BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,255
COMMITMENTS
0 13 53 3,833 3,926 3,886 3,992 369 263
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -197)
0 0 -11 -232 -203 -243 -214 46 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.3 1.2 90.1 92.3 91.3 93.8 8.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 11 12 12 13
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 29,916
COMMITMENTS
1,082 1,844 1,134 23,993 15,352 26,209 18,330 3,707 11,586
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,124)
-145 -70 -361 -1,796 -882 -2,302 -1,313 178 -811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 6.2 3.8 80.2 51.3 87.6 61.3 12.4 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
4 10 7 22 17 30 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 162,294
COMMITMENTS
25,688 26,247 47,171 75,063 55,365 147,922 128,783 14,372 33,511
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 1,464)
3,543 -4,411 115 970 7,104 4,628 2,808 -3,164 -1,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 16.2 29.1 46.3 34.1 91.1 79.4 8.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
65 72 85 34 44 155 163
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 248,837
COMMITMENTS
54,642 34,827 51,527 119,518 106,994 225,687 193,348 23,150 55,489
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -10,908)
2,648 -7,920 -1,763 -8,331 -135 -7,446 -9,818 -3,462 -1,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 14.0 20.7 48.0 43.0 90.7 77.7 9.3 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
65 71 78 80 137 200 251
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,550
COMMITMENTS
2,502 1,971 489 1,138 1,052 4,129 3,512 1,421 2,038
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 571)
271 648 -208 416 -33 479 407 92 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.1 35.5 8.8 20.5 19.0 74.4 63.3 25.6 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
20 25 12 20 22 45 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,760
COMMITMENTS
10,426 5,800 1,599 8,720 5,724 20,745 13,123 5,015 12,637
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 1,053)
713 -683 444 -28 1,143 1,129 904 -76 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 22.5 6.2 33.9 22.2 80.5 50.9 19.5 49.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
38 31 19 33 52 84 90
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 118,798
COMMITMENTS
44,443 21,581 2,576 34,859 76,060 81,878 100,217 36,920 18,581
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 9,546)
-1,494 7,351 -336 8,871 1,286 7,041 8,301 2,505 1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 18.2 2.2 29.3 64.0 68.9 84.4 31.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
37 15 10 24 22 64 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 107,626
COMMITMENTS
26,639 17,319 621 60,428 77,026 87,688 94,966 19,938 12,660
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 6,774)
-3,625 -2,414 541 9,455 6,498 6,371 4,625 403 2,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 16.1 0.6 56.1 71.6 81.5 88.2 18.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 10 2 11 14 31 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 90,022
COMMITMENTS
8,862 36,758 712 77,647 48,217 87,221 85,687 2,801 4,335
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -599)
835 -129 392 -1,718 0 -491 263 -108 -862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 40.8 0.8 86.3 53.6 96.9 95.2 3.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 39 2 20 14 37 54
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 105,314
COMMITMENTS
33,771 11,485 81 42,204 79,213 76,056 90,779 29,258 14,535
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -6,785)
-18,194 -783 31 11,950 -4,498 -6,213 -5,250 -572 -1,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 10.9 0.1 40.1 75.2 72.2 86.2 27.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
26 9 2 20 24 47 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 201,843
COMMITMENTS
47,148 26,145 714 113,610 146,902 161,472 173,761 40,371 28,082
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -6,669)
-8,871 -4,133 70 5,589 -6,367 -3,212 -10,430 -3,457 3,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 13.0 0.4 56.3 72.8 80.0 86.1 20.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
33 19 7 23 25 59 48
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 209,552
COMMITMENTS
102,560 14,364 1,179 40,541 154,767 144,280 170,310 65,272 39,242
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 14,050)
5,696 -2,616 -67 1,536 15,876 7,165 13,193 6,885 857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 6.9 0.6 19.3 73.9 68.9 81.3 31.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
70 21 15 26 30 102 60
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 13,175
COMMITMENTS
6,910 4,752 0 5,126 6,990 12,036 11,742 1,139 1,433
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -69)
-704 -34 0 667 188 -37 154 -32 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.4 36.1 0.0 38.9 53.1 91.4 89.1 8.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 0 13 11 16 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 60,126
COMMITMENTS
22,439 1,961 485 32,742 53,473 55,666 55,919 4,460 4,207
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 3.3 0.8 54.5 88.9 92.6 93.0 7.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 1 10 7 16 9
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,281,725
COMMITMENTS
1190540 1517051 1498377 6528699 5727570 9217616 8742998 1064109 1538727
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 126,362)
113,910 -91,928 12,122 34,016 79,268 160,048 -538 -33,686 126,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 14.8 14.6 63.5 55.7 89.7 85.0 10.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
74 60 109 133 152 255 284
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 685,651
COMMITMENTS
78,530 65,910 7,019 444,356 519,926 529,905 592,855 155,746 92,796
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 21,733)
-1,547 1,385 2,241 12,426 8,787 13,120 12,413 8,613 9,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 9.6 1.0 64.8 75.8 77.3 86.5 22.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
39 47 26 85 65 144 118
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,578,088
COMMITMENTS
229,749 479,507 47,719 1099351 910,826 1376819 1438052 201,269 140,036
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 84,488)
11,892 41,278 8,529 86,603 22,397 107,024 72,204 -22,536 12,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 30.4 3.0 69.7 57.7 87.2 91.1 12.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
48 81 25 80 77 147 164
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,850
COMMITMENTS
1,560 705 25 5,460 8,714 7,045 9,444 3,805 1,406
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 249)
-295 0 25 460 72 190 97 59 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 6.5 0.2 50.3 80.3 64.9 87.0 35.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 13 13 16 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 49,320
COMMITMENTS
8,388 18,067 125 34,724 28,238 43,237 46,430 6,083 2,890
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,340)
-193 -295 125 -2,771 -1,659 -2,839 -1,829 499 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 36.6 0.3 70.4 57.3 87.7 94.1 12.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 15 1 23 22 31 37
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,676
COMMITMENTS
10,103 16,844 1,597 46,254 51,264 57,954 69,705 18,722 6,971
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 7,106)
-1,696 1,614 1,494 3,969 4,077 3,767 7,185 3,339 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 22.0 2.1 60.3 66.9 75.6 90.9 24.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
14 20 2 38 33 53 54
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 461,020
COMMITMENTS
105,415 216,542 5,520 326,331 176,814 437,266 398,876 23,754 62,144
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 33,111)
-183 8,893 2,226 35,298 3,686 37,341 14,805 -4,230 18,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 47.0 1.2 70.8 38.4 94.8 86.5 5.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
55 98 13 56 37 121 138
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 72,968
COMMITMENTS
24,106 10,188 17 24,680 53,267 48,803 63,472 24,165 9,496
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -3,428)
-9,614 3,256 17 5,883 -8,600 -3,714 -5,327 286 1,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 14.0 0.0 33.8 73.0 66.9 87.0 33.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 5 1 11 17 27 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 50,099
COMMITMENTS
5,752 6,093 379 35,120 37,218 41,251 43,690 8,848 6,409
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 7,014)
754 263 365 3,133 5,170 4,252 5,798 2,762 1,216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 12.2 0.8 70.1 74.3 82.3 87.2 17.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 13 4 26 27 35 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 470,601
COMMITMENTS
74,119 112,620 1,602 375,689 317,340 451,410 431,562 19,191 39,039
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 45,105)
-1,669 11,196 -764 41,734 21,612 39,301 32,044 5,804 13,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 23.9 0.3 79.8 67.4 95.9 91.7 4.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
35 73 13 43 52 86 130
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 62,748
COMMITMENTS
16,246 17,813 2,789 30,670 32,419 49,705 53,021 13,043 9,727
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 9,103)
1,478 841 2,222 5,186 3,291 8,886 6,354 217 2,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 28.4 4.4 48.9 51.7 79.2 84.5 20.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 24 9 22 20 51 47
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 51,121
COMMITMENTS
8,559 7,733 3,705 30,838 20,194 43,102 31,632 8,019 19,489
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 9,540)
642 2,153 3,583 4,589 3,719 8,814 9,455 726 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 15.1 7.2 60.3 39.5 84.3 61.9 15.7 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 12 6 20 15 36 31
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,774
COMMITMENTS
5,929 380 30 14,682 20,613 20,641 21,023 1,133 751
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 399)
195 -118 -93 -6 28 96 -183 303 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 1.7 0.1 67.4 94.7 94.8 96.6 5.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 1 1 8 2 19 4
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 47,826
COMMITMENTS
6,201 4,887 2,487 17,841 32,842 26,529 40,216 21,297 7,610
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 985)
-901 1,228 391 1,027 1,638 517 3,257 468 -2,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 10.2 5.2 37.3 68.7 55.5 84.1 44.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 12 3 27 33 37 48
Updated June 9, 2006