MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,959
COMMITMENTS
1,187 1,903 1,308 26,233 15,927 28,728 19,138 4,231 13,821
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,303)
562 143 -39 706 302 1,229 406 74 897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 5.8 4.0 79.6 48.3 87.2 58.1 12.8 41.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 10 7 18 17 26 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 141,642
COMMITMENTS
17,409 27,194 28,624 79,928 53,362 125,961 109,180 15,681 32,462
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -428)
-1,198 -2,023 474 542 1,658 -182 109 -246 -537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 19.2 20.2 56.4 37.7 88.9 77.1 11.1 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
48 72 67 31 37 122 153
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,820
COMMITMENTS
491 172 134 532 684 1,157 990 663 830
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -51)
-3 -16 -35 -21 -21 -59 -72 8 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 9.5 7.4 29.2 37.6 63.6 54.4 36.4 45.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 6 3 7 6 15 13
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 230,770
COMMITMENTS
42,221 46,147 46,144 112,891 84,981 201,256 177,272 29,514 53,498
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 8,389)
2,539 2,971 3,426 1,137 2,527 7,102 8,924 1,287 -535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 20.0 20.0 48.9 36.8 87.2 76.8 12.8 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
67 90 80 91 122 204 264
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,160
COMMITMENTS
1,574 914 497 841 1,237 2,912 2,648 1,248 1,512
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 216)
66 99 135 62 -54 263 180 -47 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 22.0 11.9 20.2 29.7 70.0 63.7 30.0 36.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 20 9 10 15 28 39
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 37,238
COMMITMENTS
14,843 7,112 4,035 13,686 9,060 32,564 20,207 4,674 17,031
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,068)
519 666 -161 1,106 748 1,464 1,253 -396 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 19.1 10.8 36.8 24.3 87.4 54.3 12.6 45.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
36 41 28 51 62 105 118
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 87,356
COMMITMENTS
13,274 21,085 1,432 37,502 48,602 52,208 71,119 35,148 16,237
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 2,137)
-5,021 -952 6 5,277 1,805 262 859 1,875 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 24.1 1.6 42.9 55.6 59.8 81.4 40.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
18 21 3 21 20 40 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 84,695
COMMITMENTS
5,820 51,155 199 72,362 11,321 78,381 62,675 6,314 22,020
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,388)
2,358 828 199 1,676 901 4,233 1,928 -2,845 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 60.4 0.2 85.4 13.4 92.5 74.0 7.5 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 28 1 12 10 21 38
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 70,502
COMMITMENTS
20,739 9,517 749 44,177 56,814 65,665 67,080 4,837 3,422
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -3,190)
-7,791 1,997 364 4,498 -4,959 -2,929 -2,598 -261 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 13.5 1.1 62.7 80.6 93.1 95.1 6.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 18 5 21 12 47 34
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 67,999
COMMITMENTS
12,491 18,775 274 41,984 27,751 54,749 46,800 13,250 21,199
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -100)
-692 357 247 1,990 -3,160 1,545 -2,556 -1,645 2,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 27.6 0.4 61.7 40.8 80.5 68.8 19.5 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 14 1 18 12 32 27
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 180,101
COMMITMENTS
27,229 57,641 361 125,904 90,414 153,494 148,416 26,607 31,685
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 4,139)
4,114 5,170 7 2,547 -3,339 6,668 1,838 -2,529 2,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 32.0 0.2 69.9 50.2 85.2 82.4 14.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
24 34 6 26 18 52 56
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 140,715
COMMITMENTS
56,336 15,525 810 35,558 93,460 92,704 109,795 48,011 30,920
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -821)
-2,041 -1,400 325 1,858 5,048 142 3,973 -963 -4,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 11.0 0.6 25.3 66.4 65.9 78.0 34.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
52 22 8 20 25 75 52
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 12,247
COMMITMENTS
3,229 2,330 0 7,058 7,680 10,287 10,010 1,960 2,237
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 867)
-432 406 0 1,090 184 658 590 209 277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 19.0 0.0 57.6 62.7 84.0 81.7 16.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 6 0 11 8 16 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 69,770
COMMITMENTS
27,667 873 1,740 35,930 60,375 65,337 62,988 4,433 6,782
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 4,729)
799 0 607 3,955 3,817 5,361 4,424 -632 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 1.3 2.5 51.5 86.5 93.6 90.3 6.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 1 3 10 19 17 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,233,049
COMMITMENTS
1061556 1159452 1286937 5931277 5388753 8279770 7835142 953,279 1397907
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 67,638)
229,603 137,513 -152,657 57,279 109,677 134,225 94,533 -66,587 -26,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 12.6 13.9 64.2 58.4 89.7 84.9 10.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
60 66 98 133 155 242 279
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 652,824
COMMITMENTS
62,257 57,891 436 458,224 479,156 520,917 537,483 131,907 115,341
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -2,315)
-1,195 3,120 -1,873 7,337 2,443 4,269 3,690 -6,584 -6,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 8.9 0.1 70.2 73.4 79.8 82.3 20.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
29 36 7 83 56 118 94
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,141,244
COMMITMENTS
162,646 301,486 18,534 559,933 699,649 741,113 1019669 400,131 121,575
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -40,086)
-56,648 18,502 746 22,326 -56,485 -33,576 -37,237 -6,510 -2,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 26.4 1.6 49.1 61.3 64.9 89.3 35.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
46 59 16 64 64 120 129
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,156
COMMITMENTS
1,955 705 0 5,818 8,905 7,773 9,610 3,383 1,546
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 24)
54 0 0 3 -306 57 -306 -33 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 6.3 0.0 52.2 79.8 69.7 86.1 30.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 0 13 13 17 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 44,439
COMMITMENTS
8,008 13,366 0 28,948 28,461 36,956 41,827 7,483 2,612
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 2,801)
1,850 940 0 77 2,331 1,927 3,271 874 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 30.1 0.0 65.1 64.0 83.2 94.1 16.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 10 0 21 23 28 33
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 3,710
COMMITMENTS
2,975 1,730 0 720 1,980 3,695 3,710 15 0
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 225)
150 -200 0 100 450 250 250 -25 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.2 46.6 0.0 19.4 53.4 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 6 0 3 6 10 12
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,451
COMMITMENTS
15,758 11,193 106 32,287 36,479 48,151 47,778 8,300 8,673
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 264)
-293 383 54 1,569 774 1,330 1,211 -1,066 -947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 19.8 0.2 57.2 64.6 85.3 84.6 14.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
19 14 2 26 26 47 40
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 249,385
COMMITMENTS
70,125 122,330 3,496 142,071 106,845 215,692 232,671 33,693 16,714
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 23,711)
-5,350 16,690 1,394 30,679 6,094 26,723 24,178 -3,012 -467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 49.1 1.4 57.0 42.8 86.5 93.3 13.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
73 62 11 39 39 117 107
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 68,768
COMMITMENTS
18,522 31,854 0 36,285 14,187 54,807 46,041 13,961 22,727
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 7,710)
-543 1,462 0 7,807 4,660 7,264 6,122 446 1,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 46.3 0.0 52.8 20.6 79.7 67.0 20.3 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
13 18 0 17 9 30 27
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,834
COMMITMENTS
5,236 5,065 20 21,982 18,780 27,238 23,865 3,596 6,969
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -640)
210 108 0 -636 108 -426 216 -214 -856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 16.4 0.1 71.3 60.9 88.3 77.4 11.7 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 10 1 28 25 35 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 292,396
COMMITMENTS
74,502 63,497 2,050 195,545 212,552 272,097 278,099 20,299 14,297
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 3,229)
4,226 1,019 1,492 3,645 -385 9,363 2,126 -6,134 1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 21.7 0.7 66.9 72.7 93.1 95.1 6.9 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
31 61 12 38 45 74 113
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 51,575
COMMITMENTS
18,635 16,868 82 23,303 26,050 42,020 43,000 9,555 8,575
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 1,966)
1,504 987 -102 1,161 956 2,563 1,841 -597 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 32.7 0.2 45.2 50.5 81.5 83.4 18.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
31 23 3 12 21 46 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 37,277
COMMITMENTS
16,531 3,101 0 15,138 11,202 31,669 14,303 5,608 22,974
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 487)
1,212 -56 0 1,701 -835 2,913 -891 -2,426 1,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 8.3 0.0 40.6 30.1 85.0 38.4 15.0 61.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 5 0 14 12 30 17
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,699
COMMITMENTS
6,326 474 220 15,343 21,374 21,889 22,068 810 631
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: 16)
76 -264 -19 -88 286 -31 3 47 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 2.1 1.0 67.6 94.2 96.4 97.2 3.6 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 4 2 6 4 17 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 03/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 30,735
COMMITMENTS
5,295 3,433 1,129 13,582 21,782 20,006 26,344 10,729 4,391
CHANGES FROM 03/21/06 (CHANGE IN OPEN INTEREST: -3,179)
-13 -1,987 44 -634 -93 -603 -2,036 -2,576 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 11.2 3.7 44.2 70.9 65.1 85.7 34.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 11 7 18 27 31 42
Updated March 31, 2006