MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,866
COMMITMENTS
752 3,899 4,381 30,127 17,743 35,260 26,023 4,606 13,843
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 418)
2 69 64 168 518 234 651 184 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.8 11.0 75.6 44.5 88.4 65.3 11.6 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 16 11 24 19 36 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 156,017
COMMITMENTS
15,786 29,792 47,384 75,142 43,398 138,312 120,574 17,705 35,443
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 7,387)
1,400 -1,331 7,059 -1,897 241 6,562 5,969 824 1,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 19.1 30.4 48.2 27.8 88.7 77.3 11.3 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
44 68 73 36 38 133 152
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,568
COMMITMENTS
332 1,048 272 957 371 1,561 1,691 1,006 877
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 124)
-134 222 211 98 -143 175 290 -51 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 40.8 10.6 37.3 14.4 60.8 65.9 39.2 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 11 5 9 6 20 19
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 283,476
COMMITMENTS
46,384 44,164 72,575 130,650 109,514 249,610 226,254 33,866 57,221
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 9,390)
987 1,044 4,233 2,626 3,846 7,846 9,123 1,544 267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 15.6 25.6 46.1 38.6 88.1 79.8 11.9 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
63 92 92 107 136 235 280
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,519
COMMITMENTS
2,076 1,147 597 985 1,802 3,658 3,546 1,862 1,974
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 181)
140 168 -127 -50 152 -38 193 219 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 20.8 10.8 17.8 32.6 66.3 64.2 33.7 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 17 12 15 23 41 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,799
COMMITMENTS
12,571 6,219 6,113 13,143 8,527 31,826 20,859 5,973 16,940
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -983)
19 -499 -949 671 706 -260 -743 -723 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 16.5 16.2 34.8 22.6 84.2 55.2 15.8 44.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
31 44 31 70 69 119 128
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 108,995
COMMITMENTS
33,091 19,062 3,683 34,247 68,087 71,021 90,832 37,974 18,163
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 8,889)
9,413 972 632 -3,892 7,880 6,152 9,484 2,736 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 17.5 3.4 31.4 62.5 65.2 83.3 34.8 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
30 19 8 20 25 55 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 85,401
COMMITMENTS
12,262 36,542 239 56,490 29,797 68,992 66,579 16,409 18,822
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 3,302)
1,223 3,506 17 311 99 1,551 3,623 1,751 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 42.8 0.3 66.1 34.9 80.8 78.0 19.2 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 18 1 12 14 23 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 91,806
COMMITMENTS
18,779 31,829 0 69,208 54,504 87,987 86,333 3,819 5,473
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 10,865)
2,257 8,340 -329 8,713 1,205 10,641 9,216 224 1,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 34.7 0.0 75.4 59.4 95.8 94.0 4.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
15 31 0 19 15 34 46
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 99,670
COMMITMENTS
35,024 22,853 2,135 36,281 53,697 73,440 78,685 26,230 20,984
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 11,161)
7,435 345 -502 926 10,796 7,859 10,638 3,301 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 22.9 2.1 36.4 53.9 73.7 78.9 26.3 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
25 16 6 19 22 45 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 252,016
COMMITMENTS
40,303 48,199 6,377 158,561 164,668 205,240 219,244 46,775 32,772
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 4,855)
2,974 -31,869 929 -8,872 38,473 -4,969 7,533 9,824 -2,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 19.1 2.5 62.9 65.3 81.4 87.0 18.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
32 28 9 26 31 64 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 215,144
COMMITMENTS
75,819 13,903 23,674 49,473 135,221 148,967 172,799 66,177 42,345
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 18,622)
8,657 -886 3,811 2,597 13,218 15,065 16,143 3,557 2,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 6.5 11.0 23.0 62.9 69.2 80.3 30.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
58 30 37 29 35 104 85
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 12,171
COMMITMENTS
5,718 910 0 4,974 9,298 10,692 10,208 1,479 1,963
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -983)
446 110 0 -1,346 -1,110 -900 -1,000 -83 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 7.5 0.0 40.9 76.4 87.8 83.9 12.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 3 0 9 12 14 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 63,095
COMMITMENTS
25,561 873 385 33,050 55,970 58,996 57,228 4,099 5,867
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 3,671)
-1,021 0 235 3,498 3,000 2,712 3,235 959 436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 1.4 0.6 52.4 88.7 93.5 90.7 6.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 1 1 10 14 16 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 18,173,841
COMMITMENTS
869,804 1251381 6916576 9155229 8375688 16941610 16543645 1232232 1630196
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 890,154)
-28,240 38,487 581,977 352,444 274,744 906,182 895,209 -16,028 -5,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.9 38.1 50.4 46.1 93.2 91.0 6.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
88 68 126 150 155 292 302
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 728,365
COMMITMENTS
73,012 59,954 37,450 471,809 520,671 582,271 618,076 146,095 110,290
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -3,000)
1,135 1,339 -4,056 295 4,368 -2,626 1,651 -373 -4,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 8.2 5.1 64.8 71.5 79.9 84.9 20.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
50 49 60 91 70 175 145
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,302,995
COMMITMENTS
198,354 442,646 35,521 787,059 702,662 1020934 1180829 282,062 122,167
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 47,058)
12,217 62,465 -14,281 63,880 2,516 61,816 50,700 -14,758 -3,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 34.0 2.7 60.4 53.9 78.4 90.6 21.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
55 68 34 75 75 151 156
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,039
COMMITMENTS
1,947 705 0 5,539 8,659 7,486 9,364 3,553 1,675
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 30)
-44 0 0 -52 4 -96 4 126 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 6.4 0.0 50.2 78.4 67.8 84.8 32.2 15.2
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 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 54,164
COMMITMENTS
9,981 10,737 0 35,743 39,926 45,724 50,663 8,440 3,501
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 1,928)
-1,667 -779 0 4,328 2,174 2,661 1,395 -733 533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 19.8 0.0 66.0 73.7 84.4 93.5 15.6 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 8 0 23 24 32 32
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,202
COMMITMENTS
16,628 11,686 187 35,450 38,640 52,265 50,513 9,937 11,689
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 2,116)
467 -326 -109 1,777 2,465 2,134 2,030 -18 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 18.8 0.3 57.0 62.1 84.0 81.2 16.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 15 3 31 29 49 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 327,239
COMMITMENTS
111,860 117,360 5,979 160,654 185,456 278,493 308,795 48,746 18,444
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 2,806)
-4,335 7,981 -2,567 9,179 -3,067 2,276 2,347 529 458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 35.9 1.8 49.1 56.7 85.1 94.4 14.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
75 65 14 48 40 131 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 53,879
COMMITMENTS
23,589 15,927 172 13,441 24,437 37,202 40,536 16,677 13,343
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 1,141)
3,025 6,491 60 -4,151 -3,363 -1,066 3,188 2,207 -2,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 29.6 0.3 24.9 45.4 69.0 75.2 31.0 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 9 2 13 13 27 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 36,335
COMMITMENTS
5,657 5,807 22 27,190 24,499 32,868 30,328 3,467 6,007
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 2,188)
396 663 -0 1,606 1,728 2,002 2,391 187 -203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 16.0 0.1 74.8 67.4 90.5 83.5 9.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
6 11 1 30 28 37 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 341,140
COMMITMENTS
76,583 78,921 3,910 238,496 242,503 318,989 325,334 22,151 15,806
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 13,942)
-857 5,717 -2,860 16,475 11,470 12,757 14,327 1,185 -385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 23.1 1.1 69.9 71.1 93.5 95.4 6.5 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
40 58 24 41 48 96 115
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,006
COMMITMENTS
12,418 16,296 1,531 26,993 25,866 40,943 43,694 11,063 8,312
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -1,908)
-1,800 -428 96 -299 -1,227 -2,003 -1,558 95 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 31.3 2.9 51.9 49.7 78.7 84.0 21.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
22 22 8 18 21 44 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,805
COMMITMENTS
10,496 5,362 47 18,050 16,521 28,593 21,930 6,212 12,875
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: 663)
-3,110 1,833 28 1,587 -1,453 -1,495 408 2,158 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 15.4 0.1 51.9 47.5 82.2 63.0 17.8 37.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
14 12 2 12 13 27 26
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/25/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 40,993
COMMITMENTS
4,761 3,080 2,149 16,662 26,044 23,572 31,273 17,421 9,720
CHANGES FROM 04/18/06 (CHANGE IN OPEN INTEREST: -528)
269 -346 -45 -1,148 1,536 -924 1,145 396 -1,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 7.5 5.2 40.6 63.5 57.5 76.3 42.5 23.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 10 7 22 31 34 46
Updated April 28, 2006