BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,273
COMMITMENTS
0 25 77 3,876 3,940 3,953 4,042 320 231
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -157)
0 -1 -6 -6 -66 -12 -73 -145 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.6 1.8 90.7 92.2 92.5 94.6 7.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 12 13 13 14
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,050
COMMITMENTS
832 3,414 4,535 29,329 17,286 34,696 25,235 4,355 13,815
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 423)
-154 -656 361 341 259 548 -37 -125 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 8.7 11.6 75.1 44.3 88.8 64.6 11.2 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
4 14 10 24 19 35 36
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 165,982
COMMITMENTS
23,805 28,018 48,945 75,403 51,048 148,152 128,011 17,829 37,971
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 1,027)
-301 -344 2,068 608 146 2,374 1,870 -1,348 -843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 16.9 29.5 45.4 30.8 89.3 77.1 10.7 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
51 76 79 40 41 149 159
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,845
COMMITMENTS
324 516 169 678 343 1,171 1,028 674 817
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -372)
-88 -115 48 -112 -16 -152 -83 -220 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 28.0 9.2 36.8 18.6 63.5 55.7 36.5 44.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 3 7 5 14 11
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 307,501
COMMITMENTS
57,451 39,072 76,859 138,619 128,209 272,929 244,139 34,572 63,362
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -4,222)
655 -811 409 1,282 -634 2,345 -1,037 -6,567 -3,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 12.7 25.0 45.1 41.7 88.8 79.4 11.2 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
92 73 104 119 155 267 300
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,591
COMMITMENTS
2,304 1,026 516 682 1,467 3,501 3,009 1,089 1,582
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -249)
-80 195 91 108 -231 118 55 -368 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.2 22.3 11.2 14.8 32.0 76.3 65.5 23.7 34.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 16 10 10 23 29 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,458
COMMITMENTS
10,665 5,577 4,386 10,245 6,803 25,297 16,766 6,161 14,691
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -1,524)
-152 257 -311 -544 -232 -1,006 -286 -517 -1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 17.7 13.9 32.6 21.6 80.4 53.3 19.6 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
38 41 25 57 57 110 109
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 124,529
COMMITMENTS
37,653 22,438 6,853 39,982 73,596 84,488 102,886 40,042 21,643
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -4,722)
-8,768 -5,804 873 3,674 -105 -4,221 -5,036 -501 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 18.0 5.5 32.1 59.1 67.8 82.6 32.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
33 15 8 22 24 58 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 103,603
COMMITMENTS
30,657 21,756 80 51,528 68,836 82,265 90,672 21,338 12,931
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 1,067)
6,207 -3,760 -81 -3,599 5,666 2,527 1,825 -1,460 -758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 21.0 0.1 49.7 66.4 79.4 87.5 20.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
20 8 1 12 14 32 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 90,944
COMMITMENTS
11,984 30,505 526 75,127 55,976 87,637 87,007 3,307 3,937
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 2,617)
-3,503 3,945 -177 6,624 -1,306 2,944 2,463 -327 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 33.5 0.6 82.6 61.5 96.4 95.7 3.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
16 30 3 21 15 39 47
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 123,158
COMMITMENTS
42,252 11,920 3,537 42,765 88,087 88,554 103,544 34,604 19,615
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 4,542)
3,705 -2,623 -392 1,084 8,303 4,396 5,288 145 -746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 9.7 2.9 34.7 71.5 71.9 84.1 28.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
30 10 7 20 27 53 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 271,432
COMMITMENTS
48,980 32,851 7,194 162,222 199,731 218,396 239,776 53,037 31,656
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -3,171)
-890 1,812 503 112 -5,156 -275 -2,840 -2,896 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 12.1 2.7 59.8 73.6 80.5 88.3 19.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
35 21 11 28 28 68 55
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 251,288
COMMITMENTS
81,596 13,949 36,012 65,705 155,557 183,313 205,518 67,975 45,770
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 4,909)
57 2,007 1,456 4,983 3,299 6,496 6,762 -1,588 -1,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 5.6 14.3 26.1 61.9 72.9 81.8 27.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
58 33 44 32 35 112 90
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 14,325
COMMITMENTS
7,483 216 0 5,595 12,040 13,078 12,256 1,247 2,069
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 132)
-384 -285 0 459 85 75 -200 57 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 1.5 0.0 39.1 84.0 91.3 85.6 8.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 10 13 12 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 18,654,226
COMMITMENTS
825,106 1226487 6999897 9603385 8873380 17428389 17099764 1225837 1554462
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 256,589)
-5,008 -123,301 13,793 164,023 194,770 172,809 85,262 83,781 171,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 6.6 37.5 51.5 47.6 93.4 91.7 6.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
71 77 122 151 159 285 303
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 804,594
COMMITMENTS
94,021 75,071 62,959 462,868 548,275 619,848 686,305 184,746 118,289
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 42,473)
6,129 11,378 13,445 1,765 15,792 21,339 40,616 21,134 1,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 9.3 7.8 57.5 68.1 77.0 85.3 23.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
57 46 62 92 69 180 146
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,531,886
COMMITMENTS
199,534 463,878 61,703 996,083 873,343 1257320 1398924 274,566 132,962
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 104,229)
-4,070 39,021 -3,901 117,466 62,642 109,495 97,762 -5,266 6,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 30.3 4.0 65.0 57.0 82.1 91.3 17.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
55 64 45 83 84 165 166
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,695
COMMITMENTS
1,854 705 0 5,126 8,699 6,980 9,404 3,715 1,291
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -222)
-228 0 0 35 72 -193 72 -29 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 6.6 0.0 47.9 81.3 65.3 87.9 34.7 12.1
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 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,160
COMMITMENTS
9,893 15,475 0 36,884 34,162 46,777 49,637 6,383 3,523
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -3,065)
-1,405 2,531 -2 1,021 -5,650 -386 -3,121 -2,679 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 29.1 0.0 69.4 64.3 88.0 93.4 12.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 12 0 21 22 29 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,928
COMMITMENTS
13,158 15,541 93 42,760 45,682 56,011 61,317 12,918 7,612
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 5,341)
-826 3,771 87 4,627 1,989 3,888 5,847 1,453 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 22.5 0.1 62.0 66.3 81.3 89.0 18.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
16 23 3 35 29 53 53
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 423,185
COMMITMENTS
102,833 193,615 6,342 283,524 189,908 392,699 389,865 30,485 33,320
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 43,273)
21,214 24,789 1,257 21,245 10,096 43,716 36,142 -443 7,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 45.8 1.5 67.0 44.9 92.8 92.1 7.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
68 91 17 56 38 133 138
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 83,322
COMMITMENTS
28,472 12,060 267 28,741 61,558 57,480 73,885 25,842 9,437
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 2,843)
-8,061 6,205 3 11,442 -4,764 3,384 1,444 -541 1,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 14.5 0.3 34.5 73.9 69.0 88.7 31.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
21 6 1 14 16 36 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 42,045
COMMITMENTS
5,431 5,583 18 31,692 30,963 37,142 36,564 4,904 5,481
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 1,926)
-659 21 -25 1,711 1,704 1,026 1,699 900 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 13.3 0.0 75.4 73.6 88.3 87.0 11.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 11 2 26 27 33 39
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 422,966
COMMITMENTS
77,713 103,136 5,696 319,375 296,333 402,785 405,165 20,181 17,801
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 3,958)
3,729 -6,925 -114 8,666 18,639 12,281 11,600 -8,323 -7,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 24.4 1.3 75.5 70.1 95.2 95.8 4.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
34 65 22 41 54 82 134
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 57,338
COMMITMENTS
15,626 20,231 1,942 26,472 27,240 44,040 49,414 13,297 7,924
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 190)
-702 1,429 258 -576 -501 -1,020 1,185 1,210 -995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 35.3 3.4 46.2 47.5 76.8 86.2 23.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
22 26 8 19 16 45 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 42,666
COMMITMENTS
8,553 7,011 601 26,877 17,234 36,031 24,846 6,635 17,820
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 6,992)
859 1,644 -106 4,531 -1,218 5,284 320 1,708 6,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 16.4 1.4 63.0 40.4 84.4 58.2 15.6 41.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 12 3 19 15 35 28
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 48,367
COMMITMENTS
7,102 3,893 2,973 18,041 30,740 28,116 37,606 20,251 10,761
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -1,530)
-274 1,159 -160 -2,045 2,265 -2,479 3,264 949 -4,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 8.0 6.1 37.3 63.6 58.1 77.8 41.9 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 11 5 28 32 40 46
Updated May 26, 2006