BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,255
COMMITMENTS
0 13 53 3,833 3,926 3,886 3,992 369 263
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -197)
0 0 -11 -232 -203 -243 -214 46 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.2 90.1 92.3 91.3 93.8 8.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 11 12 12 13
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 36,666
COMMITMENTS
689 2,318 3,842 27,637 16,859 32,168 23,020 4,498 13,647
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,819)
-109 330 -801 -1,941 -1,203 -2,851 -1,674 32 -1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.3 10.5 75.4 46.0 87.7 62.8 12.3 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 10 8 23 18 32 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 170,963
COMMITMENTS
25,968 23,059 52,874 76,863 58,661 155,705 134,594 15,258 36,369
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 2,994)
3,688 -5,156 1,239 1,182 7,958 6,109 4,040 -3,115 -1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 13.5 30.9 45.0 34.3 91.1 78.7 8.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
65 75 91 39 45 167 165
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 278,807
COMMITMENTS
59,055 28,616 66,276 125,236 123,504 250,567 218,396 28,240 60,410
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -23,196)
168 -7,579 -8,419 -10,004 -4,872 -18,256 -20,870 -4,940 -2,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 10.3 23.8 44.9 44.3 89.9 78.3 10.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
81 67 91 102 147 239 266
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,079
COMMITMENTS
2,471 1,879 804 1,212 1,203 4,487 3,886 1,592 2,193
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 651)
208 652 -95 459 -42 573 515 78 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 30.9 13.2 19.9 19.8 73.8 63.9 26.2 36.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
19 26 14 20 22 46 57
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,781
COMMITMENTS
10,599 3,590 4,587 9,023 7,360 24,209 15,536 5,572 14,245
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 1,221)
658 -903 695 14 1,237 1,368 1,029 -147 192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 12.1 15.4 30.3 24.7 81.3 52.2 18.7 47.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
43 28 22 43 58 97 98
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 134,306
COMMITMENTS
44,639 22,305 10,424 38,909 78,822 93,972 111,551 40,334 22,754
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 11,105)
-3,240 4,255 3,438 8,382 2,925 8,580 10,618 2,525 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 16.6 7.8 29.0 58.7 70.0 83.1 30.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
37 17 13 24 24 64 51
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 109,383
COMMITMENTS
27,091 17,319 625 60,758 77,428 88,474 95,372 20,909 14,011
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 6,721)
-3,644 -2,414 541 9,540 6,502 6,438 4,629 283 2,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 15.8 0.6 55.5 70.8 80.9 87.2 19.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
20 10 3 11 15 32 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 90,062
COMMITMENTS
8,870 36,774 721 77,668 48,217 87,259 85,712 2,803 4,349
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -562)
843 -113 400 -1,697 0 -454 287 -108 -849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 40.8 0.8 86.2 53.5 96.9 95.2 3.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
16 40 2 20 14 37 55
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 111,629
COMMITMENTS
32,965 10,953 3,346 43,850 80,032 80,161 94,331 31,468 17,299
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -8,951)
-18,108 -784 -332 11,579 -4,635 -6,861 -5,751 -2,091 -3,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 9.8 3.0 39.3 71.7 71.8 84.5 28.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
25 10 7 23 25 52 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 259,655
COMMITMENTS
46,691 28,018 7,269 158,275 191,130 212,234 226,417 47,420 33,238
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -7,689)
-9,982 -4,142 585 4,786 -7,902 -4,611 -11,459 -3,077 3,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 10.8 2.8 61.0 73.6 81.7 87.2 18.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
35 20 14 26 28 66 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 260,337
COMMITMENTS
96,350 13,286 32,746 56,342 164,590 185,438 210,621 74,899 49,716
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 10,388)
4,701 -2,398 -2,355 1,480 15,359 3,826 10,606 6,562 -218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.0 5.1 12.6 21.6 63.2 71.2 80.9 28.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
66 30 41 28 33 112 86
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 13,175
COMMITMENTS
6,910 4,752 0 5,126 6,990 12,036 11,742 1,139 1,433
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -69)
-704 -34 0 667 188 -37 154 -32 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 36.1 0.0 38.9 53.1 91.4 89.1 8.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 3 0 13 11 16 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 60,126
COMMITMENTS
22,439 1,961 485 32,742 53,473 55,666 55,919 4,460 4,207
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 3.3 0.8 54.5 88.9 92.6 93.0 7.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 1 10 7 16 9
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 19,411,486
COMMITMENTS
943,207 1131139 7542347 9676270 9010419 18161824 17683905 1249663 1727582
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 780,621)
88,129 -128,832 595,467 101,240 197,179 784,837 663,814 -4,216 116,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 5.8 38.9 49.8 46.4 93.6 91.1 6.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
74 79 124 153 162 291 307
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 819,435
COMMITMENTS
89,142 71,657 74,958 472,554 552,899 636,654 699,514 182,781 119,921
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 18,055)
-2,847 -1,391 6,637 12,274 6,484 16,064 11,730 1,991 6,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 8.7 9.1 57.7 67.5 77.7 85.4 22.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
56 53 67 90 72 183 155
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,646,419
COMMITMENTS
230,287 486,908 78,365 1127802 933,786 1436454 1499059 209,965 147,360
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 89,641)
11,044 39,587 12,661 89,639 25,109 113,345 77,357 -23,704 12,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 29.6 4.8 68.5 56.7 87.2 91.0 12.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
51 81 47 84 79 166 176
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,850
COMMITMENTS
1,560 705 25 5,460 8,714 7,045 9,444 3,805 1,406
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 249)
-295 0 25 460 72 190 97 59 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 6.5 0.2 50.3 80.3 64.9 87.0 35.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 1 1 13 13 16 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 49,320
COMMITMENTS
8,388 18,067 125 34,724 28,238 43,237 46,430 6,083 2,890
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -2,340)
-193 -295 125 -2,771 -1,659 -2,839 -1,829 499 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 36.6 0.3 70.4 57.3 87.7 94.1 12.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
7 15 1 23 22 31 37
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 77,015
COMMITMENTS
10,103 16,845 1,597 46,387 51,414 58,087 69,856 18,928 7,160
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 7,214)
-1,696 1,614 1,494 4,051 4,155 3,849 7,263 3,365 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 21.9 2.1 60.2 66.8 75.4 90.7 24.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
14 20 2 40 33 55 54
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 468,627
COMMITMENTS
108,086 216,491 8,066 328,426 181,600 444,578 406,157 24,050 62,471
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 33,988)
361 9,295 2,132 35,755 4,231 38,247 15,658 -4,260 18,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 46.2 1.7 70.1 38.8 94.9 86.7 5.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
56 98 22 56 40 125 147
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 74,604
COMMITMENTS
24,134 10,366 134 24,682 53,267 48,950 63,766 25,654 10,838
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: -3,570)
-9,593 3,598 -179 5,885 -8,600 -3,887 -5,181 318 1,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 13.9 0.2 33.1 71.4 65.6 85.5 34.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 5 1 11 17 28 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 50,131
COMMITMENTS
5,749 6,096 389 35,123 37,218 41,261 43,703 8,870 6,428
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 7,027)
751 261 371 3,134 5,170 4,256 5,802 2,771 1,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 12.2 0.8 70.1 74.2 82.3 87.2 17.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 13 4 26 28 35 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 477,504
COMMITMENTS
73,291 112,797 6,326 377,694 318,922 457,311 438,045 20,193 39,459
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 44,772)
-1,879 10,934 -549 41,870 21,633 39,442 32,018 5,329 12,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 23.6 1.3 79.1 66.8 95.8 91.7 4.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
48 73 33 45 52 104 147
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 64,290
COMMITMENTS
15,469 17,813 3,591 32,173 32,463 51,233 53,867 13,057 10,423
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 9,106)
2,027 841 1,682 5,183 3,288 8,892 5,811 213 3,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 27.7 5.6 50.0 50.5 79.7 83.8 20.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 24 14 23 21 52 53
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 51,121
COMMITMENTS
8,559 7,733 3,705 30,838 20,194 43,102 31,632 8,019 19,489
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 9,540)
642 2,153 3,583 4,589 3,719 8,814 9,455 726 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 15.1 7.2 60.3 39.5 84.3 61.9 15.7 38.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 12 6 20 15 36 31
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,774
COMMITMENTS
5,929 380 30 14,682 20,613 20,641 21,023 1,133 751
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 399)
195 -118 -93 -6 28 96 -183 303 582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 1.7 0.1 67.4 94.7 94.8 96.6 5.2 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 1 1 8 2 19 4
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/06/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 47,876
COMMITMENTS
6,201 4,894 2,487 17,841 32,842 26,529 40,223 21,347 7,654
CHANGES FROM 05/30/06 (CHANGE IN OPEN INTEREST: 986)
-901 1,228 391 1,027 1,638 517 3,257 469 -2,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 10.2 5.2 37.3 68.6 55.4 84.0 44.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 12 3 27 33 37 48
Updated June 9, 2006