BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,273
COMMITMENTS
0 25 77 3,876 3,940 3,953 4,042 320 231
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -157)
0 -1 -6 -6 -66 -12 -73 -145 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.6 1.8 90.7 92.2 92.5 94.6 7.5 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 12 13 13 14
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,611
COMMITMENTS
1,481 3,199 1,328 25,378 15,697 28,187 20,224 3,424 11,387
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 298)
-225 -548 248 421 188 444 -112 -146 410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 10.1 4.2 80.3 49.7 89.2 64.0 10.8 36.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 14 8 23 18 32 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 159,146
COMMITMENTS
23,726 30,306 44,750 73,804 48,725 142,280 123,781 16,866 35,365
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 1,096)
-121 -653 2,032 579 408 2,490 1,787 -1,394 -691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 19.0 28.1 46.4 30.6 89.4 77.8 10.6 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
46 77 74 35 39 137 157
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,836
COMMITMENTS
324 516 169 678 343 1,171 1,028 665 808
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -373)
-88 -115 48 -112 -16 -152 -83 -221 -290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 28.1 9.2 36.9 18.7 63.8 56.0 36.2 44.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 3 7 5 14 11
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 268,812
COMMITMENTS
52,137 45,864 56,642 131,444 108,834 240,223 211,340 28,589 57,472
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -2,336)
-24 -20 593 2,826 -19 3,395 554 -5,731 -2,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 17.1 21.1 48.9 40.5 89.4 78.6 10.6 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
68 82 90 91 141 218 280
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,240
COMMITMENTS
2,278 1,132 353 655 1,329 3,286 2,814 954 1,426
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -288)
-89 173 106 84 -247 101 32 -389 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.7 26.7 8.3 15.4 31.3 77.5 66.4 22.5 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 17 8 9 22 27 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 27,086
COMMITMENTS
10,450 7,646 1,418 9,875 5,272 21,743 14,336 5,343 12,750
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -1,663)
-271 404 -380 -539 -419 -1,190 -395 -473 -1,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 28.2 5.2 36.5 19.5 80.3 52.9 19.7 47.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
34 44 21 43 49 93 99
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 111,976
COMMITMENTS
36,980 21,278 2,183 36,757 71,810 75,920 95,271 36,056 16,705
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -5,863)
-9,080 -5,254 879 3,836 -466 -4,365 -4,841 -1,498 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 19.0 1.9 32.8 64.1 67.8 85.1 32.2 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
33 12 4 22 22 57 37
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 101,734
COMMITMENTS
30,138 21,756 80 51,282 68,412 81,500 90,248 20,234 11,486
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 998)
6,203 -3,760 -81 -3,605 5,648 2,517 1,807 -1,519 -809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 21.4 0.1 50.4 67.2 80.1 88.7 19.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
19 8 1 12 13 31 22
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 90,941
COMMITMENTS
11,984 30,505 525 75,127 55,976 87,636 87,006 3,305 3,935
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 2,617)
-3,504 3,945 -176 6,624 -1,306 2,944 2,463 -327 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 33.5 0.6 82.6 61.6 96.4 95.7 3.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
16 30 3 21 15 39 47
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 114,772
COMMITMENTS
42,928 12,370 116 40,784 87,163 83,828 99,649 30,944 15,123
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 4,766)
3,570 -2,716 -314 1,048 8,333 4,304 5,303 462 -537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 10.8 0.1 35.5 75.9 73.0 86.8 27.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
30 10 4 18 27 50 39
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 211,949
COMMITMENTS
49,669 31,340 710 116,134 154,398 166,513 186,448 45,436 25,501
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -437)
2,616 3,408 -390 -671 -3,680 1,555 -662 -1,992 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 14.8 0.3 54.8 72.8 78.6 88.0 21.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
34 18 8 24 24 61 47
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 197,806
COMMITMENTS
87,361 15,285 2,317 50,079 146,064 139,757 163,666 58,049 34,140
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 2,552)
-75 1,225 486 4,500 2,640 4,911 4,351 -2,359 -1,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 7.7 1.2 25.3 73.8 70.7 82.7 29.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
66 21 20 28 31 102 64
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 14,325
COMMITMENTS
7,483 216 0 5,595 12,040 13,078 12,256 1,247 2,069
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 132)
-384 -285 0 459 85 75 -200 57 332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.2 1.5 0.0 39.1 84.0 91.3 85.6 8.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 2 0 10 13 12 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,310,637
COMMITMENTS
1056168 1597727 1619661 6579262 5728180 9255091 8945568 1055546 1365069
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 109,814)
175,362 31,004 -187,320 88,242 107,160 76,284 -49,156 33,530 158,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 15.5 15.7 63.8 55.6 89.8 86.8 10.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
64 64 103 130 148 243 279
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 669,008
COMMITMENTS
80,126 61,988 4,781 436,811 515,287 521,718 582,056 147,290 86,952
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 2,695)
-1,168 2,161 2,970 -1,622 7,440 180 12,571 2,515 -9,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 9.3 0.7 65.3 77.0 78.0 87.0 22.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
40 42 24 88 60 147 107
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,475,797
COMMITMENTS
196,500 453,312 41,973 974,775 854,980 1213248 1350265 262,549 125,532
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 106,792)
-10,857 30,162 6,811 120,940 65,528 116,894 102,501 -10,102 4,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 30.7 2.8 66.1 57.9 82.2 91.5 17.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
49 65 31 79 81 151 154
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,695
COMMITMENTS
1,854 705 0 5,126 8,699 6,980 9,404 3,715 1,291
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -222)
-228 0 0 35 72 -193 72 -29 -294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 6.6 0.0 47.9 81.3 65.3 87.9 34.7 12.1
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 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,160
COMMITMENTS
9,893 15,475 0 36,884 34,162 46,777 49,637 6,383 3,523
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -3,065)
-1,405 2,531 -2 1,021 -5,650 -386 -3,121 -2,679 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 29.1 0.0 69.4 64.3 88.0 93.4 12.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
8 12 0 21 22 29 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,692
COMMITMENTS
13,158 15,540 93 42,709 45,610 55,960 61,243 12,732 7,449
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 5,478)
-829 3,772 90 4,706 1,982 3,967 5,844 1,511 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 22.6 0.1 62.2 66.4 81.5 89.2 18.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
16 23 3 32 29 50 53
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 417,808
COMMITMENTS
100,386 193,745 4,881 282,386 186,165 387,653 384,791 30,155 33,017
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 44,689)
20,964 24,474 2,273 21,755 10,681 44,992 37,428 -303 7,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 46.4 1.2 67.6 44.6 92.8 92.1 7.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
68 91 10 56 37 130 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 81,572
COMMITMENTS
28,453 12,143 0 28,741 61,558 57,194 73,701 24,378 7,871
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 2,741)
-8,069 6,206 0 11,499 -4,764 3,430 1,442 -689 1,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 14.9 0.0 35.2 75.5 70.1 90.4 29.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
20 6 0 14 16 34 22
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 42,027
COMMITMENTS
5,431 5,578 14 31,690 30,963 37,135 36,555 4,892 5,472
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 1,950)
-659 26 -26 1,711 1,704 1,026 1,704 924 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 13.3 0.0 75.4 73.7 88.4 87.0 11.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 11 2 26 26 33 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 416,166
COMMITMENTS
78,136 102,412 1,766 317,653 294,856 397,555 399,034 18,611 17,132
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 5,624)
5,677 -6,067 -147 8,269 19,555 13,799 13,341 -8,175 -7,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 24.6 0.4 76.3 70.9 95.5 95.9 4.5 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
26 65 8 39 54 71 121
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,816
COMMITMENTS
16,952 20,231 601 24,966 27,210 42,519 48,042 13,297 7,774
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 191)
-801 1,429 358 -576 -501 -1,019 1,286 1,210 -1,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 36.2 1.1 44.7 48.7 76.2 86.1 23.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
23 26 4 18 15 44 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 42,666
COMMITMENTS
8,553 7,011 601 26,877 17,234 36,031 24,846 6,635 17,820
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: 6,992)
859 1,644 -106 4,531 -1,218 5,284 320 1,708 6,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 16.4 1.4 63.0 40.4 84.4 58.2 15.6 41.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 12 3 19 15 35 28
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 05/23/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 48,322
COMMITMENTS
7,102 3,893 2,973 18,041 30,740 28,116 37,606 20,206 10,716
CHANGES FROM 05/16/06 (CHANGE IN OPEN INTEREST: -1,528)
-274 1,159 -160 -2,045 2,265 -2,479 3,264 951 -4,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 8.1 6.2 37.3 63.6 58.2 77.8 41.8 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
9 11 5 28 32 40 46
Updated May 26, 2006