MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,502
COMMITMENTS
462 2,445 1,311 24,393 15,301 26,166 19,057 4,336 11,445
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 957)
-50 165 96 310 522 356 783 601 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 8.0 4.3 80.0 50.2 85.8 62.5 14.2 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 9 6 17 16 23 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 144,113
COMMITMENTS
17,965 29,646 28,569 79,083 51,918 125,617 110,133 18,496 33,980
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -5,997)
600 2,532 -8,252 3,103 -330 -4,549 -6,050 -1,448 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 20.6 19.8 54.9 36.0 87.2 76.4 12.8 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
52 70 63 31 36 122 152
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,086
COMMITMENTS
694 158 191 581 787 1,466 1,136 620 950
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -116)
71 -11 -21 -137 118 -87 86 -29 -202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 7.6 9.2 27.9 37.7 70.3 54.5 29.7 45.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 7 4 7 6 17 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 217,731
COMMITMENTS
41,577 36,621 40,549 107,793 85,219 189,919 162,389 27,812 55,342
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 9,070)
930 10,552 4,830 274 -8,233 6,034 7,149 3,036 1,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 16.8 18.6 49.5 39.1 87.2 74.6 12.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
69 83 90 79 116 203 257
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,944
COMMITMENTS
1,652 704 278 794 1,700 2,724 2,682 1,220 1,262
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -193)
-23 169 -1 24 -209 0 -41 -193 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 17.8 7.0 20.1 43.1 69.1 68.0 30.9 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 12 5 10 17 26 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,320
COMMITMENTS
13,365 7,316 3,129 14,135 9,453 30,629 19,898 5,691 16,422
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -858)
-1,049 1,291 -563 666 -737 -946 -9 88 -849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 20.1 8.6 38.9 26.0 84.3 54.8 15.7 45.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
35 43 28 57 56 109 114
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 125,712
COMMITMENTS
33,979 19,958 3,137 50,076 89,290 87,192 112,385 38,520 13,327
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -11,483)
-21,247 6,055 1,407 9,842 -15,872 -9,998 -8,410 -1,485 -3,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 15.9 2.5 39.8 71.0 69.4 89.4 30.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
26 18 6 28 22 57 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 93,713
COMMITMENTS
7,429 55,807 36 78,117 14,175 85,582 70,018 8,131 23,695
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -34,066)
-8,546 -6,391 -77 -24,419 -24,514 -33,042 -30,982 -1,024 -3,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 59.6 0.0 83.4 15.1 91.3 74.7 8.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 26 1 10 8 15 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 77,716
COMMITMENTS
35,654 5,724 397 35,277 67,501 71,328 73,622 6,388 4,094
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -21,126)
-5,076 -446 -1,089 -15,067 -19,860 -21,232 -21,395 106 269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 7.4 0.5 45.4 86.9 91.8 94.7 8.2 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
29 12 3 19 15 50 29
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 70,017
COMMITMENTS
10,989 25,621 10 44,935 22,224 55,934 47,855 14,083 22,162
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -35,149)
-3,992 -1,704 -2 -26,936 -30,775 -30,930 -32,481 -4,219 -2,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 36.6 0.0 64.2 31.7 79.9 68.3 20.1 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 17 1 19 11 31 28
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 189,513
COMMITMENTS
24,814 70,103 151 135,112 85,072 160,077 155,326 29,436 34,187
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -59,099)
-11,924 -8,466 -195 -41,635 -49,192 -53,754 -57,853 -5,345 -1,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 37.0 0.1 71.3 44.9 84.5 82.0 15.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
19 33 4 28 20 48 56
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 134,870
COMMITMENTS
55,058 27,074 1,435 35,565 69,607 92,058 98,116 42,812 36,754
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -42,525)
5,181 -8,925 -1,155 -40,218 -28,871 -36,192 -38,951 -6,333 -3,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 20.1 1.1 26.4 51.6 68.3 72.7 31.7 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
50 32 10 20 26 75 63
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 10,702
COMMITMENTS
4,349 1,746 0 5,389 7,052 9,738 8,798 964 1,904
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -7,280)
-15 228 -123 -7,177 -7,407 -7,315 -7,302 35 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 16.3 0.0 50.4 65.9 91.0 82.2 9.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
5 6 0 12 6 17 12
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 56,844
COMMITMENTS
21,200 76 1,055 28,449 48,337 50,704 49,468 6,140 7,376
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 12,935)
12,914 -1,904 -188 -167 12,000 12,559 9,908 376 3,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 0.1 1.9 50.0 85.0 89.2 87.0 10.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 1 3 9 13 16 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,285,730
COMMITMENTS
1009907 1234778 1270234 6042624 5311299 8322765 7816311 962,965 1469419
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -904,742)
-187,450 -385,723 -44,586 -661,492 -461,767 -893,528 -892,076 -11,214 -12,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 13.3 13.7 65.1 57.2 89.6 84.2 10.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
61 59 98 140 156 251 280
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 739,997
COMMITMENTS
66,542 42,357 20,467 484,643 547,447 571,652 610,271 168,345 129,726
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 44,307)
583 -5,998 8,460 14,464 21,833 23,507 24,295 20,800 20,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 5.7 2.8 65.5 74.0 77.3 82.5 22.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
35 34 22 94 69 146 109
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,703,932
COMMITMENTS
257,022 388,229 62,957 1020940 1022051 1340919 1473237 363,013 230,695
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 352,204)
9,251 -9,589 18,157 253,940 234,823 281,348 243,391 70,856 108,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 22.8 3.7 59.9 60.0 78.7 86.5 21.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
63 61 40 78 77 160 160
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 14,716
COMMITMENTS
2,199 705 0 7,611 12,210 9,810 12,915 4,906 1,801
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 1,628)
-203 -28 -29 1,208 1,319 976 1,262 652 366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 4.8 0.0 51.7 83.0 66.7 87.8 33.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 1 0 17 15 21 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 66,827
COMMITMENTS
6,788 13,036 191 51,787 45,627 58,766 58,854 8,061 7,973
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 13,690)
309 591 -413 11,891 9,235 11,787 9,413 1,903 4,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 19.5 0.3 77.5 68.3 87.9 88.1 12.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 8 2 32 26 41 35
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| 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
2,250 1,005 0 775 2,035 3,025 3,040 15 0
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 0)
-225 300 0 225 -300 0 0 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 33.1 0.0 25.5 66.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 5 0 3 5 10 10
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 90,832
COMMITMENTS
12,183 9,239 3,816 46,917 65,427 62,916 78,482 27,916 12,350
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 15,950)
-1,095 51 2,876 8,908 9,740 10,689 12,667 5,261 3,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 10.2 4.2 51.7 72.0 69.3 86.4 30.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
16 16 11 37 37 60 59
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 482,497
COMMITMENTS
116,396 103,456 18,817 311,140 269,960 446,353 392,233 36,144 90,264
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 74,006)
2,633 -20,644 10,261 48,285 73,153 61,179 62,770 12,827 11,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 21.4 3.9 64.5 56.0 92.5 81.3 7.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
79 68 31 52 57 147 141
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 43,094
COMMITMENTS
16,571 14,937 0 15,857 12,127 32,428 27,064 10,666 16,030
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -24,613)
-232 -4,762 -578 -20,654 -19,940 -21,464 -25,280 -3,149 667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 34.7 0.0 36.8 28.1 75.2 62.8 24.8 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 14 0 10 13 22 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 46,896
COMMITMENTS
5,404 7,281 3,745 31,387 26,462 40,536 37,488 6,360 9,408
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 12,649)
20 465 3,551 8,131 6,908 11,702 10,924 947 1,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 15.5 8.0 66.9 56.4 86.4 79.9 13.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
4 15 7 34 23 44 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 387,982
COMMITMENTS
32,191 69,515 45,681 284,454 255,961 362,326 371,157 25,656 16,825
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 82,663)
481 -2,664 41,146 40,825 40,546 82,452 79,028 211 3,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 17.9 11.8 73.3 66.0 93.4 95.7 6.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
31 58 17 45 58 86 124
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 48,033
COMMITMENTS
14,453 14,791 187 22,491 25,438 37,131 40,416 10,902 7,617
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -26,596)
-5,755 -556 -1,964 -14,107 -19,455 -21,826 -21,975 -4,770 -4,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 30.8 0.4 46.8 53.0 77.3 84.1 22.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
25 20 3 14 22 42 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 33,840
COMMITMENTS
13,105 2,751 105 15,684 10,225 28,894 13,081 4,946 20,759
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -17,320)
-138 -8,863 -4,809 -9,516 -18,833 -14,463 -32,505 -2,857 15,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 8.1 0.3 46.3 30.2 85.4 38.7 14.6 61.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 4 1 17 11 32 16
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 24,123
COMMITMENTS
6,280 1,208 236 16,977 22,234 23,493 23,678 630 445
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 5.0 1.0 70.4 92.2 97.4 98.2 2.6 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 3 3 6 4 16 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 03/14/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 34,727
COMMITMENTS
5,195 3,115 892 14,130 23,235 20,217 27,242 14,510 7,485
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -9,674)
-12 185 -739 -2,300 -9,682 -3,051 -10,236 -6,623 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 9.0 2.6 40.7 66.9 58.2 78.4 41.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 10 6 16 26 28 40
Updated March 17, 2006