MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,656
COMMITMENTS
625 1,760 1,347 25,527 15,625 27,499 18,732 4,157 12,924
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 1,154)
163 -685 36 1,134 324 1,333 -325 -179 1,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 5.6 4.3 80.6 49.4 86.9 59.2 13.1 40.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 9 6 18 17 24 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,070
COMMITMENTS
18,607 29,217 28,150 79,386 51,704 126,143 109,071 15,927 32,999
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -2,043)
642 -429 -419 303 -214 526 -1,062 -2,569 -981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 20.6 19.8 55.9 36.4 88.8 76.8 11.2 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
48 72 63 29 36 118 152
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,871
COMMITMENTS
494 188 169 553 705 1,216 1,062 655 809
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -215)
-200 30 -22 -28 -82 -250 -74 35 -141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 10.0 9.0 29.6 37.7 65.0 56.8 35.0 43.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 6 3 5 6 13 13
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 222,381
COMMITMENTS
39,682 43,176 42,718 111,754 82,454 194,154 168,348 28,227 54,033
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 4,650)
-1,895 6,555 2,169 3,961 -2,765 4,235 5,959 415 -1,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 19.4 19.2 50.3 37.1 87.3 75.7 12.7 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
66 93 90 82 115 205 262
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,944
COMMITMENTS
1,508 815 362 779 1,291 2,649 2,468 1,295 1,476
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 0)
-144 111 84 -15 -409 -75 -214 75 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 20.7 9.2 19.8 32.7 67.2 62.6 32.8 37.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 16 7 8 13 24 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 36,170
COMMITMENTS
14,324 6,446 4,196 12,580 8,312 31,100 18,954 5,070 17,216
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -150)
959 -870 1,067 -1,555 -1,141 471 -944 -621 794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 17.8 11.6 34.8 23.0 86.0 52.4 14.0 47.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
36 42 28 46 52 101 107
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 85,219
COMMITMENTS
18,295 22,037 1,426 32,225 46,797 51,946 70,260 33,273 14,959
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -40,493)
-15,684 2,079 -1,711 -17,851 -42,493 -35,246 -42,125 -5,247 1,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 25.9 1.7 37.8 54.9 61.0 82.4 39.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
22 20 3 22 18 45 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 83,307
COMMITMENTS
3,462 50,327 0 70,686 10,420 74,148 60,747 9,159 22,560
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -10,406)
-3,967 -5,480 -36 -7,431 -3,755 -11,434 -9,271 1,028 -1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 60.4 0.0 84.9 12.5 89.0 72.9 11.0 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 24 0 12 9 17 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 73,692
COMMITMENTS
28,530 7,520 385 39,679 61,773 68,594 69,678 5,098 4,014
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -4,024)
-7,124 1,796 -12 4,402 -5,728 -2,734 -3,944 -1,290 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 10.2 0.5 53.8 83.8 93.1 94.6 6.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
27 13 3 18 14 46 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 68,099
COMMITMENTS
13,183 18,418 27 39,994 30,911 53,204 49,356 14,895 18,743
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -1,918)
2,194 -7,203 17 -4,941 8,687 -2,730 1,501 812 -3,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 27.0 0.0 58.7 45.4 78.1 72.5 21.9 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
14 15 1 18 14 33 29
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 175,962
COMMITMENTS
23,115 52,471 354 123,357 93,753 146,826 146,578 29,136 29,384
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -13,551)
-1,699 -17,632 203 -11,755 8,681 -13,251 -8,748 -300 -4,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 29.8 0.2 70.1 53.3 83.4 83.3 16.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
17 29 6 25 22 44 55
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 141,536
COMMITMENTS
58,377 16,925 485 33,700 88,412 92,562 105,822 48,974 35,714
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 6,666)
3,319 -10,149 -950 -1,865 18,805 504 7,706 6,162 -1,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 12.0 0.3 23.8 62.5 65.4 74.8 34.6 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
50 21 7 21 28 74 53
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 11,380
COMMITMENTS
3,661 1,924 0 5,968 7,496 9,629 9,420 1,751 1,960
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 678)
-688 178 0 579 444 -109 622 787 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 16.9 0.0 52.4 65.9 84.6 82.8 15.4 17.2
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
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 65,041
COMMITMENTS
26,868 873 1,133 31,975 56,558 59,976 58,564 5,065 6,477
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 8,197)
5,668 797 78 3,526 8,221 9,272 9,096 -1,075 -899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 1.3 1.7 49.2 87.0 92.2 90.0 7.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 1 3 11 17 18 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,165,411
COMMITMENTS
831,953 1021939 1439594 5873998 5279076 8145545 7740609 1019866 1424802
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -120,319)
-177,954 -212,839 169,360 -168,626 -32,223 -177,220 -75,702 56,901 -44,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 11.1 15.7 64.1 57.6 88.9 84.5 11.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
56 65 100 137 155 247 279
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 655,139
COMMITMENTS
63,452 54,771 2,309 450,887 476,713 516,648 533,793 138,491 121,346
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -84,858)
-3,090 12,414 -18,158 -33,756 -70,734 -55,004 -76,478 -29,854 -8,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 8.4 0.4 68.8 72.8 78.9 81.5 21.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
30 36 7 79 54 115 91
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,181,330
COMMITMENTS
219,294 282,984 17,788 537,607 756,134 774,689 1056906 406,641 124,424
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -522,602)
-37,728 -105,245 -45,169 -483,333 -265,917 -566,230 -416,331 43,628 -106,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 24.0 1.5 45.5 64.0 65.6 89.5 34.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
48 56 16 65 66 121 130
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,132
COMMITMENTS
1,901 705 0 5,815 9,211 7,716 9,916 3,416 1,216
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -3,584)
-298 0 0 -1,796 -2,999 -2,094 -2,999 -1,490 -585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 6.3 0.0 52.2 82.7 69.3 89.1 30.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 0 12 14 16 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 41,638
COMMITMENTS
6,158 12,426 0 28,871 26,130 35,029 38,556 6,609 3,082
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -25,189)
-630 -610 -191 -22,916 -19,497 -23,737 -20,298 -1,452 -4,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 29.8 0.0 69.3 62.8 84.1 92.6 15.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 8 0 22 22 28 30
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 3,485
COMMITMENTS
2,825 1,930 0 620 1,530 3,445 3,460 40 25
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 445)
575 925 0 -155 -505 420 420 25 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.1 55.4 0.0 17.8 43.9 98.9 99.3 1.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 6 0 4 4 11 10
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,187
COMMITMENTS
16,051 10,810 52 30,718 35,705 46,821 46,567 9,366 9,620
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -34,645)
3,868 1,571 -3,764 -16,199 -29,722 -16,095 -31,915 -18,550 -2,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 19.2 0.1 54.7 63.5 83.3 82.9 16.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
18 14 1 26 27 45 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 225,674
COMMITMENTS
75,475 105,640 2,102 111,392 100,751 188,969 208,493 36,705 17,181
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -256,823)
-40,921 2,184 -16,715 -199,748 -169,209 -257,384 -183,740 561 -73,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 46.8 0.9 49.4 44.6 83.7 92.4 16.3 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
73 59 10 39 38 117 102
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 61,058
COMMITMENTS
19,065 30,392 0 28,478 9,527 47,543 39,919 13,515 21,139
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 17,964)
2,494 15,455 0 12,621 -2,600 15,115 12,855 2,849 5,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 49.8 0.0 46.6 15.6 77.9 65.4 22.1 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 20 0 17 8 30 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,474
COMMITMENTS
5,026 4,957 20 22,618 18,672 27,664 23,649 3,810 7,825
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -15,422)
-378 -2,324 -3,725 -8,769 -7,790 -12,872 -13,839 -2,550 -1,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 15.7 0.1 71.9 59.3 87.9 75.1 12.1 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 10 1 29 24 35 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 289,167
COMMITMENTS
70,276 62,478 558 191,900 212,937 262,734 275,973 26,433 13,194
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -98,815)
38,085 -7,037 -45,123 -92,554 -43,024 -99,592 -95,184 777 -3,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 21.6 0.2 66.4 73.6 90.9 95.4 9.1 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
29 56 10 37 44 71 105
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 49,609
COMMITMENTS
17,131 15,881 184 22,142 25,094 39,457 41,159 10,152 8,450
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 1,576)
2,678 1,090 -3 -349 -344 2,326 743 -750 833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 32.0 0.4 44.6 50.6 79.5 83.0 20.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
27 22 4 14 22 45 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,790
COMMITMENTS
15,319 3,157 0 13,437 12,037 28,756 15,194 8,034 21,596
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 2,950)
2,214 406 -105 -2,247 1,812 -138 2,113 3,088 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 8.6 0.0 36.5 32.7 78.2 41.3 21.8 58.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 5 0 14 14 30 19
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,683
COMMITMENTS
6,250 738 239 15,431 21,088 21,920 22,065 763 618
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -1,440)
-30 -470 3 -1,546 -1,146 -1,573 -1,613 133 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 3.3 1.1 68.0 93.0 96.6 97.3 3.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 3 2 6 4 15 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,914
COMMITMENTS
5,308 5,420 1,085 14,216 21,875 20,609 28,380 13,305 5,534
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -813)
113 2,305 193 86 -1,360 392 1,138 -1,205 -1,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 16.0 3.2 41.9 64.5 60.8 83.7 39.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 10 8 17 24 31 40
Updated March 24, 2006