MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,153
COMMITMENTS
1,551 2,731 984 24,426 15,002 26,961 18,717 4,192 12,436
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -1,806)
364 828 -324 -1,807 -925 -1,767 -421 -39 -1,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 8.8 3.2 78.4 48.2 86.5 60.1 13.5 39.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 11 6 19 17 26 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 143,750
COMMITMENTS
17,639 29,956 31,486 78,820 50,877 127,945 112,319 15,805 31,431
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 2,108)
230 2,762 2,862 -1,108 -2,485 1,984 3,139 124 -1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 20.8 21.9 54.8 35.4 89.0 78.1 11.0 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
49 74 73 33 36 131 161
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,704
COMMITMENTS
325 298 85 754 540 1,164 923 540 781
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -116)
-166 126 -49 222 -144 7 -67 -123 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 17.5 5.0 44.2 31.7 68.3 54.2 31.7 45.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 7 3 7 5 15 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 237,458
COMMITMENTS
47,846 45,081 44,665 114,017 93,842 206,528 183,588 30,930 53,870
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 6,688)
5,625 -1,066 -1,479 1,126 8,861 5,272 6,316 1,416 372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 19.0 18.8 48.0 39.5 87.0 77.3 13.0 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
68 86 72 90 125 202 260
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,075
COMMITMENTS
1,753 866 417 1,016 1,458 3,186 2,741 1,889 2,334
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 915)
179 -48 -80 175 221 274 93 641 822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 17.1 8.2 20.0 28.7 62.8 54.0 37.2 46.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 18 10 14 17 34 41
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 33,499
COMMITMENTS
12,775 7,507 3,695 12,197 7,611 28,667 18,813 4,832 14,686
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -3,739)
-2,068 395 -340 -1,489 -1,449 -3,897 -1,394 158 -2,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 22.4 11.0 36.4 22.7 85.6 56.2 14.4 43.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
30 43 27 49 52 97 112
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 84,301
COMMITMENTS
12,081 16,227 1,489 37,058 50,463 50,628 68,179 33,673 16,122
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -3,055)
-1,193 -4,858 57 -444 1,861 -1,580 -2,940 -1,475 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 19.2 1.8 44.0 59.9 60.1 80.9 39.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 21 3 20 22 38 45
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 79,020
COMMITMENTS
7,412 45,540 0 62,580 11,064 69,992 56,604 9,028 22,416
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -5,675)
1,592 -5,615 -199 -9,782 -257 -8,389 -6,071 2,714 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 57.6 0.0 79.2 14.0 88.6 71.6 11.4 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 24 0 9 9 19 33
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 79,909
COMMITMENTS
16,625 19,831 303 59,162 56,308 76,090 76,442 3,819 3,467
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 9,407)
-4,114 10,314 -446 14,985 -506 10,425 9,362 -1,018 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 24.8 0.4 74.0 70.5 95.2 95.7 4.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
15 27 2 20 13 36 41
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,371
COMMITMENTS
14,015 24,699 0 48,888 32,217 62,903 56,916 16,468 22,455
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 11,372)
1,524 5,924 -274 6,904 4,466 8,154 10,116 3,218 1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 31.1 0.0 61.6 40.6 79.3 71.7 20.7 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
13 20 0 20 16 33 36
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 189,732
COMMITMENTS
30,603 63,319 374 126,842 93,976 157,819 157,669 31,913 32,063
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 9,631)
3,374 5,678 13 938 3,562 4,325 9,253 5,306 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 33.4 0.2 66.9 49.5 83.2 83.1 16.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
28 36 6 25 18 55 58
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 161,921
COMMITMENTS
67,859 15,467 655 43,679 113,080 112,193 129,202 49,728 32,719
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 21,206)
11,523 -58 -155 8,121 19,620 19,489 19,407 1,717 1,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 9.6 0.4 27.0 69.8 69.3 79.8 30.7 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
61 19 8 24 30 88 54
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 12,473
COMMITMENTS
3,002 2,614 0 7,488 7,864 10,490 10,478 1,983 1,995
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 226)
-227 284 0 430 184 203 468 23 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 21.0 0.0 60.0 63.0 84.1 84.0 15.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 6 0 12 8 17 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 72,465
COMMITMENTS
29,662 873 1,949 38,232 64,739 69,843 67,561 2,622 4,904
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 2,695)
1,995 0 209 2,302 4,364 4,506 4,573 -1,811 -1,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 1.2 2.7 52.8 89.3 96.4 93.2 3.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 1 3 13 19 20 23
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,531,734
COMMITMENTS
1003981 1431637 1377239 6147077 5258608 8528297 8067484 1003437 1464250
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 298,685)
-57,575 272,185 90,302 215,800 -130,145 248,527 232,342 50,158 66,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 15.0 14.4 64.5 55.2 89.5 84.6 10.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
62 67 100 131 149 241 277
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 646,184
COMMITMENTS
65,999 60,888 1,909 451,043 482,518 518,951 545,315 127,233 100,869
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -6,640)
3,742 2,997 1,473 -7,181 3,362 -1,966 7,832 -4,674 -14,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 9.4 0.3 69.8 74.7 80.3 84.4 19.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
32 40 11 82 54 122 97
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,151,679
COMMITMENTS
202,834 315,377 11,043 622,999 705,464 836,876 1031884 314,803 119,795
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 10,435)
40,188 13,891 -7,491 63,066 5,815 95,763 12,215 -85,328 -1,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 27.4 1.0 54.1 61.3 72.7 89.6 27.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
54 53 20 71 67 136 129
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,091
COMMITMENTS
1,954 705 0 5,545 8,845 7,499 9,550 3,592 1,541
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -65)
-1 0 0 -273 -60 -274 -60 209 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 6.4 0.0 50.0 79.7 67.6 86.1 32.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 0 12 13 16 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 46,857
COMMITMENTS
8,728 11,655 0 29,712 32,294 38,440 43,949 8,417 2,908
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 2,418)
720 -1,711 0 764 3,833 1,484 2,122 934 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 24.9 0.0 63.4 68.9 82.0 93.8 18.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 9 0 20 25 28 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,732
COMMITMENTS
16,926 12,184 162 33,036 35,450 50,124 47,796 9,608 11,936
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 3,281)
1,168 991 56 749 -1,029 1,973 18 1,308 3,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 20.4 0.3 55.3 59.3 83.9 80.0 16.1 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
19 16 3 25 25 46 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 286,260
COMMITMENTS
106,121 113,474 4,066 122,523 147,271 232,710 264,811 53,550 21,449
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 36,875)
35,996 -8,856 570 -19,548 40,426 17,018 32,140 19,857 4,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 39.6 1.4 42.8 51.4 81.3 92.5 18.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
84 58 8 38 44 128 104
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,124
COMMITMENTS
21,629 27,479 2 30,227 16,853 51,858 44,334 13,266 20,790
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -3,644)
3,107 -4,375 2 -6,058 2,666 -2,949 -1,707 -695 -1,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 42.2 0.0 46.4 25.9 79.6 68.1 20.4 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
14 19 1 16 13 31 32
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,604
COMMITMENTS
5,310 4,895 21 21,576 18,753 26,907 23,669 3,697 6,935
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -230)
74 -170 1 -406 -27 -331 -196 101 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 16.0 0.1 70.5 61.3 87.9 77.3 12.1 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 9 1 28 26 35 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 301,727
COMMITMENTS
78,627 66,886 1,236 199,912 221,869 279,775 289,991 21,952 11,736
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 9,331)
4,125 3,389 -814 4,367 9,317 7,678 11,892 1,653 -2,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 22.2 0.4 66.3 73.5 92.7 96.1 7.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
33 57 9 37 48 75 109
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 51,591
COMMITMENTS
18,318 16,547 74 25,020 28,027 43,412 44,648 8,179 6,943
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 16)
-317 -321 -8 1,717 1,977 1,392 1,648 -1,376 -1,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 32.1 0.1 48.5 54.3 84.1 86.5 15.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
34 20 3 18 21 55 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,521
COMMITMENTS
14,575 2,787 5 15,867 14,921 30,447 17,713 4,074 16,808
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: -2,756)
-1,956 -314 5 729 3,719 -1,222 3,410 -1,534 -6,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 8.1 0.0 46.0 43.2 88.2 51.3 11.8 48.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
16 5 1 13 15 29 21
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 23,380
COMMITMENTS
7,206 1,122 97 15,185 21,740 22,488 22,959 892 421
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 681)
880 648 -123 -158 366 599 891 82 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 4.8 0.4 64.9 93.0 96.2 98.2 3.8 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 3 1 5 4 14 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 04/04/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,137
COMMITMENTS
4,721 3,367 1,951 17,102 23,099 23,774 28,417 15,363 10,720
CHANGES FROM 03/28/06 (CHANGE IN OPEN INTEREST: 8,402)
-574 -66 822 3,520 1,317 3,768 2,073 4,634 6,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 8.6 5.0 43.7 59.0 60.7 72.6 39.3 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
8 9 7 21 28 33 41
Updated April 7, 2006