MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED 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: 37,987
COMMITMENTS
8 2,502 4,512 28,304 16,775 32,825 23,789 5,162 14,198
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 654)
6 -171 109 -151 622 -36 560 691 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.6 11.9 74.5 44.2 86.4 62.6 13.6 37.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 11 11 22 18 33 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED 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: 153,314
COMMITMENTS
17,874 28,056 34,085 81,000 54,894 132,960 117,035 20,354 36,279
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -5,506)
279 2,538 -7,624 3,142 -361 -4,202 -5,446 -1,304 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 18.3 22.2 52.8 35.8 86.7 76.3 13.3 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
59 66 74 35 38 135 157
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED 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: 2,142
COMMITMENTS
711 178 209 581 787 1,500 1,174 642 969
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -119)
97 4 -42 -137 118 -82 80 -37 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 8.3 9.7 27.1 36.7 70.0 54.8 30.0 45.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 7 6 7 6 19 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED 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: 253,957
COMMITMENTS
38,761 31,586 61,972 122,291 97,945 223,024 191,503 30,932 62,454
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 14,699)
-349 10,357 8,454 3,018 -6,739 11,122 12,072 3,577 2,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 12.4 24.4 48.2 38.6 87.8 75.4 12.2 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
73 88 95 101 128 229 272
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED 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: 4,276
COMMITMENTS
1,636 591 487 819 1,839 2,942 2,918 1,335 1,359
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -163)
-64 133 50 39 -182 25 1 -189 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 13.8 11.4 19.1 43.0 68.8 68.2 31.2 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 12 8 11 20 29 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED 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: 42,830
COMMITMENTS
13,311 5,411 7,257 15,283 10,333 35,851 23,002 6,979 19,828
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -204)
-1,110 1,079 41 793 -691 -276 429 72 -633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 12.6 16.9 35.7 24.1 83.7 53.7 16.3 46.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
39 45 36 73 62 134 125
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED 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: 132,360
COMMITMENTS
34,477 20,775 5,003 51,173 91,279 90,652 117,057 41,708 15,303
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -10,614)
-20,920 6,090 1,326 9,843 -15,351 -9,751 -7,934 -863 -2,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 15.7 3.8 38.7 69.0 68.5 88.4 31.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
27 21 11 28 23 60 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED 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: 94,748
COMMITMENTS
7,749 55,807 36 78,260 14,420 86,046 70,263 8,702 24,485
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -34,065)
-8,556 -6,391 -77 -24,414 -24,525 -33,047 -30,993 -1,018 -3,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 58.9 0.0 82.6 15.2 90.8 74.2 9.2 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 26 1 11 8 17 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 72,574
COMMITMENTS
10,764 25,833 1,132 45,597 22,502 57,493 49,467 15,082 23,107
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -34,374)
-4,063 -1,614 623 -26,679 -30,706 -30,119 -31,696 -4,255 -2,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 35.6 1.6 62.8 31.0 79.2 68.2 20.8 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 20 6 20 11 33 33
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED 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: 231,474
COMMITMENTS
23,977 70,110 2,513 173,003 121,967 199,493 194,590 31,982 36,884
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -58,254)
-12,069 -8,462 61 -41,346 -48,954 -53,355 -57,356 -4,899 -898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 30.3 1.1 74.7 52.7 86.2 84.1 13.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
18 34 6 30 25 50 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED 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: 155,992
COMMITMENTS
51,129 26,250 15,484 41,052 71,777 107,665 113,511 48,327 42,481
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -39,920)
3,567 -10,179 1,820 -38,512 -28,982 -33,125 -37,342 -6,795 -2,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 16.8 9.9 26.3 46.0 69.0 72.8 31.0 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
41 46 34 24 29 85 89
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 15,078,800
COMMITMENTS
837,931 1090644 5022390 8161680 7373166 14022000 13486200 1056801 1592601
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -2,495,393)
36,231 -106,158 -1332789 -1165142 -1041904 -2461700 -2480851 -33,694 -14,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 7.2 33.3 54.1 48.9 93.0 89.4 7.0 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
70 72 117 156 163 291 301
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED 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: 827,728
COMMITMENTS
71,712 41,488 62,734 506,852 570,358 641,297 674,579 186,430 153,149
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 46,384)
2,883 -6,361 6,253 16,803 23,360 25,938 23,252 20,446 23,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 5.0 7.6 61.2 68.9 77.5 81.5 22.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
41 51 60 98 74 181 144
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED 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: 1,761,909
COMMITMENTS
253,112 386,884 93,975 1045543 1040951 1392630 1521810 369,280 240,100
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 358,160)
8,387 -11,258 22,829 256,955 235,771 288,171 247,342 69,989 110,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 22.0 5.3 59.3 59.1 79.0 86.4 21.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
65 65 60 80 79 181 169
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED 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 TRADER
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 1 17 15 21 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 6,937
COMMITMENTS
3,068 583 1,025 2,566 5,067 6,659 6,674 277 262
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 1,932)
-275 210 513 1,641 947 1,879 1,670 53 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.2 8.4 14.8 37.0 73.0 96.0 96.2 4.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 4 4 7 8 16 15
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED 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: 91,100
COMMITMENTS
12,272 9,239 3,818 46,955 65,559 63,045 78,616 28,055 12,484
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 15,938)
-1,093 51 2,878 8,906 9,736 10,690 12,665 5,248 3,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 10.1 4.2 51.5 72.0 69.2 86.3 30.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
16 17 11 38 37 61 60
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED 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: 488,830
COMMITMENTS
115,877 102,672 23,045 313,528 272,539 452,450 398,256 36,380 90,574
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 73,752)
1,919 -21,423 10,825 48,222 73,139 60,966 62,541 12,787 11,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 21.0 4.7 64.1 55.8 92.6 81.5 7.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
78 69 36 52 57 150 143
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED 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: 43,400
COMMITMENTS
16,571 14,937 0 15,857 12,127 32,428 27,064 10,972 16,336
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -24,566)
-232 -4,762 -578 -20,654 -19,940 -21,464 -25,280 -3,102 714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 34.4 0.0 36.5 27.9 74.7 62.4 25.3 37.6
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
OPTION AND FUTURES COMBINED 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: 46,920
COMMITMENTS
5,404 7,281 3,745 31,396 26,462 40,545 37,489 6,375 9,432
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 12,660)
20 465 3,551 8,139 6,908 11,710 10,924 950 1,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 24 44 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED 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: 393,457
COMMITMENTS
31,902 69,218 49,059 286,165 257,258 367,127 375,535 26,330 17,922
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: 83,410)
179 -3,529 42,194 41,338 40,750 83,711 79,414 -301 3,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 17.6 12.5 72.7 65.4 93.3 95.4 6.7 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
33 68 37 48 58 106 139
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED 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: 48,449
COMMITMENTS
14,307 14,811 349 22,891 25,454 37,547 40,614 10,902 7,835
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -27,167)
-5,492 -536 -2,222 -14,677 -19,662 -22,391 -22,420 -4,776 -4,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 30.6 0.7 47.2 52.5 77.5 83.8 22.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
26 21 6 14 23 44 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 24,126
COMMITMENTS
6,280 1,208 236 16,977 22,234 23,493 23,678 633 448
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 5.0 1.0 70.4 92.2 97.4 98.1 2.6 1.9
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
OPTION AND FUTURES COMBINED 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: 34,738
COMMITMENTS
5,195 3,115 892 14,130 23,235 20,217 27,242 14,521 7,496
CHANGES FROM 03/07/06 (CHANGE IN OPEN INTEREST: -9,675)
-12 185 -739 -2,300 -9,682 -3,051 -10,236 -6,624 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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