MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 41,270
COMMITMENTS
646 2,553 4,548 30,840 17,395 36,034 24,495 5,236 16,775
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,754)
629 619 -147 1,051 325 1,533 797 221 957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 6.2 11.0 74.7 42.1 87.3 59.4 12.7 40.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 15 12 22 18 35 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,217
COMMITMENTS
17,290 25,859 34,443 82,067 56,083 133,799 116,384 17,418 34,833
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -159)
-1,181 -1,947 689 647 1,544 156 285 -314 -444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 17.1 22.8 54.3 37.1 88.5 77.0 11.5 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
55 69 72 38 40 134 157
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,876
COMMITMENTS
501 192 144 532 684 1,177 1,020 699 856
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -49)
-9 -18 -29 -21 -21 -60 -68 10 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 10.2 7.7 28.4 36.5 62.7 54.4 37.3 45.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 6 4 7 6 16 13
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 273,801
COMMITMENTS
39,486 41,970 71,589 129,335 99,458 240,410 213,017 33,391 60,784
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 12,888)
1,544 4,523 6,044 3,304 2,490 10,892 13,057 1,996 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 15.3 26.1 47.2 36.3 87.8 77.8 12.2 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
71 95 89 111 135 230 286
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,567
COMMITMENTS
1,615 846 725 878 1,384 3,218 2,955 1,349 1,613
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 245)
52 107 178 70 -64 300 222 -56 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 18.5 15.9 19.2 30.3 70.5 64.7 29.5 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 20 14 12 17 34 43
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 44,259
COMMITMENTS
15,051 5,359 8,516 14,824 10,189 38,391 24,064 5,868 20,196
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,832)
622 753 201 1,298 620 2,121 1,574 -289 258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 12.1 19.2 33.5 23.0 86.7 54.4 13.3 45.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
41 41 35 72 69 130 133
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 95,600
COMMITMENTS
14,628 22,225 3,115 38,535 51,942 56,277 77,282 39,322 18,318
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 3,310)
-4,531 -501 -130 5,298 2,524 637 1,893 2,673 1,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 23.2 3.3 40.3 54.3 58.9 80.8 41.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 22 9 22 22 45 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 85,898
COMMITMENTS
6,045 51,357 394 72,535 11,605 78,974 63,356 6,923 22,541
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,524)
2,265 1,030 394 1,683 917 4,342 2,341 -2,818 -817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 59.8 0.5 84.4 13.5 91.9 73.8 8.1 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 29 2 13 11 23 40
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 70,503
COMMITMENTS
20,739 9,517 749 44,177 56,814 65,665 67,080 4,837 3,423
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -3,190)
-7,791 1,997 364 4,498 -4,959 -2,929 -2,598 -261 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 13.5 1.1 62.7 80.6 93.1 95.1 6.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 18 5 21 12 47 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 70,587
COMMITMENTS
12,302 18,970 1,411 42,613 28,213 56,326 48,593 14,262 21,994
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -94)
-691 392 262 1,921 -3,015 1,491 -2,361 -1,586 2,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 26.9 2.0 60.4 40.0 79.8 68.8 20.2 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 16 6 20 12 35 32
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 224,496
COMMITMENTS
26,550 57,647 4,777 163,979 128,169 195,306 190,593 29,190 33,904
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 5,297)
4,769 5,162 1,248 2,234 -2,841 8,250 3,569 -2,953 1,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 25.7 2.1 73.0 57.1 87.0 84.9 13.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
23 37 10 28 24 56 66
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 166,627
COMMITMENTS
52,158 15,544 17,449 42,165 96,869 111,772 129,862 54,855 36,765
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -1,453)
-893 119 -1,206 1,361 5,772 -738 4,685 -715 -6,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 9.3 10.5 25.3 58.1 67.1 77.9 32.9 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
47 37 42 24 28 91 87
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 12,247
COMMITMENTS
3,229 2,330 0 7,058 7,680 10,287 10,010 1,960 2,237
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 867)
-432 406 0 1,090 184 658 590 209 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 19.0 0.0 57.6 62.7 84.0 81.7 16.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 6 0 11 8 16 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 69,770
COMMITMENTS
27,667 873 1,740 35,930 60,375 65,337 62,988 4,433 6,782
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 4,729)
799 0 607 3,955 3,817 5,361 4,424 -632 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 1.3 2.5 51.5 86.5 93.6 90.3 6.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 1 3 10 19 17 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 16,146,743
COMMITMENTS
839,616 916,782 5775891 8459835 7918388 15075342 14611060 1071401 1535683
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 580,731)
141,902 61,698 193,357 266,058 329,032 601,316 584,087 -20,585 -3,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 5.7 35.8 52.4 49.0 93.4 90.5 6.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
66 82 118 151 161 286 299
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 721,848
COMMITMENTS
66,403 57,595 34,040 475,388 498,150 575,831 589,786 146,017 132,062
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -7,570)
-1,645 4,119 -4,605 6,449 1,514 198 1,027 -7,768 -8,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 8.0 4.7 65.9 69.0 79.8 81.7 20.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
45 42 56 92 66 170 131
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,183,476
COMMITMENTS
160,628 298,623 42,183 575,118 715,628 777,929 1056433 405,547 127,042
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -37,249)
-58,048 18,288 4,193 23,717 -55,899 -30,138 -33,418 -7,112 -3,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 25.2 3.6 48.6 60.5 65.7 89.3 34.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
48 63 37 68 65 142 139
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,156
COMMITMENTS
1,955 705 0 5,818 8,905 7,773 9,610 3,383 1,546
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 24)
54 0 0 3 -306 57 -306 -33 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 6.3 0.0 52.2 79.8 69.7 86.1 30.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
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 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 44,439
COMMITMENTS
8,008 13,366 0 28,948 28,461 36,956 41,827 7,483 2,612
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 2,801)
1,850 940 0 77 2,331 1,927 3,271 874 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 30.1 0.0 65.1 64.0 83.2 94.1 16.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 10 0 21 23 28 33
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 6,877
COMMITMENTS
3,655 1,692 849 2,358 4,336 6,862 6,877 15 -0
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -1,178)
799 549 -1,176 -732 -526 -1,108 -1,153 -69 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.2 24.6 12.3 34.3 63.1 99.8 100.0 0.2 -0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 6 5 8 9 18 17
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,654
COMMITMENTS
15,756 11,194 108 32,325 36,550 48,189 47,852 8,464 8,801
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 299)
-294 382 55 1,569 780 1,330 1,217 -1,030 -918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 19.8 0.2 57.1 64.5 85.1 84.5 14.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 14 4 28 26 49 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 253,433
COMMITMENTS
70,244 122,352 5,536 143,550 108,394 219,330 236,283 34,103 17,151
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 24,496)
-5,215 16,477 1,780 30,723 6,506 27,288 24,762 -2,792 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 48.3 2.2 56.6 42.8 86.5 93.2 13.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
74 61 14 41 40 122 108
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 70,548
COMMITMENTS
18,584 32,000 1,021 36,285 14,187 55,890 47,209 14,658 23,340
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 8,048)
-552 1,510 135 7,807 4,660 7,390 6,305 657 1,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 45.4 1.4 51.4 20.1 79.2 66.9 20.8 33.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 19 2 17 9 30 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,867
COMMITMENTS
5,236 5,065 20 21,989 18,785 27,245 23,870 3,622 6,997
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -631)
210 108 -0 -638 113 -428 221 -204 -852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 16.4 0.1 71.2 60.9 88.3 77.3 11.7 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 10 1 28 26 35 36
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 297,298
COMMITMENTS
74,384 64,068 4,689 197,497 213,401 276,569 282,158 20,728 15,139
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 4,541)
4,198 1,220 2,244 4,298 -335 10,740 3,130 -6,199 1,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 21.6 1.6 66.4 71.8 93.0 94.9 7.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
32 75 31 41 46 97 128
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,790
COMMITMENTS
17,862 16,877 870 24,503 26,065 43,235 43,812 9,555 8,978
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 2,366)
1,128 976 274 1,561 956 2,963 2,206 -597 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.8 32.0 1.6 46.4 49.4 81.9 83.0 18.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
29 24 8 12 22 46 50
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,277
COMMITMENTS
16,531 3,101 0 15,138 11,202 31,669 14,303 5,608 22,974
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 487)
1,212 -56 0 1,701 -835 2,913 -891 -2,426 1,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 8.3 0.0 40.6 30.1 85.0 38.4 15.0 61.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 5 0 14 12 30 17
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,707
COMMITMENTS
6,326 482 220 15,351 21,374 21,897 22,076 810 631
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1)
76 -279 -19 -103 286 -46 -12 47 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 2.1 1.0 67.6 94.1 96.4 97.2 3.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 4 2 7 4 18 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 30,752
COMMITMENTS
5,295 3,433 1,129 13,582 21,782 20,006 26,344 10,746 4,408
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -3,178)
-13 -1,987 44 -634 -93 -603 -2,036 -2,575 -1,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 11.2 3.7 44.2 70.8 65.1 85.7 34.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 11 7 18 27 31 42
Updated March 31, 2006