BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,251
COMMITMENTS
0 13 80 3,767 3,767 3,847 3,860 404 391
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -209)
0 -20 19 -154 -155 -135 -156 -74 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.3 1.9 88.6 88.6 90.5 90.8 9.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 11 13 12 14
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 30,437
COMMITMENTS
1,323 3,306 1,241 24,461 15,092 27,025 19,639 3,412 10,798
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -2,289)
-449 131 -36 -1,651 -1,682 -2,136 -1,587 -153 -702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 10.9 4.1 80.4 49.6 88.8 64.5 11.2 35.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 15 9 21 17 31 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 152,354
COMMITMENTS
22,206 30,181 38,886 73,821 47,422 134,913 116,489 17,441 35,865
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 4,584)
2,256 -2,264 -5,309 -73 2,739 -3,126 -4,834 7,710 9,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 19.8 25.5 48.5 31.1 88.6 76.5 11.4 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
50 69 71 33 39 134 149
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,006
COMMITMENTS
487 666 74 745 282 1,306 1,022 700 984
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -172)
-55 -31 14 -139 -125 -180 -142 8 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 33.2 3.7 37.1 14.1 65.1 50.9 34.9 49.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 5 3 8 4 17 11
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 256,111
COMMITMENTS
53,763 50,700 48,626 122,085 100,186 224,474 199,512 31,637 56,599
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 14,616)
4,432 2,647 -4,632 1,441 969 1,241 -1,016 13,375 15,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 19.8 19.0 47.7 39.1 87.6 77.9 12.4 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
70 82 81 91 131 214 262
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,332
COMMITMENTS
2,296 788 214 571 1,849 3,081 2,851 1,251 1,481
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -595)
-309 -156 -65 37 -194 -337 -415 -258 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.0 18.2 4.9 13.2 42.7 71.1 65.8 28.9 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 9 5 10 22 28 33
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,571
COMMITMENTS
9,819 7,301 1,569 10,703 5,433 22,091 14,303 5,480 13,268
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -254)
-1,520 -82 324 120 -831 -1,076 -589 822 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 26.5 5.7 38.8 19.7 80.1 51.9 19.9 48.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
30 43 24 45 49 90 102
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 121,046
COMMITMENTS
52,111 23,238 1,288 29,342 77,518 82,741 102,044 38,305 19,002
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 10,767)
3,114 6,393 -254 -377 -2,021 2,483 4,118 8,284 6,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 19.2 1.1 24.2 64.0 68.4 84.3 31.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
43 19 4 20 21 64 43
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 94,856
COMMITMENTS
18,306 29,319 259 56,191 48,706 74,756 78,284 20,100 16,572
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 4,900)
788 -828 259 -434 3,516 613 2,947 4,287 1,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 30.9 0.3 59.2 51.3 78.8 82.5 21.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 12 1 11 12 24 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 86,961
COMMITMENTS
19,719 23,024 708 62,949 59,354 83,376 83,086 3,585 3,875
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 2,233)
2,419 -933 -15 -1,463 1,618 941 670 1,292 1,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 26.5 0.8 72.4 68.3 95.9 95.5 4.1 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
21 23 3 19 16 42 40
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 104,008
COMMITMENTS
41,071 15,304 98 32,834 71,023 74,003 86,425 30,005 17,583
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 14,935)
6,938 -205 14 1,621 12,953 8,573 12,762 6,362 2,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 14.7 0.1 31.6 68.3 71.2 83.1 28.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
26 13 2 16 23 43 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 210,545
COMMITMENTS
46,769 27,925 873 113,023 157,197 160,665 185,995 49,880 24,550
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 4,145)
2,380 -13,775 189 -5,278 12,605 -2,709 -981 6,854 5,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 13.3 0.4 53.7 74.7 76.3 88.3 23.7 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
32 22 6 22 27 55 54
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 198,501
COMMITMENTS
87,975 15,064 1,780 43,091 142,504 132,846 159,348 65,655 39,153
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 11,427)
-2,640 -1,077 434 3,939 4,354 1,733 3,711 9,694 7,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 7.6 0.9 21.7 71.8 66.9 80.3 33.1 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
65 20 15 27 29 96 60
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 13,736
COMMITMENTS
7,284 398 0 5,278 11,400 12,562 11,798 1,174 1,938
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 1,532)
767 84 0 1,033 1,483 1,800 1,567 -268 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.0 2.9 0.0 38.4 83.0 91.5 85.9 8.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 3 0 11 12 13 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 82,499
COMMITMENTS
42,230 873 3,768 31,754 71,506 77,752 76,147 4,747 6,352
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 16,234)
17,420 0 3,553 -4,911 12,586 16,062 16,139 172 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.2 1.1 4.6 38.5 86.7 94.2 92.3 5.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 1 3 10 14 15 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,052,407
COMMITMENTS
934,348 1647263 1681605 6362029 5291993 8977982 8620861 1074425 1431546
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 337,872)
-15,439 136,648 82,319 229,031 129,022 295,911 347,989 41,961 -10,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 16.4 16.7 63.3 52.6 89.3 85.8 10.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
58 74 106 133 150 253 280
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 660,760
COMMITMENTS
70,056 56,932 3,055 452,243 502,976 525,354 562,963 135,406 97,797
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -52)
-1,161 -891 211 -5,695 -5,415 -6,645 -6,095 6,593 6,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 8.6 0.5 68.4 76.1 79.5 85.2 20.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
39 42 15 89 54 140 99
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,361,264
COMMITMENTS
247,863 432,321 22,383 806,744 789,049 1076990 1243753 284,274 117,511
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 54,104)
34,284 6,433 4,767 5,827 53,197 44,878 64,397 9,226 -10,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 31.8 1.6 59.3 58.0 79.1 91.4 20.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
60 61 21 74 75 146 145
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,838
COMMITMENTS
1,838 705 0 5,062 8,626 6,900 9,331 3,938 1,507
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -481)
-123 0 0 -547 0 -670 0 189 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 6.5 0.0 46.7 79.6 63.7 86.1 36.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 0 12 13 16 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 55,939
COMMITMENTS
10,942 12,302 0 36,585 40,363 47,527 52,665 8,412 3,274
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: -1,338)
556 605 0 643 -2,477 1,199 -1,872 -2,537 534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 22.0 0.0 65.4 72.2 85.0 94.1 15.0 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 9 0 21 25 31 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 63,735
COMMITMENTS
15,248 9,520 165 37,039 40,502 52,452 50,187 11,283 13,548
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 974)
525 -2,355 -26 -1,236 904 -737 -1,477 1,711 2,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 14.9 0.3 58.1 63.5 82.3 78.7 17.7 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
16 14 2 29 27 47 41
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 358,800
COMMITMENTS
96,900 132,394 3,885 210,913 209,640 311,698 345,919 47,102 12,881
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 3,404)
-9,899 -5,649 -75 4,514 15,085 -5,460 9,361 8,864 -5,957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 36.9 1.1 58.8 58.4 86.9 96.4 13.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
80 55 11 52 37 140 95
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 74,660
COMMITMENTS
34,685 5,831 0 15,610 60,601 50,295 66,432 24,365 8,228
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 16,799)
7,388 307 0 3,512 15,512 10,900 15,819 5,899 980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.5 7.8 0.0 20.9 81.2 67.4 89.0 32.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
20 6 0 13 19 33 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 40,302
COMMITMENTS
6,048 5,323 40 29,933 28,356 36,021 33,719 4,281 6,583
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 2,602)
195 190 19 1,924 2,721 2,138 2,930 464 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 13.2 0.1 74.3 70.4 89.4 83.7 10.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 10 2 28 27 36 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 360,680
COMMITMENTS
75,795 102,779 2,264 256,769 239,432 334,828 344,475 25,852 16,205
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 5,047)
2,452 5,107 488 -1,263 -3,044 1,677 2,551 3,370 2,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 28.5 0.6 71.2 66.4 92.8 95.5 7.2 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
30 64 9 41 52 76 120
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,885
COMMITMENTS
17,428 18,094 100 26,513 29,344 44,041 47,538 11,844 8,347
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 5,198)
2,063 2,085 23 1,304 3,017 3,390 5,125 1,808 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 32.4 0.2 47.4 52.5 78.8 85.1 21.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
23 25 3 20 21 46 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,458
COMMITMENTS
10,608 5,548 41 20,153 18,260 30,802 23,849 5,656 12,609
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 4,371)
1,968 659 36 1,958 264 3,962 959 409 3,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 15.2 0.1 55.3 50.1 84.5 65.4 15.5 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 10 1 14 14 30 24
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 05/09/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 47,266
COMMITMENTS
6,113 4,250 3,343 18,472 23,908 27,928 31,501 19,338 15,765
CHANGES FROM 05/02/06 (CHANGE IN OPEN INTEREST: 4,914)
552 -378 1,394 1,113 -381 3,059 635 1,855 4,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 9.0 7.1 39.1 50.6 59.1 66.6 40.9 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
10 12 8 25 32 40 48
Updated May 12, 2006