MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,926
COMMITMENTS
751 3,692 4,232 29,636 17,169 34,619 25,092 5,308 14,834
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 1,401)
2 312 234 1,005 891 1,241 1,437 160 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.2 10.6 74.2 43.0 86.7 62.8 13.3 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 15 12 22 19 35 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,159
COMMITMENTS
15,176 31,018 39,064 79,938 48,007 134,179 118,090 17,981 34,070
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -1,594)
-1,920 2,538 1,229 -1,060 -5,239 -1,751 -1,472 157 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 20.4 25.7 52.5 31.6 88.2 77.6 11.8 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
58 69 75 37 37 137 161
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,027
COMMITMENTS
342 479 52 692 630 1,086 1,161 941 866
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 259)
1 164 -42 -62 90 -103 212 361 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 23.6 2.6 34.1 31.1 53.6 57.3 46.4 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 7 2 7 6 14 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 272,175
COMMITMENTS
44,581 41,076 64,867 129,134 106,854 238,582 212,797 33,593 59,378
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -13,349)
146 -1,956 -7,803 -4,473 -1,845 -12,130 -11,604 -1,220 -1,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 15.1 23.8 47.4 39.3 87.7 78.2 12.3 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
76 83 92 107 127 236 273
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,215
COMMITMENTS
1,794 698 894 1,070 1,576 3,758 3,167 1,458 2,048
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -289)
42 -105 204 7 -1 252 98 -541 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 13.4 17.1 20.5 30.2 72.0 60.7 28.0 39.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 16 11 16 18 36 39
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,270
COMMITMENTS
12,597 6,172 6,879 12,744 7,771 32,220 20,822 6,051 17,449
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -1,737)
-228 705 -655 -741 -1,071 -1,624 -1,021 -113 -716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 16.1 18.0 33.3 20.3 84.2 54.4 15.8 45.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
31 48 30 64 64 112 129
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 94,389
COMMITMENTS
24,950 11,959 3,302 31,585 59,997 59,837 75,257 34,552 19,132
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 2,144)
12,465 -4,740 -779 -6,693 6,933 4,993 1,415 -2,849 729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 12.7 3.5 33.5 63.6 63.4 79.7 36.6 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 17 7 22 24 49 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 79,646
COMMITMENTS
6,733 35,123 414 61,713 23,627 68,860 59,164 10,786 20,482
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -576)
-954 -10,421 269 -1,066 12,297 -1,751 2,145 1,175 -2,721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 44.1 0.5 77.5 29.7 86.5 74.3 13.5 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 23 2 12 11 22 35
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 79,962
COMMITMENTS
16,180 20,804 0 59,923 55,481 76,103 76,285 3,859 3,677
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 52)
-445 973 -303 761 -827 13 -157 39 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 26.0 0.0 74.9 69.4 95.2 95.4 4.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 27 0 19 15 32 42
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 82,046
COMMITMENTS
16,729 22,736 1,390 43,112 38,088 61,230 62,213 20,816 19,833
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -651)
2,926 -2,151 -146 -6,802 5,299 -4,022 3,002 3,371 -3,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 27.7 1.7 52.5 46.4 74.6 75.8 25.4 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 19 6 17 17 36 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 250,193
COMMITMENTS
34,869 90,951 4,811 178,004 117,579 217,685 213,342 32,508 36,851
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 15,383)
5,153 27,437 -331 12,994 -14,225 17,816 12,881 -2,433 2,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 36.4 1.9 71.1 47.0 87.0 85.3 13.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
27 44 8 30 25 62 72
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 182,756
COMMITMENTS
53,662 16,687 17,656 52,879 112,920 124,197 147,264 58,559 35,492
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -14,627)
-10,664 1,725 -5,291 -674 -3,918 -16,629 -7,484 2,002 -7,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 9.1 9.7 28.9 61.8 68.0 80.6 32.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
47 34 37 27 30 95 80
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 12,412
COMMITMENTS
3,587 1,251 0 7,192 9,545 10,779 10,796 1,633 1,616
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -61)
585 -1,363 0 -296 1,681 289 318 -350 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 10.1 0.0 57.9 76.9 86.8 87.0 13.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 4 0 10 10 15 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 84,723
COMMITMENTS
30,647 873 1,904 50,102 75,920 82,653 78,697 2,070 6,026
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 12,258)
985 0 -45 11,870 11,181 12,810 11,136 -552 1,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 1.0 2.2 59.1 89.6 97.6 92.9 2.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 1 3 14 18 21 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 17,389,178
COMMITMENTS
903,206 1313076 6345301 9017128 8132298 16265635 15790676 1123543 1598501
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 365,032)
42,520 100,906 198,041 167,779 116,362 408,340 415,309 -43,308 -50,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.6 36.5 51.9 46.8 93.5 90.8 6.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
80 76 123 149 154 289 299
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 727,707
COMMITMENTS
72,538 60,860 42,549 465,353 514,157 580,440 617,566 147,267 110,141
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 7,173)
3,633 2,600 2,026 -5,225 11,748 434 16,374 6,740 -9,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 8.4 5.8 63.9 70.7 79.8 84.9 20.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
56 48 69 89 67 182 147
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,232,895
COMMITMENTS
173,125 373,921 39,227 736,165 688,731 948,516 1101879 284,379 131,017
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 30,561)
-28,349 59,690 2,525 92,130 -35,409 66,306 26,805 -35,745 3,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 30.3 3.2 59.7 55.9 76.9 89.4 23.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
53 60 43 77 72 158 147
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,901
COMMITMENTS
1,948 705 0 5,575 8,766 7,523 9,471 3,378 1,430
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -190)
-6 0 -0 30 -79 24 -79 -214 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 6.5 0.0 51.1 80.4 69.0 86.9 31.0 13.1
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 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 48,391
COMMITMENTS
9,947 11,860 0 31,289 33,035 41,236 44,895 7,155 3,496
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 1,534)
1,219 205 0 1,577 741 2,796 946 -1,262 588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 24.5 0.0 64.7 68.3 85.2 92.8 14.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 10 0 23 22 31 32
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,897
COMMITMENTS
16,706 12,012 326 33,167 36,158 50,199 48,497 9,698 11,400
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -15)
-218 -108 65 103 628 -51 585 35 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 20.1 0.5 55.4 60.4 83.8 81.0 16.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 17 4 29 28 48 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 297,456
COMMITMENTS
97,777 114,317 9,200 138,127 160,262 245,104 283,780 52,352 13,676
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 5,769)
-7,793 1,742 1,465 13,527 10,704 7,198 13,911 -1,429 -8,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 38.4 3.1 46.4 53.9 82.4 95.4 17.6 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
75 73 19 41 46 126 128
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 55,179
COMMITMENTS
23,254 16,317 2 19,038 22,291 42,294 38,610 12,885 16,569
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -11,639)
1,561 -11,253 -953 -11,189 5,438 -10,582 -6,768 -1,058 -4,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.1 29.6 0.0 34.5 40.4 76.6 70.0 23.4 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 16 1 13 17 29 33
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,530
COMMITMENTS
5,266 5,073 21 23,822 20,857 29,109 25,951 3,421 6,579
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 1,900)
-44 178 0 2,244 2,104 2,200 2,282 -299 -382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 15.6 0.1 73.2 64.1 89.5 79.8 10.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 9 1 28 27 34 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 319,774
COMMITMENTS
72,906 65,995 3,580 221,930 236,933 298,415 306,507 21,359 13,266
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 11,463)
-5,458 -1,393 -1,439 19,529 13,911 12,631 11,079 -1,168 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 20.6 1.1 69.4 74.1 93.3 95.9 6.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
43 62 32 38 50 93 132
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 54,917
COMMITMENTS
17,197 17,798 1,202 26,560 27,816 44,960 46,817 9,957 8,100
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 2,108)
-48 1,245 39 339 -323 330 961 1,778 1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 32.4 2.2 48.4 50.7 81.9 85.3 18.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
31 25 8 19 22 54 52
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,691
COMMITMENTS
12,918 4,538 79 16,533 18,013 29,530 22,630 5,161 12,061
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 170)
-1,657 1,751 74 666 3,092 -917 4,917 1,087 -4,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 13.1 0.2 47.7 51.9 85.1 65.2 14.9 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 11 2 13 16 29 28
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 23,508
COMMITMENTS
5,560 1,048 58 15,142 21,909 20,760 23,015 2,748 493
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 124)
-1,646 -78 -39 -47 169 -1,732 52 1,856 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 4.5 0.2 64.4 93.2 88.3 97.9 11.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
8 4 1 6 4 14 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 42,571
COMMITMENTS
4,865 2,905 2,442 17,348 25,590 24,655 30,937 17,916 11,634
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 3,416)
144 -462 491 246 2,491 881 2,520 2,535 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 6.8 5.7 40.8 60.1 57.9 72.7 42.1 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 8 6 22 31 33 44
Updated April 14, 2006