 20 29 34 46
Updated March 10, 2006