BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,388
COMMITMENTS
0 14 71 3,969 4,179 4,040 4,264 348 124
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 99)
0 2 -2 37 69 35 69 64 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 0.3 1.6 90.5 95.2 92.1 97.2 7.9 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 11 13 12 14
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 31,464
COMMITMENTS
1,488 1,989 958 25,522 16,989 27,968 19,936 3,496 11,528
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 708)
75 103 -71 1,271 1,028 1,275 1,060 -567 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 6.3 3.0 81.1 54.0 88.9 63.4 11.1 36.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 9 6 23 18 31 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 157,887
COMMITMENTS
32,333 16,971 29,129 77,229 74,848 138,691 120,948 19,196 36,939
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 1,745)
2,593 -4,094 -4,740 2,307 11,401 160 2,567 1,585 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 10.7 18.4 48.9 47.4 87.8 76.6 12.2 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
72 55 64 37 43 152 137
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,741
COMMITMENTS
570 259 65 418 526 1,053 850 688 891
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -187)
178 -223 -176 -148 135 -146 -264 -41 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 14.9 3.7 24.0 30.2 60.5 48.8 39.5 51.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 4 2 4 8 16 13
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 222,638
COMMITMENTS
49,839 24,045 39,502 113,912 107,576 203,253 171,123 19,385 51,515
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -21,395)
-4,692 -8,102 -7,843 -1,696 2,940 -14,231 -13,005 -7,164 -8,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 10.8 17.7 51.2 48.3 91.3 76.9 8.7 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
69 48 52 76 136 177 211
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,457
COMMITMENTS
2,312 2,050 326 1,293 1,066 3,931 3,442 1,526 2,015
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -111)
-24 -121 -62 -27 55 -113 -128 2 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 37.6 6.0 23.7 19.5 72.0 63.1 28.0 36.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 22 9 18 18 40 46
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 25,563
COMMITMENTS
10,705 4,825 1,637 8,467 6,732 20,809 13,194 4,754 12,369
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -816)
22 -636 5 61 876 88 245 -904 -1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 18.9 6.4 33.1 26.3 81.4 51.6 18.6 48.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
43 21 20 34 55 92 85
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 123,446
COMMITMENTS
37,024 13,046 1,637 51,442 92,859 90,103 107,542 33,343 15,904
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -6,261)
-9,555 -182 -575 6,727 -2,956 -3,403 -3,713 -2,858 -2,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 10.6 1.3 41.7 75.2 73.0 87.1 27.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
28 15 3 27 24 58 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 57,617
COMMITMENTS
20,297 25,769 36 24,895 19,561 45,228 45,366 12,389 12,251
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -65,309)
-879 1,711 -268 -61,272 -66,125 -62,419 -64,682 -2,890 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 44.7 0.1 43.2 34.0 78.5 78.7 21.5 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 11 1 5 5 21 17
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 77,868
COMMITMENTS
7,765 36,808 165 67,398 36,275 75,328 73,248 2,540 4,620
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -25,243)
-2,323 489 -1,639 -21,244 -23,833 -25,206 -24,983 -37 -260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 47.3 0.2 86.6 46.6 96.7 94.1 3.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
12 40 1 19 12 31 53
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 78,491
COMMITMENTS
29,010 5,608 130 26,575 61,283 55,715 67,021 22,776 11,470
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -47,552)
-5,211 -6,519 -560 -37,090 -37,022 -42,861 -44,101 -4,691 -3,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 7.1 0.2 33.9 78.1 71.0 85.4 29.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 7 3 9 19 29 28
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 161,290
COMMITMENTS
23,877 46,884 86 104,582 85,187 128,545 132,157 32,745 29,133
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -82,223)
-15,483 -2,073 -847 -52,963 -67,693 -69,293 -70,613 -12,930 -11,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 29.1 0.1 64.8 52.8 79.7 81.9 20.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
27 23 2 22 19 50 43
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 132,604
COMMITMENTS
66,017 13,527 381 17,807 94,376 84,205 108,284 48,399 24,320
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -69,790)
-6,715 2,641 -992 -46,963 -58,424 -54,670 -56,775 -15,120 -13,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.8 10.2 0.3 13.4 71.2 63.5 81.7 36.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
51 18 4 21 27 73 48
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 47,711
COMMITMENTS
18,505 1,609 0 23,431 41,245 41,936 42,854 5,775 4,857
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -16,999)
-2,455 -1,342 -485 -16,210 -15,458 -19,150 -17,285 2,151 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 3.4 0.0 49.1 86.4 87.9 89.8 12.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 0 10 10 14 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,400,251
COMMITMENTS
849,944 1616111 1462001 6087510 4943218 8399455 8021330 1000796 1378921
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -918,809)
-302,913 43,655 -31,493 -498,932 -855,511 -833,338 -843,349 -85,471 -75,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 17.2 15.6 64.8 52.6 89.4 85.3 10.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
62 75 96 128 143 239 273
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 618,703
COMMITMENTS
77,382 66,180 1,250 406,271 430,535 484,903 497,965 133,800 120,738
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -170,143)
2,189 2,882 -17,595 -121,400 -113,132 -136,806 -127,845 -33,337 -42,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 10.7 0.2 65.7 69.6 78.4 80.5 21.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
43 42 13 79 55 130 102
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,293,970
COMMITMENTS
192,329 380,103 19,301 675,620 757,400 887,250 1156804 406,720 137,166
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -748,685)
-43,063 -90,363 -128,884 -426,747 -503,210 -598,694 -722,457 -149,991 -26,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 29.4 1.5 52.2 58.5 68.6 89.4 31.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
41 66 16 71 73 123 144
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 57,751
COMMITMENTS
7,949 24,971 0 44,704 27,228 52,653 52,199 5,098 5,552
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -12,786)
-1,369 3,450 -1,917 -7,874 -12,430 -11,160 -10,897 -1,626 -1,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 43.2 0.0 77.4 47.1 91.2 90.4 8.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 14 0 21 20 28 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,710
COMMITMENTS
8,783 14,999 24 36,347 27,120 45,154 42,143 5,556 8,567
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -32,064)
332 1,042 -2,841 -10,800 -24,074 -13,309 -25,873 -18,755 -6,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 29.6 0.0 71.7 53.5 89.0 83.1 11.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 19 1 27 27 43 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 331,256
COMMITMENTS
69,447 170,809 2,255 219,960 133,370 291,662 306,434 39,594 24,822
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -267,209)
-53,169 -79,237 -11,128 -186,045 -110,343 -250,342 -200,708 -16,867 -66,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 51.6 0.7 66.4 40.3 88.0 92.5 12.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
42 92 4 37 41 83 133
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 37,629
COMMITMENTS
11,753 14,165 0 10,406 15,936 22,159 30,101 15,470 7,528
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -43,531)
-11,549 2,815 -198 -26,606 -45,173 -38,353 -42,556 -5,178 -975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 37.6 0.0 27.7 42.4 58.9 80.0 41.1 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 5 0 11 11 24 16
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,604
COMMITMENTS
5,975 6,717 7 22,548 18,819 28,530 25,543 4,074 7,061
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -28,893)
548 -491 -2,076 -17,593 -23,380 -19,121 -25,947 -9,772 -2,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 20.6 0.0 69.2 57.7 87.5 78.3 12.5 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 15 2 24 25 29 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 418,115
COMMITMENTS
133,716 128,737 903 263,762 274,016 398,381 403,656 19,734 14,459
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -215,462)
42,596 1,757 -51,705 -180,616 -107,392 -189,725 -157,340 -25,737 -58,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 30.8 0.2 63.1 65.5 95.3 96.5 4.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
22 71 3 41 47 64 120
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 38,790
COMMITMENTS
10,773 15,409 2 17,743 17,046 28,518 32,457 10,272 6,333
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -2,063)
-1,537 -2,577 -95 772 624 -860 -2,048 -1,203 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 39.7 0.0 45.7 43.9 73.5 83.7 26.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
18 23 1 16 17 35 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,075
COMMITMENTS
12,660 2,722 43 16,343 16,969 29,046 19,734 7,029 16,341
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -320)
-1,599 -1,737 5 1,755 2,055 161 323 -481 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 7.5 0.1 45.3 47.0 80.5 54.7 19.5 45.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
18 7 1 17 12 35 20
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 32,634
COMMITMENTS
6,946 4,309 1,310 13,446 21,057 21,702 26,676 10,932 5,958
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -18,071)
145 -1,060 -1,437 -3,155 -12,633 -4,447 -15,130 -13,624 -2,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 13.2 4.0 41.2 64.5 66.5 81.7 33.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 12 3 20 29 27 43
Updated June 23, 2006