BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,430
COMMITMENTS
0 26 83 3,882 4,006 3,965 4,115 465 315
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 179)
0 13 3 115 239 118 255 61 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 1.9 87.6 90.4 89.5 92.9 10.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 12 14 13 15
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,627
COMMITMENTS
985 4,071 4,174 28,988 17,027 34,148 25,272 4,479 13,356
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 1,009)
259 -108 253 274 760 786 905 223 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 10.5 10.8 75.0 44.1 88.4 65.4 11.6 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 16 9 24 19 34 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 164,955
COMMITMENTS
24,106 28,363 46,877 74,795 50,902 145,778 126,142 19,177 38,813
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 5,358)
1,612 832 3,717 -740 669 4,590 5,218 769 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 17.2 28.4 45.3 30.9 88.4 76.5 11.6 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
56 72 87 36 43 157 160
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,217
COMMITMENTS
412 631 121 790 359 1,323 1,111 894 1,106
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 205)
-75 -35 47 45 77 17 89 188 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 28.5 5.5 35.6 16.2 59.7 50.1 40.3 49.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 5 3 9 6 18 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 311,723
COMMITMENTS
56,797 39,883 76,449 137,337 128,843 270,584 245,176 41,139 66,547
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 16,920)
483 -4,033 6,661 5,842 10,247 12,986 12,874 3,934 4,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 12.8 24.5 44.1 41.3 86.8 78.7 13.2 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
86 78 103 122 160 267 305
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,840
COMMITMENTS
2,384 831 425 574 1,698 3,383 2,954 1,457 1,886
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 257)
84 172 33 1 -255 118 -50 139 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.3 17.2 8.8 11.9 35.1 69.9 61.0 30.1 39.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
16 13 6 11 24 29 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,981
COMMITMENTS
10,817 5,320 4,697 10,789 7,035 26,303 17,052 6,678 15,929
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 677)
856 -404 441 -769 368 529 405 148 272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 16.1 14.2 32.7 21.3 79.8 51.7 20.2 48.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
38 35 28 59 61 110 113
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 129,252
COMMITMENTS
46,422 28,242 5,980 36,308 73,701 88,709 107,923 40,543 21,329
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -3,205)
-7,089 1,949 1,497 3,244 -4,903 -2,347 -1,457 -858 -1,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 21.9 4.6 28.1 57.0 68.6 83.5 31.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
37 24 9 22 23 66 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 102,536
COMMITMENTS
24,450 25,516 161 55,127 63,170 79,738 88,847 22,798 13,689
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 6,104)
5,697 -3,803 -98 -1,297 14,108 4,302 10,207 1,801 -4,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 24.9 0.2 53.8 61.6 77.8 86.6 22.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 13 1 12 15 28 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 88,327
COMMITMENTS
15,487 26,560 703 68,503 57,282 84,693 84,545 3,634 3,782
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 1,363)
-4,231 3,536 -7 5,554 -2,072 1,316 1,457 47 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 30.1 0.8 77.6 64.9 95.9 95.7 4.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
20 23 3 22 15 44 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 118,617
COMMITMENTS
38,547 14,543 3,929 41,682 79,784 84,158 98,256 34,459 20,361
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 7,729)
-1,612 -320 1,356 7,093 8,275 6,837 9,310 893 -1,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 12.3 3.3 35.1 67.3 70.9 82.8 29.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
30 13 7 19 24 51 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 274,603
COMMITMENTS
49,870 31,039 6,691 162,110 204,887 218,670 242,616 55,933 31,987
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 6,470)
461 353 766 5,606 2,830 6,833 3,949 -364 2,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 11.3 2.4 59.0 74.6 79.6 88.4 20.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
34 27 9 28 30 67 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 246,380
COMMITMENTS
81,539 11,943 34,556 60,721 152,258 176,816 198,757 69,563 47,623
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 5,142)
-3,167 -3,663 8,115 5,029 3,187 9,977 7,638 -4,835 -2,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 4.8 14.0 24.6 61.8 71.8 80.7 28.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
62 28 41 28 32 106 85
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 14,193
COMMITMENTS
7,867 501 0 5,136 11,955 13,003 12,456 1,190 1,737
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 457)
583 103 0 -142 555 441 658 16 -201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.4 3.5 0.0 36.2 84.2 91.6 87.8 8.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 3 0 10 14 13 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 18,397,637
COMMITMENTS
830,114 1349788 6986104 9439362 8678610 17255581 17014502 1142056 1383135
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -520,632)
20,362 49,976 -389,678 -53,200 41,660 -422,517 -298,042 -98,116 -222,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.3 38.0 51.3 47.2 93.8 92.5 6.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
64 84 123 153 157 288 300
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 762,121
COMMITMENTS
87,893 63,693 49,514 461,102 532,482 598,509 645,689 163,612 116,432
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 4,020)
14,902 6,704 -4,697 -16,828 5,341 -6,622 7,348 10,642 -3,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 8.4 6.5 60.5 69.9 78.5 84.7 21.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
61 56 82 96 68 200 163
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,427,657
COMMITMENTS
203,604 424,857 65,604 878,617 810,702 1147825 1301163 279,832 126,495
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 9,264)
-43,516 -14,702 19,839 42,642 3,084 18,964 8,221 -9,701 1,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 29.8 4.6 61.5 56.8 80.4 91.1 19.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
59 71 49 82 75 170 166
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,917
COMMITMENTS
2,082 705 0 5,091 8,627 7,173 9,332 3,744 1,585
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 79)
244 0 -0 29 1 273 1 -194 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 6.5 0.0 46.6 79.0 65.7 85.5 34.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 1 13 13 17 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 56,225
COMMITMENTS
11,298 12,944 2 35,863 39,812 47,163 52,758 9,062 3,467
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 286)
356 642 2 -722 -551 -364 93 650 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 23.0 0.0 63.8 70.8 83.9 93.8 16.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
9 8 1 23 23 32 32
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,587
COMMITMENTS
13,984 11,771 6 38,133 43,693 52,123 55,470 11,465 8,117
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -295)
-1,263 2,249 -160 1,067 3,135 -356 5,225 61 -5,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 18.5 0.0 60.0 68.7 82.0 87.2 18.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
17 18 2 32 30 50 49
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 379,912
COMMITMENTS
81,620 168,825 5,085 262,279 179,813 348,984 353,723 30,928 26,189
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 16,855)
-15,309 37,231 -1,148 49,736 -32,180 33,280 3,903 -16,425 12,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 44.4 1.3 69.0 47.3 91.9 93.1 8.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
71 85 17 56 40 136 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 80,479
COMMITMENTS
36,533 5,855 263 17,299 66,322 54,096 72,441 26,383 8,038
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 4,244)
1,838 84 -11 1,689 5,721 3,516 5,794 728 -1,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.4 7.3 0.3 21.5 82.4 67.2 90.0 32.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
24 6 1 15 19 40 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,119
COMMITMENTS
6,090 5,562 44 29,981 29,259 36,115 34,865 4,004 5,254
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -203)
42 241 -2 46 903 86 1,142 -289 -1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 13.9 0.1 74.7 72.9 90.0 86.9 10.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 11 2 27 28 35 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 419,008
COMMITMENTS
73,984 110,061 5,810 310,710 277,694 390,504 393,565 28,504 25,443
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 51,839)
-1,728 7,573 -765 52,278 36,904 49,785 43,712 2,054 8,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 26.3 1.4 74.2 66.3 93.2 93.9 6.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
53 66 38 41 56 102 152
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 57,147
COMMITMENTS
16,328 18,802 1,685 27,048 27,742 45,060 48,228 12,087 8,919
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -257)
327 708 143 -970 -1,630 -500 -779 243 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 32.9 2.9 47.3 48.5 78.8 84.4 21.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
25 24 9 19 18 48 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,674
COMMITMENTS
7,694 5,367 707 22,346 18,452 30,747 24,526 4,927 11,148
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: -784)
-2,914 -181 666 2,193 192 -55 677 -729 -1,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 15.0 2.0 62.6 51.7 86.2 68.8 13.8 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
11 10 4 18 16 30 29
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 49,896
COMMITMENTS
7,376 2,734 3,133 20,086 28,475 30,595 34,342 19,301 15,554
CHANGES FROM 05/09/06 (CHANGE IN OPEN INTEREST: 2,597)
1,263 -1,516 -210 1,614 4,567 2,667 2,841 -70 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 5.5 6.3 40.3 57.1 61.3 68.8 38.7 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
10 9 7 28 32 42 46
Updated May 19, 2006