MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,448
COMMITMENTS
749 3,830 4,317 29,959 17,225 35,026 25,372 4,422 14,076
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -478)
-2 138 85 323 56 407 280 -885 -758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.7 10.9 75.9 43.7 88.8 64.3 11.2 35.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 16 12 22 19 35 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 148,630
COMMITMENTS
14,385 31,123 40,325 77,039 43,157 131,749 114,605 16,881 34,025
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -3,529)
-791 105 1,261 -2,899 -4,850 -2,429 -3,485 -1,100 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 20.9 27.1 51.8 29.0 88.6 77.1 11.4 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
47 69 63 33 34 120 145
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,443
COMMITMENTS
466 826 61 859 514 1,386 1,401 1,058 1,043
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 417)
124 347 9 167 -116 300 240 117 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 33.8 2.5 35.2 21.0 56.7 57.3 43.3 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 9 2 8 6 18 17
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 274,085
COMMITMENTS
45,397 43,120 68,342 128,024 105,669 241,763 217,131 32,322 56,955
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 1,911)
816 2,045 3,475 -1,110 -1,185 3,181 4,334 -1,270 -2,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 15.7 24.9 46.7 38.6 88.2 79.2 11.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
71 86 93 110 131 239 277
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,339
COMMITMENTS
1,936 979 724 1,035 1,649 3,696 3,352 1,643 1,986
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 123)
142 281 -169 -34 73 -62 185 185 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 18.3 13.6 19.4 30.9 69.2 62.8 30.8 37.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 17 11 14 20 37 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 38,782
COMMITMENTS
12,552 6,719 7,062 12,472 7,821 32,086 21,602 6,696 17,180
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 512)
-45 547 184 -272 50 -134 781 646 -269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 17.3 18.2 32.2 20.2 82.7 55.7 17.3 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
31 44 28 62 60 107 121
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 100,107
COMMITMENTS
23,678 18,090 3,052 38,140 60,207 64,869 81,348 35,238 18,759
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 5,718)
-1,272 6,131 -250 6,554 210 5,032 6,091 686 -373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 18.1 3.0 38.1 60.1 64.8 81.3 35.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
26 19 7 23 24 52 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 82,099
COMMITMENTS
11,040 33,036 222 56,179 29,698 67,441 62,956 14,658 19,143
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 2,453)
4,307 -2,087 -192 -5,534 6,071 -1,419 3,792 3,872 -1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 40.2 0.3 68.4 36.2 82.1 76.7 17.9 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 19 1 13 12 24 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 80,941
COMMITMENTS
16,522 23,489 329 60,495 53,299 77,346 77,117 3,595 3,824
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 979)
342 2,685 329 572 -2,182 1,243 832 -264 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 29.0 0.4 74.7 65.8 95.6 95.3 4.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 28 2 18 16 33 44
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 88,509
COMMITMENTS
27,589 22,508 2,638 35,354 42,901 65,580 68,047 22,929 20,462
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 6,463)
10,860 -228 1,248 -7,757 4,813 4,350 5,834 2,113 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 25.4 3.0 39.9 48.5 74.1 76.9 25.9 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
23 18 7 19 21 43 45
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 247,161
COMMITMENTS
37,329 80,068 5,448 167,433 126,195 210,210 211,711 36,951 35,450
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -3,031)
2,460 -10,883 636 -10,571 8,616 -7,475 -1,631 4,444 -1,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 32.4 2.2 67.7 51.1 85.0 85.7 15.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
29 39 9 29 28 63 71
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 196,522
COMMITMENTS
67,162 14,789 19,864 46,876 122,003 133,902 156,656 62,620 39,866
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 13,766)
13,500 -1,898 2,207 -6,003 9,083 9,705 9,392 4,061 4,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 7.5 10.1 23.9 62.1 68.1 79.7 31.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
55 32 36 26 33 101 81
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 13,154
COMMITMENTS
5,272 800 0 6,320 10,408 11,592 11,208 1,562 1,946
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 742)
1,685 -451 0 -872 863 813 412 -71 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 6.1 0.0 48.0 79.1 88.1 85.2 11.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 2 0 10 10 17 12
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 59,424
COMMITMENTS
26,582 873 150 29,552 52,970 56,284 53,993 3,140 5,431
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -25,299)
-4,065 0 -1,754 -20,550 -22,950 -26,369 -24,704 1,070 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 1.5 0.3 49.7 89.1 94.7 90.9 5.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 1 1 10 15 16 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 17,283,688
COMMITMENTS
898,044 1212894 6334599 8802785 8100944 16035428 15648437 1248260 1635251
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -105,490)
-5,162 -100,183 -10,702 -214,343 -31,355 -230,207 -142,240 124,717 36,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.0 36.7 50.9 46.9 92.8 90.5 7.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
76 77 125 146 153 287 298
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 731,365
COMMITMENTS
71,877 58,615 41,506 471,514 516,303 584,897 616,425 146,468 114,940
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 3,658)
-661 -2,245 -1,043 6,161 2,146 4,457 -1,142 -799 4,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 8.0 5.7 64.5 70.6 80.0 84.3 20.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
50 57 67 92 70 185 151
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,255,937
COMMITMENTS
186,137 380,181 49,802 723,179 700,146 959,118 1130129 296,819 125,808
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 23,042)
13,012 6,260 10,575 -12,986 11,415 10,602 28,251 12,440 -5,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 30.3 4.0 57.6 55.7 76.4 90.0 23.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
57 65 42 75 74 162 151
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,009
COMMITMENTS
1,991 705 0 5,591 8,655 7,582 9,360 3,427 1,649
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 108)
43 0 0 16 -111 59 -111 49 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 6.4 0.0 50.8 78.6 68.9 85.0 31.1 15.0
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 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 52,236
COMMITMENTS
11,648 11,516 0 31,415 37,752 43,063 49,268 9,173 2,968
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 3,845)
1,701 -344 0 126 4,717 1,827 4,373 2,018 -528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 22.0 0.0 60.1 72.3 82.4 94.3 17.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
12 9 0 24 23 36 32
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 60,087
COMMITMENTS
16,161 12,013 296 33,673 36,174 50,131 48,483 9,956 11,603
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 190)
-545 0 -30 506 16 -68 -13 258 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 20.0 0.5 56.0 60.2 83.4 80.7 16.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
16 17 4 29 26 48 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 324,433
COMMITMENTS
116,195 109,379 8,546 151,475 188,523 276,216 306,448 48,217 17,985
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 26,977)
18,418 -4,938 -654 13,348 28,260 31,112 22,668 -4,136 4,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 33.7 2.6 46.7 58.1 85.1 94.5 14.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
78 63 13 45 45 133 111
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 52,738
COMMITMENTS
20,564 9,436 112 17,592 27,800 38,268 37,348 14,469 15,389
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -2,441)
-2,690 -6,881 110 -1,446 5,509 -4,026 -1,262 1,584 -1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 17.9 0.2 33.4 52.7 72.6 70.8 27.4 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 8 2 14 17 27 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,147
COMMITMENTS
5,261 5,144 22 25,584 22,771 30,867 27,937 3,280 6,210
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 1,616)
-5 71 1 1,762 1,914 1,758 1,985 -141 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 15.1 0.1 74.9 66.7 90.4 81.8 9.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 9 1 30 28 36 37
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 327,198
COMMITMENTS
77,441 73,204 6,770 222,021 231,033 306,232 311,007 20,966 16,191
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 7,424)
4,535 7,209 3,190 92 -5,900 7,817 4,500 -393 2,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 22.4 2.1 67.9 70.6 93.6 95.1 6.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
28 87 38 42 49 102 142
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,913
COMMITMENTS
14,218 16,724 1,435 27,292 27,093 42,945 45,252 10,968 8,661
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -1,003)
-2,979 -1,074 233 732 -723 -2,014 -1,565 1,011 561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 31.0 2.7 50.6 50.3 79.7 83.9 20.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
26 22 8 18 21 48 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,142
COMMITMENTS
13,606 3,529 19 16,463 17,974 30,088 21,522 4,054 12,620
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -549)
688 -1,009 -60 -70 -39 558 -1,108 -1,107 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.9 10.3 0.1 48.2 52.6 88.1 63.0 11.9 37.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
17 7 2 12 16 30 24
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 24,975
COMMITMENTS
7,110 1,140 99 16,941 23,505 24,150 24,744 825 231
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: 1,467)
1,550 92 41 1,799 1,596 3,390 1,729 -1,923 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 4.6 0.4 67.8 94.1 96.7 99.1 3.3 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 3 2 8 3 18 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/18/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 41,521
COMMITMENTS
4,492 3,426 2,194 17,810 24,508 24,496 30,128 17,025 11,393
CHANGES FROM 04/11/06 (CHANGE IN OPEN INTEREST: -1,050)
-373 521 -248 462 -1,082 -159 -809 -891 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 8.3 5.3 42.9 59.0 59.0 72.6 41.0 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
7 11 6 23 30 33 45
Updated April 21, 2006