MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,525
COMMITMENTS
749 3,380 3,998 28,630 16,278 33,377 23,656 5,148 14,869
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -2,745)
103 827 -550 -2,210 -1,117 -2,656 -839 -88 -1,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 8.8 10.4 74.3 42.3 86.6 61.4 13.4 38.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 15 11 21 18 33 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 153,753
COMMITMENTS
17,096 28,480 37,835 80,997 53,246 135,929 119,561 17,824 34,192
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 2,536)
-193 2,622 3,392 -1,069 -2,837 2,130 3,177 406 -641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 18.5 24.6 52.7 34.6 88.4 77.8 11.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
56 71 80 40 37 145 164
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,768
COMMITMENTS
341 315 93 754 540 1,189 949 580 820
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -108)
-160 123 -50 222 -144 12 -71 -119 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 17.8 5.3 42.6 30.5 67.2 53.7 32.8 46.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 7 4 7 5 16 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 285,524
COMMITMENTS
44,435 43,032 72,670 133,607 108,699 250,712 224,402 34,812 61,123
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 11,724)
4,948 1,062 1,082 4,272 9,241 10,302 11,385 1,421 339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 15.1 25.5 46.8 38.1 87.8 78.6 12.2 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
73 88 84 114 138 232 282
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,504
COMMITMENTS
1,753 803 690 1,063 1,577 3,505 3,069 1,999 2,435
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 937)
137 -43 -35 185 193 287 115 650 823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 14.6 12.5 19.3 28.6 63.7 55.8 36.3 44.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 18 13 16 18 38 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,008
COMMITMENTS
12,825 5,467 7,533 13,485 8,842 33,844 21,843 6,164 18,165
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -4,252)
-2,226 109 -982 -1,339 -1,347 -4,548 -2,221 296 -2,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 13.7 18.8 33.7 22.1 84.6 54.6 15.4 45.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
35 46 31 65 63 117 129
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 92,245
COMMITMENTS
12,485 16,698 4,081 38,278 53,064 54,844 73,843 37,401 18,402
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -3,355)
-2,142 -5,527 966 -257 1,122 -1,433 -3,439 -1,921 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 18.1 4.4 41.5 57.5 59.5 80.1 40.5 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
21 20 10 21 24 45 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 80,222
COMMITMENTS
7,687 45,543 145 62,779 11,331 70,611 57,019 9,611 23,203
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -5,676)
1,642 -5,814 -249 -9,757 -275 -8,364 -6,337 2,688 662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 56.8 0.2 78.3 14.1 88.0 71.1 12.0 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 25 1 10 10 21 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 79,910
COMMITMENTS
16,625 19,831 303 59,162 56,308 76,090 76,442 3,820 3,468
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 9,407)
-4,114 10,314 -446 14,985 -506 10,425 9,362 -1,018 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 24.8 0.4 74.0 70.5 95.2 95.7 4.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
15 27 2 20 13 36 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 82,697
COMMITMENTS
13,803 24,887 1,535 49,914 32,788 65,252 59,211 17,445 23,486
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 12,109)
1,501 5,918 125 7,301 4,576 8,926 10,618 3,183 1,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 30.1 1.9 60.4 39.6 78.9 71.6 21.1 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
13 21 5 22 16 36 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 234,809
COMMITMENTS
29,716 63,515 5,142 165,010 131,805 199,868 200,461 34,941 34,348
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 10,313)
3,166 5,867 365 1,031 3,636 4,562 9,869 5,751 444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 27.0 2.2 70.3 56.1 85.1 85.4 14.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
25 41 10 28 24 59 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 197,383
COMMITMENTS
64,326 14,962 22,947 53,553 116,838 140,825 154,747 56,557 42,635
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 30,756)
12,167 -582 5,498 11,388 19,970 29,054 24,886 1,702 5,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 7.6 11.6 27.1 59.2 71.3 78.4 28.7 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
57 34 45 28 33 107 90
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 12,473
COMMITMENTS
3,002 2,614 0 7,488 7,864 10,490 10,478 1,983 1,995
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 226)
-227 284 0 430 184 203 468 23 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 21.0 0.0 60.0 63.0 84.1 84.0 15.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 6 0 12 8 17 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 72,465
COMMITMENTS
29,662 873 1,949 38,232 64,739 69,843 67,561 2,622 4,904
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 2,695)
1,995 0 209 2,302 4,364 4,506 4,573 -1,811 -1,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 1.2 2.7 52.8 89.3 96.4 93.2 3.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 1 3 13 19 20 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 17,024,146
COMMITMENTS
860,685 1212170 6147261 8849349 8015936 15857295 15375367 1166851 1648779
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 877,403)
21,069 295,389 371,370 389,514 97,548 781,953 764,308 95,450 113,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 7.1 36.1 52.0 47.1 93.1 90.3 6.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
78 75 120 147 155 285 296
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 720,534
COMMITMENTS
68,905 58,260 40,523 470,578 502,409 580,006 601,192 140,528 119,341
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -1,314)
2,502 665 6,483 -4,810 4,259 4,175 11,406 -5,489 -12,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 8.1 5.6 65.3 69.7 80.5 83.4 19.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
49 46 62 91 64 176 136
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,202,335
COMMITMENTS
201,474 314,230 36,702 644,034 724,141 882,210 1075073 320,125 127,261
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 18,859)
40,846 15,608 -5,481 68,916 8,513 104,281 18,640 -85,422 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 26.1 3.1 53.6 60.2 73.4 89.4 26.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
56 58 40 77 70 161 140
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,091
COMMITMENTS
1,954 705 0 5,545 8,845 7,499 9,550 3,592 1,541
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -65)
-1 0 0 -273 -60 -274 -60 209 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 6.4 0.0 50.0 79.7 67.6 86.1 32.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 1 12 13 16 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 46,857
COMMITMENTS
8,728 11,655 0 29,712 32,294 38,440 43,949 8,417 2,908
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 2,418)
720 -1,711 0 764 3,833 1,484 2,122 934 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 24.9 0.0 63.4 68.9 82.0 93.8 18.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 9 0 20 25 28 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,912
COMMITMENTS
16,924 12,120 261 33,065 35,530 50,250 47,912 9,662 12,000
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 3,259)
1,169 927 152 739 -1,020 2,060 60 1,198 3,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 20.2 0.4 55.2 59.3 83.9 80.0 16.1 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 16 6 27 25 49 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 291,687
COMMITMENTS
105,570 112,575 7,736 124,600 149,558 237,906 269,869 53,781 21,818
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 38,254)
35,326 -9,777 2,200 -18,950 41,164 18,576 33,586 19,678 4,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 38.6 2.7 42.7 51.3 81.6 92.5 18.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
84 58 11 40 45 132 106
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 66,818
COMMITMENTS
21,693 27,570 955 30,227 16,853 52,876 45,378 13,942 21,440
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -3,730)
3,110 -4,430 -66 -6,058 2,666 -3,014 -1,830 -716 -1,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 41.3 1.4 45.2 25.2 79.1 67.9 20.9 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
14 19 3 16 13 32 33
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,630
COMMITMENTS
5,310 4,895 21 21,578 18,753 26,909 23,669 3,720 6,960
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -237)
74 -170 1 -411 -32 -336 -201 98 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 16.0 0.1 70.4 61.2 87.9 77.3 12.1 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 9 1 28 27 35 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 308,311
COMMITMENTS
78,364 67,388 5,019 202,401 223,022 285,784 295,429 22,527 12,882
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 11,013)
3,980 3,319 330 4,904 9,621 9,215 13,271 1,799 -2,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 21.9 1.6 65.6 72.3 92.7 95.8 7.3 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
31 75 31 39 49 96 129
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,809
COMMITMENTS
17,245 16,553 1,163 26,221 28,139 44,630 45,856 8,179 6,953
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 19)
-617 -324 293 1,718 2,074 1,395 2,043 -1,376 -2,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 31.3 2.2 49.7 53.3 84.5 86.8 15.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
31 21 9 19 22 56 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,521
COMMITMENTS
14,575 2,787 5 15,867 14,921 30,447 17,713 4,074 16,808
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -2,756)
-1,956 -314 5 729 3,719 -1,222 3,410 -1,534 -6,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.2 8.1 0.0 46.0 43.2 88.2 51.3 11.8 48.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 5 1 13 15 29 21
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 23,384
COMMITMENTS
7,206 1,126 97 15,189 21,740 22,492 22,963 892 421
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 678)
880 645 -123 -161 366 596 888 82 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 4.8 0.4 65.0 93.0 96.2 98.2 3.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 4 1 6 4 15 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,155
COMMITMENTS
4,721 3,367 1,951 17,102 23,099 23,774 28,417 15,381 10,738
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 8,403)
-574 -66 822 3,520 1,317 3,768 2,073 4,635 6,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 8.6 5.0 43.7 59.0 60.7 72.6 39.3 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 9 7 21 28 33 41
Updated April 7, 2006