BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,251
COMMITMENTS
0 13 80 3,767 3,767 3,847 3,860 404 391
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -209)
0 -20 19 -154 -155 -135 -156 -74 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.9 88.6 88.6 90.5 90.8 9.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 11 13 12 14
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,619
COMMITMENTS
726 4,179 3,921 28,714 16,267 33,362 24,367 4,257 13,251
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -2,890)
-29 433 -647 -1,977 -1,754 -2,653 -1,968 -237 -922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 11.1 10.4 76.3 43.2 88.7 64.8 11.3 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
1 20 11 24 18 36 38
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 159,597
COMMITMENTS
22,494 27,531 43,159 75,535 50,234 141,188 120,924 18,408 38,673
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 4,413)
2,538 -2,092 -5,464 -190 2,720 -3,117 -4,836 7,530 9,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 17.3 27.0 47.3 31.5 88.5 75.8 11.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
53 68 80 37 40 147 151
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,012
COMMITMENTS
487 666 74 745 282 1,306 1,022 706 990
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -210)
-55 -29 -1 -139 -125 -195 -155 -15 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 33.1 3.7 37.0 14.0 64.9 50.8 35.1 49.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 5 3 8 4 17 11
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 294,803
COMMITMENTS
56,314 43,916 69,789 131,495 118,596 257,598 232,301 37,205 62,501
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 15,076)
4,389 1,786 -4,029 1,437 1,360 1,797 -883 13,279 15,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 14.9 23.7 44.6 40.2 87.4 78.8 12.6 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
84 78 94 112 145 248 283
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,584
COMMITMENTS
2,300 659 393 573 1,953 3,266 3,004 1,318 1,580
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -627)
-305 -159 -92 32 -221 -365 -471 -262 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 14.4 8.6 12.5 42.6 71.2 65.5 28.8 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
16 8 6 10 22 29 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,304
COMMITMENTS
9,961 5,724 4,256 11,558 6,667 25,774 16,647 6,530 15,657
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -169)
-1,553 -45 279 227 -873 -1,047 -639 878 470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 17.7 13.2 35.8 20.6 79.8 51.5 20.2 48.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
32 44 27 62 58 110 114
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 132,457
COMMITMENTS
53,510 26,294 4,483 33,063 78,604 91,056 109,380 41,401 23,077
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 10,114)
3,254 6,247 86 -1,011 -2,296 2,330 4,038 7,784 6,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.4 19.9 3.4 25.0 59.3 68.7 82.6 31.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
40 23 9 21 23 66 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 96,432
COMMITMENTS
18,753 29,319 259 56,424 49,062 75,436 78,640 20,996 17,792
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 4,734)
871 -1,003 118 -544 3,547 446 2,663 4,288 2,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 30.4 0.3 58.5 50.9 78.2 81.5 21.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 12 1 11 13 25 26
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 86,964
COMMITMENTS
19,718 23,024 710 62,949 59,354 83,376 83,088 3,587 3,876
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 2,234)
2,418 -933 -14 -1,463 1,618 941 671 1,293 1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 26.5 0.8 72.4 68.3 95.9 95.5 4.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
21 23 3 19 16 42 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 110,887
COMMITMENTS
40,159 14,863 2,573 34,589 71,509 77,321 88,946 33,566 21,942
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 13,609)
6,279 -1,134 -848 694 11,516 6,126 9,534 7,483 4,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 13.4 2.3 31.2 64.5 69.7 80.2 30.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
25 14 4 17 23 45 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 268,134
COMMITMENTS
49,409 30,686 5,924 156,504 202,057 211,837 238,668 56,296 29,466
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 5,750)
4,702 -13,117 -992 -4,663 14,407 -953 299 6,703 5,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 11.4 2.2 58.4 75.4 79.0 89.0 21.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 26 10 25 30 62 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 241,238
COMMITMENTS
84,705 15,606 26,442 55,692 149,071 166,840 191,118 74,398 50,119
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 3,429)
-1,557 803 -5,596 1,419 3,436 -5,734 -1,357 9,163 4,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 6.5 11.0 23.1 61.8 69.2 79.2 30.8 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
60 30 37 29 32 104 84
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 13,736
COMMITMENTS
7,284 398 0 5,278 11,400 12,562 11,798 1,174 1,938
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 1,532)
767 84 0 1,033 1,483 1,800 1,567 -268 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.0 2.9 0.0 38.4 83.0 91.5 85.9 8.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 0 11 12 13 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 82,499
COMMITMENTS
42,230 873 3,768 31,754 71,506 77,752 76,147 4,747 6,352
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 16,234)
17,420 0 3,553 -4,911 12,586 16,062 16,139 172 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.2 1.1 4.6 38.5 86.7 94.2 92.3 5.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 3 10 14 15 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 18,918,269
COMMITMENTS
809,752 1299812 7375783 9492562 8636950 17678097 17312544 1240171 1605725
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 692,750)
-63,009 44,510 373,684 320,882 270,889 631,556 689,082 61,193 3,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 6.9 39.0 50.2 45.7 93.4 91.5 6.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
81 75 130 153 160 295 312
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 758,101
COMMITMENTS
72,990 56,989 54,211 477,930 527,141 605,131 638,341 152,970 119,760
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 9,421)
-2,725 -1,385 7,104 -1,534 -2,093 2,845 3,625 6,576 5,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 7.5 7.2 63.0 69.5 79.8 84.2 20.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
47 64 74 95 66 192 154
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,418,393
COMMITMENTS
247,121 439,559 45,765 835,975 807,618 1128861 1292941 289,532 125,452
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 62,634)
33,201 6,691 9,885 10,260 55,621 53,346 72,196 9,288 -9,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 31.0 3.2 58.9 56.9 79.6 91.2 20.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
60 69 45 82 77 172 161
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,838
COMMITMENTS
1,838 705 0 5,062 8,626 6,900 9,331 3,938 1,507
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -481)
-123 0 0 -547 0 -670 0 189 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 6.5 0.0 46.7 79.6 63.7 86.1 36.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
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 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 55,939
COMMITMENTS
10,942 12,302 0 36,585 40,363 47,527 52,665 8,412 3,274
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -1,338)
556 605 0 643 -2,477 1,199 -1,872 -2,537 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 22.0 0.0 65.4 72.2 85.0 94.1 15.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 9 0 21 25 31 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,883
COMMITMENTS
15,247 9,521 166 37,066 40,558 52,479 50,245 11,403 13,637
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 969)
526 -2,355 -27 -1,238 905 -739 -1,477 1,709 2,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 14.9 0.3 58.0 63.5 82.1 78.7 17.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
16 14 3 31 27 49 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 363,056
COMMITMENTS
96,928 131,594 6,233 212,543 211,993 315,704 349,820 47,353 13,236
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 3,218)
-10,219 -5,503 -159 4,740 14,785 -5,638 9,122 8,856 -5,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 36.2 1.7 58.5 58.4 87.0 96.4 13.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
80 55 16 52 40 143 100
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 76,235
COMMITMENTS
34,695 5,771 275 15,610 60,601 50,580 66,647 25,655 9,588
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 16,183)
7,921 522 -699 3,512 15,512 10,734 15,336 5,449 847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 7.6 0.4 20.5 79.5 66.3 87.4 33.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
21 6 1 13 19 35 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,322
COMMITMENTS
6,048 5,321 46 29,935 28,356 36,029 33,723 4,293 6,600
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 2,600)
195 187 20 1,924 2,721 2,139 2,928 461 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 13.2 0.1 74.2 70.3 89.4 83.6 10.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 10 2 28 28 36 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 367,168
COMMITMENTS
75,712 102,488 6,575 258,431 240,790 340,718 349,853 26,450 17,315
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 5,800)
2,339 4,921 1,159 -961 -3,055 2,538 3,025 3,262 2,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 27.9 1.8 70.4 65.6 92.8 95.3 7.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
38 81 38 42 52 109 142
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 57,404
COMMITMENTS
16,000 18,094 1,542 28,018 29,372 45,560 49,007 11,844 8,397
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 5,198)
2,063 2,085 23 1,304 3,017 3,390 5,125 1,808 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 31.5 2.7 48.8 51.2 79.4 85.4 20.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
22 25 8 21 22 47 52
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,458
COMMITMENTS
10,608 5,548 41 20,153 18,260 30,802 23,849 5,656 12,609
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 4,371)
1,968 659 36 1,958 264 3,962 959 409 3,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 15.2 0.1 55.3 50.1 84.5 65.4 15.5 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 10 1 14 14 30 24
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 47,300
COMMITMENTS
6,113 4,250 3,343 18,472 23,908 27,928 31,501 19,372 15,799
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 4,928)
552 -378 1,394 1,113 -381 3,059 635 1,869 4,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 9.0 7.1 39.1 50.5 59.0 66.6 41.0 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
10 12 8 25 32 40 48
Updated May 12, 2006