BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,452
COMMITMENTS
0 13 64 4,065 4,129 4,129 4,206 323 246
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 179)
0 -12 -13 189 189 176 164 3 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.3 1.4 91.3 92.7 92.7 94.5 7.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 13 13 14 14
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 32,040
COMMITMENTS
1,227 1,914 1,495 25,789 16,234 28,511 19,643 3,529 12,397
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 429)
-254 -1,285 167 411 537 324 -581 105 1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 6.0 4.7 80.5 50.7 89.0 61.3 11.0 38.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 10 7 24 18 32 31
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 160,830
COMMITMENTS
22,145 30,658 47,056 74,093 48,261 143,294 125,975 17,536 34,855
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,684)
-1,581 352 2,306 289 -464 1,014 2,194 670 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 19.1 29.3 46.1 30.0 89.1 78.3 10.9 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
48 79 80 33 40 140 160
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,091
COMMITMENTS
378 748 242 697 370 1,317 1,360 774 731
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 255)
54 232 73 19 27 146 332 109 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 35.8 11.6 33.3 17.7 63.0 65.0 37.0 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 3 5 5 13 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 259,745
COMMITMENTS
51,994 42,747 53,290 127,849 107,129 233,133 203,166 26,612 56,579
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -9,067)
-143 -3,117 -3,352 -3,595 -1,705 -7,090 -8,174 -1,977 -893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 16.5 20.5 49.2 41.2 89.8 78.2 10.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
65 73 79 81 143 199 265
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,979
COMMITMENTS
2,231 1,323 697 722 1,085 3,650 3,105 1,329 1,874
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 739)
-47 191 344 67 -244 364 291 375 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.8 26.6 14.0 14.5 21.8 73.3 62.4 26.7 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 17 10 10 18 32 42
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 24,707
COMMITMENTS
9,713 6,483 1,155 8,748 4,581 19,616 12,219 5,091 12,488
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -2,379)
-737 -1,163 -263 -1,127 -691 -2,127 -2,117 -252 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 26.2 4.7 35.4 18.5 79.4 49.5 20.6 50.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
34 36 18 35 43 84 83
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 109,252
COMMITMENTS
45,937 14,230 2,912 25,988 74,774 74,837 91,916 34,415 17,336
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -2,724)
8,957 -7,048 729 -10,769 2,964 -1,083 -3,355 -1,641 631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 13.0 2.7 23.8 68.4 68.5 84.1 31.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
39 14 8 20 23 64 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 100,852
COMMITMENTS
30,264 19,733 80 50,973 70,528 81,317 90,341 19,535 10,511
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -882)
126 -2,023 0 -309 2,116 -183 93 -699 -975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 19.6 0.1 50.5 69.9 80.6 89.6 19.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
21 9 1 8 13 29 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 90,621
COMMITMENTS
8,027 36,887 320 79,365 48,217 87,712 85,424 2,909 5,197
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -320)
-3,957 6,382 -205 4,238 -7,759 76 -1,582 -396 1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 40.7 0.4 87.6 53.2 96.8 94.3 3.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
15 35 2 20 12 35 49
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 112,099
COMMITMENTS
51,965 12,268 50 30,254 83,711 82,269 96,029 29,830 16,070
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -2,673)
9,037 -102 -66 -10,530 -3,452 -1,559 -3,620 -1,114 947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.4 10.9 0.0 27.0 74.7 73.4 85.7 26.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
32 10 1 17 23 49 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 208,512
COMMITMENTS
56,019 30,278 644 108,021 153,269 164,684 184,191 43,828 24,321
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -3,437)
6,350 -1,062 -66 -8,113 -1,129 -1,829 -2,257 -1,608 -1,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 14.5 0.3 51.8 73.5 79.0 88.3 21.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
35 17 6 22 24 60 44
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 195,502
COMMITMENTS
96,864 16,980 1,246 39,005 138,891 137,115 157,117 58,387 38,385
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -2,304)
9,503 1,695 -1,071 -11,074 -7,173 -2,642 -6,549 338 4,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.5 8.7 0.6 20.0 71.0 70.1 80.4 29.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
70 16 14 25 28 99 54
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 13,244
COMMITMENTS
7,614 4,786 0 4,459 6,802 12,073 11,588 1,171 1,656
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -1,081)
131 4,570 0 -1,136 -5,238 -1,005 -668 -76 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.5 36.1 0.0 33.7 51.4 91.2 87.5 8.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 0 10 10 13 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 10,155,363
COMMITMENTS
1076630 1608979 1486255 6494683 5648302 9057568 8743536 1097795 1411827
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -155,274)
20,462 11,252 -133,406 -84,579 -79,878 -197,523 -202,032 42,249 46,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 15.8 14.6 64.0 55.6 89.2 86.1 10.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
67 59 101 130 146 243 270
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 663,918
COMMITMENTS
80,077 64,525 4,778 431,930 511,139 516,785 580,442 147,133 83,476
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -5,090)
-49 2,537 -3 -4,881 -4,148 -4,933 -1,614 -157 -3,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 9.7 0.7 65.1 77.0 77.8 87.4 22.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
39 46 25 85 63 143 115
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,493,600
COMMITMENTS
217,857 438,229 39,190 1012748 888,429 1269795 1365848 223,805 127,752
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 17,803)
21,357 -15,083 -2,783 37,973 33,449 56,547 15,583 -38,744 2,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 29.3 2.6 67.8 59.5 85.0 91.4 15.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
53 74 24 84 77 153 159
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,601
COMMITMENTS
1,855 705 0 5,000 8,642 6,855 9,347 3,746 1,254
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -94)
1 0 0 -126 -57 -125 -57 31 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 6.7 0.0 47.2 81.5 64.7 88.2 35.3 11.8
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 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 51,660
COMMITMENTS
8,581 18,362 0 37,495 29,897 46,076 48,259 5,584 3,401
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -1,500)
-1,312 2,887 0 611 -4,265 -701 -1,378 -799 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 35.5 0.0 72.6 57.9 89.2 93.4 10.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 18 0 24 21 30 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,570
COMMITMENTS
11,799 15,230 103 42,285 47,187 54,187 62,520 15,383 7,050
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 878)
-1,359 -310 10 -424 1,577 -1,773 1,277 2,651 -399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 21.9 0.1 60.8 67.8 77.9 89.9 22.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
15 23 3 33 29 50 53
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 427,909
COMMITMENTS
105,598 207,649 3,294 291,033 173,128 399,925 384,071 27,984 43,838
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 10,101)
5,212 13,904 -1,587 8,647 -13,037 12,272 -720 -2,171 10,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 48.5 0.8 68.0 40.5 93.5 89.8 6.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
56 109 10 57 36 120 148
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 76,396
COMMITMENTS
33,720 6,932 0 18,797 61,867 52,517 68,799 23,879 7,597
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -5,176)
5,267 -5,211 0 -9,944 309 -4,677 -4,902 -499 -274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 9.1 0.0 24.6 81.0 68.7 90.1 31.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
24 5 0 10 15 34 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 43,085
COMMITMENTS
4,998 5,830 14 31,987 32,048 36,999 37,892 6,086 5,193
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,058)
-433 252 0 297 1,085 -136 1,337 1,194 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 13.5 0.0 74.2 74.4 85.9 87.9 14.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 13 2 26 27 32 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 425,496
COMMITMENTS
75,788 101,424 2,366 333,955 295,728 412,109 399,518 13,387 25,978
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 9,330)
-2,348 -988 600 16,302 872 14,554 484 -5,224 8,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 23.8 0.6 78.5 69.5 96.9 93.9 3.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
27 72 10 37 50 71 125
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,645
COMMITMENTS
14,768 16,972 567 25,484 29,128 40,819 46,667 12,826 6,978
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -2,171)
-2,184 -3,259 -34 518 1,918 -1,700 -1,375 -471 -796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 31.6 1.1 47.5 54.3 76.1 87.0 23.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
21 25 5 19 17 44 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 41,581
COMMITMENTS
7,917 5,580 122 26,249 16,475 34,288 22,177 7,293 19,404
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -1,085)
-636 -1,431 -479 -628 -759 -1,743 -2,669 658 1,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 13.4 0.3 63.1 39.6 82.5 53.3 17.5 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 11 2 15 15 28 27
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,375
COMMITMENTS
5,734 498 123 14,688 20,585 20,545 21,206 830 169
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 2.3 0.6 68.7 96.3 96.1 99.2 3.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 2 2 7 2 17 6
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 46,841
COMMITMENTS
7,102 3,659 2,096 16,814 31,204 26,012 36,959 20,829 9,882
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -1,481)
0 -234 -877 -1,227 464 -2,104 -647 623 -834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 7.8 4.5 35.9 66.6 55.5 78.9 44.5 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 10 5 27 33 39 46
Updated June 2, 2006