BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,430
COMMITMENTS
0 26 83 3,882 4,006 3,965 4,115 465 315
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 179)
0 13 3 115 239 118 255 61 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 1.9 87.6 90.4 89.5 92.9 10.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 12 14 13 15
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,313
COMMITMENTS
1,706 3,747 1,080 24,957 15,509 27,743 20,336 3,570 10,977
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 876)
383 441 -161 496 417 718 697 158 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 12.0 3.4 79.7 49.5 88.6 64.9 11.4 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
4 16 7 23 18 31 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 158,050
COMMITMENTS
23,847 30,959 42,718 73,225 48,317 139,790 121,994 18,260 36,056
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 5,696)
1,641 778 3,832 -596 895 4,877 5,505 819 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 19.6 27.0 46.3 30.6 88.4 77.2 11.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
52 72 77 34 41 144 157
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,209
COMMITMENTS
412 631 121 790 359 1,323 1,111 886 1,098
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 203)
-75 -35 47 45 77 17 89 186 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 28.6 5.5 35.8 16.3 59.9 50.3 40.1 49.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 5 3 9 6 18 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 271,148
COMMITMENTS
52,161 45,884 56,049 128,618 108,853 236,828 210,786 34,320 60,362
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 15,037)
-1,602 -4,816 7,423 6,533 8,667 12,354 11,274 2,683 3,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 16.9 20.7 47.4 40.1 87.3 77.7 12.7 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
68 78 92 97 146 225 284
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,528
COMMITMENTS
2,367 959 247 571 1,576 3,185 2,782 1,343 1,746
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 196)
71 171 33 0 -273 104 -69 92 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.3 21.2 5.5 12.6 34.8 70.3 61.4 29.7 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 14 5 10 21 27 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,749
COMMITMENTS
10,721 7,242 1,798 10,414 5,691 22,933 14,731 5,816 14,018
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 1,178)
902 -59 229 -289 258 842 428 336 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 25.2 6.3 36.2 19.8 79.8 51.2 20.2 48.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
35 36 24 43 51 91 100
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 117,839
COMMITMENTS
46,060 26,532 1,304 32,921 72,276 80,285 100,112 37,554 17,727
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -3,207)
-6,051 3,294 16 3,579 -5,242 -2,456 -1,932 -751 -1,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 22.5 1.1 27.9 61.3 68.1 85.0 31.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
43 16 5 21 21 65 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 100,736
COMMITMENTS
23,935 25,516 161 54,887 62,764 78,983 88,441 21,753 12,295
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 5,880)
5,629 -3,803 -98 -1,304 14,058 4,227 10,157 1,653 -4,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 25.3 0.2 54.5 62.3 78.4 87.8 21.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
15 13 1 12 14 27 28
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 88,324
COMMITMENTS
15,488 26,560 701 68,503 57,282 84,692 84,543 3,632 3,781
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 1,363)
-4,231 3,536 -7 5,554 -2,072 1,316 1,457 47 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 30.1 0.8 77.6 64.9 95.9 95.7 4.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
20 23 3 22 15 44 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 110,006
COMMITMENTS
39,358 15,086 430 39,736 78,830 79,524 94,346 30,482 15,660
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 5,998)
-1,713 -218 332 6,902 7,807 5,521 7,921 477 -1,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 13.7 0.4 36.1 71.7 72.3 85.8 27.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
30 13 4 17 24 48 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 212,386
COMMITMENTS
47,053 27,932 1,100 116,805 158,078 164,958 187,110 47,428 25,276
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 1,841)
284 7 227 3,782 881 4,293 1,115 -2,452 726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 13.2 0.5 55.0 74.4 77.7 88.1 22.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
34 23 6 25 26 61 53
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 195,254
COMMITMENTS
87,436 14,060 1,831 45,579 143,424 134,846 159,315 60,408 35,939
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -3,247)
-539 -1,004 51 2,488 920 2,000 -33 -5,247 -3,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.8 7.2 0.9 23.3 73.5 69.1 81.6 30.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
66 19 16 25 28 96 58
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 14,193
COMMITMENTS
7,867 501 0 5,136 11,955 13,003 12,456 1,190 1,737
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 457)
583 103 0 -142 555 441 658 16 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.4 3.5 0.0 36.2 84.2 91.6 87.8 8.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 0 10 14 13 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,200,823
COMMITMENTS
880,806 1566723 1806981 6491020 5621020 9178807 8994724 1022016 1206099
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 148,416)
-53,542 -80,540 125,376 128,991 329,027 200,825 373,863 -52,409 -225,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 15.4 17.7 63.6 55.1 90.0 88.2 10.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
61 67 104 133 147 249 275
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 666,313
COMMITMENTS
81,294 59,827 1,811 438,433 507,847 521,538 569,485 144,775 96,828
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 5,553)
11,238 2,895 -1,244 -13,810 4,871 -3,816 6,522 9,369 -969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 9.0 0.3 65.8 76.2 78.3 85.5 21.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
40 43 15 90 58 142 104
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,369,005
COMMITMENTS
207,357 423,150 35,162 853,835 789,452 1096354 1247764 272,651 121,241
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 7,741)
-40,506 -9,171 12,779 47,091 403 19,364 4,011 -11,623 3,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 30.9 2.6 62.4 57.7 80.1 91.1 19.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
54 68 25 75 73 145 150
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,917
COMMITMENTS
2,082 705 0 5,091 8,627 7,173 9,332 3,744 1,585
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 79)
244 0 0 29 1 273 1 -194 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 6.5 0.0 46.6 79.0 65.7 85.5 34.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 13 13 17 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 56,225
COMMITMENTS
11,298 12,944 2 35,863 39,812 47,163 52,758 9,062 3,467
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 286)
356 642 2 -722 -551 -364 93 650 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 23.0 0.0 63.8 70.8 83.9 93.8 16.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 8 1 23 23 32 32
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,214
COMMITMENTS
13,987 11,768 3 38,003 43,628 51,993 55,399 11,221 7,815
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -521)
-1,261 2,248 -162 964 3,126 -459 5,212 -62 -5,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 18.6 0.0 60.1 69.0 82.2 87.6 17.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
17 18 1 30 30 48 48
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 373,119
COMMITMENTS
79,422 169,271 2,608 260,631 175,484 342,661 347,363 30,458 25,756
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 14,319)
-17,478 36,877 -1,277 49,718 -34,156 30,963 1,444 -16,644 12,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 45.4 0.7 69.9 47.0 91.8 93.1 8.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
70 86 13 56 36 134 127
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 78,831
COMMITMENTS
36,522 5,937 0 17,242 66,322 53,764 72,259 25,067 6,572
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 4,171)
1,837 106 0 1,632 5,721 3,469 5,827 702 -1,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 7.5 0.0 21.9 84.1 68.2 91.7 31.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
23 6 0 14 19 37 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,077
COMMITMENTS
6,090 5,552 40 29,979 29,259 36,109 34,851 3,968 5,226
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -225)
42 229 0 46 903 88 1,132 -313 -1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 13.9 0.1 74.8 73.0 90.1 87.0 9.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 11 2 27 27 35 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 410,542
COMMITMENTS
72,459 108,479 1,913 309,384 275,301 383,756 385,693 26,786 24,849
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 49,862)
-3,336 5,700 -351 52,615 35,869 48,928 41,218 934 8,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 26.4 0.5 75.4 67.1 93.5 93.9 6.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
27 67 9 40 55 72 126
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,625
COMMITMENTS
17,753 18,802 243 25,542 27,711 43,538 46,756 12,087 8,869
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -260)
325 708 143 -971 -1,633 -503 -782 243 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 33.8 0.4 45.9 49.8 78.3 84.1 21.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
26 24 4 18 17 47 42
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,674
COMMITMENTS
7,694 5,367 707 22,346 18,452 30,747 24,526 4,927 11,148
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -784)
-2,914 -181 666 2,193 192 -55 677 -729 -1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 15.0 2.0 62.6 51.7 86.2 68.8 13.8 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 10 4 18 16 30 29
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 49,850
COMMITMENTS
7,376 2,734 3,133 20,086 28,475 30,595 34,342 19,255 15,508
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 2,584)
1,263 -1,516 -210 1,614 4,567 2,667 2,841 -83 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 5.5 6.3 40.3 57.1 61.4 68.9 38.6 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
10 9 7 28 32 42 46
Updated May 19, 2006