BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,566
COMMITMENTS
0 32 74 4,018 4,219 4,092 4,325 474 241
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 178)
0 18 3 49 40 52 61 126 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.7 1.6 88.0 92.4 89.6 94.7 10.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 11 13 12 14
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,339
COMMITMENTS
1,085 2,387 1,199 26,545 17,231 28,829 20,817 3,510 11,522
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 875)
-403 398 241 1,023 242 861 881 14 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 7.4 3.7 82.1 53.3 89.1 64.4 10.9 35.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 12 9 25 19 35 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 163,074
COMMITMENTS
35,489 15,507 30,855 78,393 80,543 144,737 126,905 18,337 36,169
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 5,187)
3,156 -1,464 1,726 1,164 5,695 6,046 5,957 -859 -770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 9.5 18.9 48.1 49.4 88.8 77.8 11.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
71 45 62 38 46 152 132
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,947
COMMITMENTS
736 489 50 352 604 1,138 1,143 809 804
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 206)
166 230 -15 -66 78 85 293 121 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 25.1 2.6 18.1 31.0 58.4 58.7 41.6 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 9 4 4 7 19 17
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 227,067
COMMITMENTS
50,670 21,892 44,576 111,104 107,890 206,350 174,358 20,717 52,709
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 4,429)
831 -2,153 5,074 -2,808 314 3,097 3,235 1,332 1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 9.6 19.6 48.9 47.5 90.9 76.8 9.1 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
66 50 53 76 138 174 217
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,266
COMMITMENTS
2,525 2,186 224 944 916 3,693 3,326 1,573 1,940
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -191)
213 136 -102 -349 -150 -238 -116 47 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.9 41.5 4.3 17.9 17.4 70.1 63.2 29.9 36.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
20 22 9 16 15 43 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,473
COMMITMENTS
11,911 5,104 2,054 8,813 7,216 22,778 14,374 4,695 13,099
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 1,910)
1,206 279 417 346 484 1,969 1,180 -59 730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.4 18.6 7.5 32.1 26.3 82.9 52.3 17.1 47.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
42 25 24 30 49 93 84
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 89,791
COMMITMENTS
38,165 7,856 1,083 15,974 65,982 55,222 74,921 34,569 14,870
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -33,655)
1,141 -5,190 -554 -35,468 -26,877 -34,881 -32,621 1,226 -1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 8.7 1.2 17.8 73.5 61.5 83.4 38.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
27 13 1 15 18 43 31
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 63,556
COMMITMENTS
14,509 30,398 36 36,665 19,565 51,210 49,999 12,346 13,557
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 5,939)
-5,788 4,629 0 11,770 4 5,982 4,633 -43 1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 47.8 0.1 57.7 30.8 80.6 78.7 19.4 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 11 1 5 6 18 18
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 88,259
COMMITMENTS
8,917 36,735 180 76,284 46,146 85,381 83,061 2,878 5,198
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 10,391)
1,152 -73 15 8,886 9,871 10,053 9,813 338 578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 41.6 0.2 86.4 52.3 96.7 94.1 3.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
9 41 1 18 13 28 54
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 78,592
COMMITMENTS
17,709 11,138 42 38,284 53,525 56,035 64,705 22,557 13,887
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 101)
-11,301 5,530 -88 11,709 -7,758 320 -2,316 -219 2,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 14.2 0.1 48.7 68.1 71.3 82.3 28.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 10 2 15 14 31 25
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 174,066
COMMITMENTS
25,190 60,762 86 116,383 81,209 141,659 142,057 32,407 32,009
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 12,776)
1,313 13,878 0 11,801 -3,978 13,114 9,900 -338 2,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 34.9 0.0 66.9 46.7 81.4 81.6 18.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
32 29 2 26 16 59 46
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 148,166
COMMITMENTS
77,942 13,272 396 18,274 106,720 96,612 120,388 51,554 27,778
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 15,562)
11,925 -255 15 467 12,344 12,407 12,104 3,155 3,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.6 9.0 0.3 12.3 72.0 65.2 81.3 34.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
52 18 5 21 27 73 50
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 54,507
COMMITMENTS
21,248 4,204 0 27,539 43,942 48,787 48,146 5,720 6,361
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 6,796)
2,743 2,595 0 4,108 2,697 6,851 5,292 -55 1,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 7.7 0.0 50.5 80.6 89.5 88.3 10.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 3 0 11 12 16 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,602,888
COMMITMENTS
893,417 1696533 1432643 6296852 5153276 8622912 8282452 979,976 1320436
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 202,637)
43,473 80,422 -29,358 209,342 210,058 223,457 261,122 -20,820 -58,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 17.7 14.9 65.6 53.7 89.8 86.2 10.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
66 71 99 134 154 250 286
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 623,630
COMMITMENTS
79,230 68,543 1,261 409,432 436,632 489,923 506,436 133,707 117,194
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 4,927)
1,848 2,363 11 3,161 6,097 5,020 8,471 -93 -3,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 11.0 0.2 65.7 70.0 78.6 81.2 21.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
45 43 16 84 57 138 107
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,298,945
COMMITMENTS
208,915 388,717 21,047 685,878 752,631 915,840 1162395 383,105 136,550
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 4,975)
16,586 8,614 1,746 10,258 -4,769 28,590 5,591 -23,615 -616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 29.9 1.6 52.8 57.9 70.5 89.5 29.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
42 75 15 69 68 121 149
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,587
COMMITMENTS
7,405 30,550 0 51,515 27,532 58,920 58,082 4,667 5,505
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 5,836)
-544 5,579 0 6,811 304 6,267 5,883 -431 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 48.0 0.0 81.0 43.3 92.7 91.3 7.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 15 0 26 19 31 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,691
COMMITMENTS
8,030 14,229 42 36,312 27,534 44,384 41,805 7,307 9,886
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 981)
-753 -770 18 -35 414 -770 -338 1,751 1,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 27.5 0.1 70.2 53.3 85.9 80.9 14.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 19 1 29 28 44 47
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 352,844
COMMITMENTS
69,655 182,433 642 241,850 149,034 312,147 332,109 40,697 20,735
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 21,588)
208 11,624 -1,613 21,890 15,664 20,485 25,675 1,103 -4,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 51.7 0.2 68.5 42.2 88.5 94.1 11.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
39 97 8 42 44 88 142
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 42,014
COMMITMENTS
14,220 11,514 0 10,614 21,734 24,834 33,248 17,180 8,766
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 4,385)
2,467 -2,651 0 208 5,798 2,675 3,147 1,710 1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 27.4 0.0 25.3 51.7 59.1 79.1 40.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 4 0 10 11 23 15
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,009
COMMITMENTS
5,975 7,044 7 24,005 20,333 29,987 27,384 4,022 6,625
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 1,405)
0 327 0 1,457 1,514 1,457 1,841 -52 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 20.7 0.0 70.6 59.8 88.2 80.5 11.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
3 16 2 25 27 30 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 423,492
COMMITMENTS
126,562 112,202 902 276,436 293,969 403,900 407,073 19,592 16,419
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 5,377)
-7,154 -16,535 -1 12,674 19,953 5,519 3,417 -142 1,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 26.5 0.2 65.3 69.4 95.4 96.1 4.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
19 72 5 40 51 60 127
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,267
COMMITMENTS
10,041 14,505 2 18,234 16,219 28,277 30,726 8,990 6,541
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -1,523)
-732 -904 0 491 -827 -241 -1,731 -1,282 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 38.9 0.0 48.9 43.5 75.9 82.4 24.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 21 1 17 13 36 34
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,809
COMMITMENTS
11,864 3,928 67 15,977 16,818 27,908 20,813 7,901 14,996
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -266)
-796 1,206 24 -366 -151 -1,138 1,079 872 -1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 11.0 0.2 44.6 47.0 77.9 58.1 22.1 41.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 10 1 16 12 33 23
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,517
COMMITMENTS
4,858 738 93 14,913 19,299 19,864 20,130 653 387
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -1,847)
351 228 -34 236 -1,129 553 -935 -2,400 -912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 3.6 0.5 72.7 94.1 96.8 98.1 3.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 1 7 3 15 6
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 36,006
COMMITMENTS
6,735 4,142 1,350 16,642 23,537 24,727 29,029 11,279 6,977
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 3,372)
-211 -167 40 3,196 2,480 3,025 2,353 347 1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 11.5 3.7 46.2 65.4 68.7 80.6 31.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 9 3 22 30 29 42
Updated June 30, 2006