MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,434
COMMITMENTS
1,573 3,121 1,142 25,354 15,882 28,069 20,145 4,365 12,289
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 1,281)
22 390 158 928 880 1,108 1,428 173 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 9.6 3.5 78.2 49.0 86.5 62.1 13.5 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 13 6 19 18 26 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 141,526
COMMITMENTS
16,117 33,504 31,661 77,878 45,287 125,656 110,452 15,870 31,074
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -2,224)
-1,522 3,548 175 -942 -5,590 -2,289 -1,867 65 -357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 23.7 22.4 55.0 32.0 88.8 78.0 11.2 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
52 71 67 29 36 123 157
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,968
COMMITMENTS
354 489 19 692 630 1,065 1,138 903 830
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 264)
29 191 -66 -62 90 -99 215 363 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 24.8 1.0 35.2 32.0 54.1 57.8 45.9 42.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 8 1 7 6 13 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 238,034
COMMITMENTS
43,884 46,060 45,987 118,269 91,790 208,140 183,837 29,894 54,197
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 576)
-3,962 979 1,322 4,252 -2,052 1,612 249 -1,036 327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 19.4 19.3 49.7 38.6 87.4 77.2 12.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
70 82 82 87 120 209 258
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,789
COMMITMENTS
1,796 778 614 1,026 1,450 3,436 2,842 1,353 1,947
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -286)
43 -88 197 10 -8 250 101 -536 -387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 16.2 12.8 21.4 30.3 71.7 59.3 28.3 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
14 15 9 13 17 32 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,117
COMMITMENTS
12,579 8,202 3,147 11,688 6,459 27,414 17,808 4,703 14,309
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -1,382)
-196 695 -548 -509 -1,152 -1,253 -1,005 -129 -377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 25.5 9.8 36.4 20.1 85.4 55.4 14.6 44.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
27 45 27 49 53 94 113
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 87,690
COMMITMENTS
24,639 10,697 1,531 29,815 58,926 55,985 71,154 31,705 16,536
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 3,389)
12,558 -5,530 42 -7,243 8,463 5,357 2,975 -1,968 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 12.2 1.7 34.0 67.2 63.8 81.1 36.2 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
24 15 3 21 22 46 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 78,605
COMMITMENTS
6,470 35,121 295 61,557 23,376 68,322 58,792 10,283 19,813
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -415)
-942 -10,419 295 -1,023 12,312 -1,670 2,188 1,255 -2,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 44.7 0.4 78.3 29.7 86.9 74.8 13.1 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 22 1 11 11 20 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 79,961
COMMITMENTS
16,180 20,804 0 59,923 55,481 76,103 76,285 3,858 3,676
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 52)
-445 973 -303 761 -827 13 -157 39 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 26.0 0.0 74.9 69.4 95.2 95.4 4.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 27 0 19 15 32 42
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 79,127
COMMITMENTS
16,971 22,595 0 42,536 37,687 59,507 60,282 19,620 18,845
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -244)
2,956 -2,104 0 -6,352 5,470 -3,396 3,366 3,152 -3,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 28.6 0.0 53.8 47.6 75.2 76.2 24.8 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
17 19 0 16 17 33 36
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 205,630
COMMITMENTS
36,213 90,684 132 140,062 80,234 176,407 171,050 29,223 34,580
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 15,898)
5,610 27,365 -242 13,220 -13,742 18,588 13,381 -2,690 2,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 44.1 0.1 68.1 39.0 85.8 83.2 14.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
28 40 4 28 19 57 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 159,310
COMMITMENTS
58,717 17,087 2,012 46,263 110,321 106,992 129,420 52,318 29,890
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -2,611)
-9,142 1,620 1,357 2,584 -2,759 -5,201 218 2,590 -2,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 10.7 1.3 29.0 69.2 67.2 81.2 32.8 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
51 23 10 23 28 80 55
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 12,412
COMMITMENTS
3,587 1,251 0 7,192 9,545 10,779 10,796 1,633 1,616
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -61)
585 -1,363 0 -296 1,681 289 318 -350 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 10.1 0.0 57.9 76.9 86.8 87.0 13.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 4 0 10 10 15 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 84,723
COMMITMENTS
30,647 873 1,904 50,102 75,920 82,653 78,697 2,070 6,026
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 12,258)
985 0 -45 11,870 11,181 12,810 11,136 -552 1,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 1.0 2.2 59.1 89.6 97.6 92.9 2.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
7 1 3 14 18 21 22
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,600,372
COMMITMENTS
991,963 1535260 1380073 6238036 5248019 8610072 8163352 990,300 1437020
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 68,638)
-12,018 103,623 2,834 90,959 -10,589 81,775 95,868 -13,137 -27,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 16.0 14.4 65.0 54.7 89.7 85.0 10.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
64 67 102 134 147 246 276
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 646,584
COMMITMENTS
67,269 59,267 1,124 447,073 492,945 515,466 553,336 131,118 93,248
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 400)
1,270 -1,621 -785 -3,970 10,427 -3,485 8,021 3,885 -7,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 9.2 0.2 69.1 76.2 79.7 85.6 20.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
33 45 11 80 56 123 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,179,131
COMMITMENTS
173,993 372,905 13,467 713,454 667,279 900,914 1053651 278,217 125,480
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 27,452)
-28,841 57,528 2,424 90,455 -38,185 64,038 21,767 -36,586 5,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 31.6 1.1 60.5 56.6 76.4 89.4 23.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
49 57 20 71 69 132 134
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,901
COMMITMENTS
1,948 705 0 5,575 8,766 7,523 9,471 3,378 1,430
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -190)
-6 0 0 30 -79 24 -79 -214 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 6.5 0.0 51.1 80.4 69.0 86.9 31.0 13.1
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 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 48,391
COMMITMENTS
9,947 11,860 0 31,289 33,035 41,236 44,895 7,155 3,496
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 1,534)
1,219 205 0 1,577 741 2,796 946 -1,262 588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 24.5 0.0 64.7 68.3 85.2 92.8 14.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
8 10 0 23 22 31 32
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,672
COMMITMENTS
16,707 12,068 223 33,109 36,080 50,039 48,371 9,633 11,301
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -60)
-219 -116 61 73 630 -85 575 25 -635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 20.2 0.4 55.5 60.5 83.9 81.1 16.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 17 2 26 28 44 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 291,463
COMMITMENTS
97,794 114,773 5,848 135,832 157,549 239,474 278,170 51,989 13,293
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 5,203)
-8,327 1,299 1,782 13,309 10,278 6,764 13,359 -1,561 -8,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 39.4 2.0 46.6 54.1 82.2 95.4 17.8 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
74 74 16 39 45 122 126
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 54,618
COMMITMENTS
23,254 16,317 2 19,038 22,291 42,294 38,610 12,324 16,008
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: -10,506)
1,625 -11,162 0 -11,189 5,438 -9,564 -5,724 -942 -4,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 29.9 0.0 34.9 40.8 77.4 70.7 22.6 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 16 1 13 17 29 33
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,507
COMMITMENTS
5,266 5,073 21 23,820 20,857 29,107 25,951 3,400 6,556
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 1,903)
-44 178 0 2,244 2,104 2,200 2,282 -297 -379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 15.6 0.1 73.3 64.2 89.5 79.8 10.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
5 9 1 28 26 34 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 313,842
COMMITMENTS
72,406 65,331 672 220,544 235,107 293,622 301,110 20,220 12,732
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 12,115)
-6,221 -1,555 -564 20,632 13,238 13,847 11,119 -1,732 996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 20.8 0.2 70.3 74.9 93.6 95.9 6.4 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
30 61 8 37 49 70 115
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,697
COMMITMENTS
18,310 17,800 72 25,358 27,786 43,740 45,658 9,957 8,039
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 2,106)
-8 1,253 -2 338 -241 328 1,010 1,778 1,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 33.1 0.1 47.2 51.7 81.5 85.0 18.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
31 26 3 18 21 52 47
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,691
COMMITMENTS
12,918 4,538 79 16,533 18,013 29,530 22,630 5,161 12,061
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 170)
-1,657 1,751 74 666 3,092 -917 4,917 1,087 -4,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 13.1 0.2 47.7 51.9 85.1 65.2 14.9 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
15 11 2 13 16 29 28
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 23,508
COMMITMENTS
5,560 1,048 58 15,142 21,909 20,760 23,015 2,748 493
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 128)
-1,646 -74 -39 -43 169 -1,728 56 1,856 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 4.5 0.2 64.4 93.2 88.3 97.9 11.7 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 3 1 5 4 13 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 04/11/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 42,553
COMMITMENTS
4,865 2,905 2,442 17,348 25,590 24,655 30,937 17,898 11,616
CHANGES FROM 04/04/06 (CHANGE IN OPEN INTEREST: 3,416)
144 -462 491 246 2,491 881 2,520 2,535 896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 6.8 5.7 40.8 60.1 57.9 72.7 42.1 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 8 6 22 31 33 44
Updated April 14, 2006