MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,584
COMMITMENTS
0 2,028 4,236 28,644 16,041 32,880 22,304 4,704 15,280
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 2,210)
0 603 237 1,843 -400 2,080 439 130 1,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 5.4 11.3 76.2 42.7 87.5 59.3 12.5 40.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
0 11 10 22 18 32 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 154,207
COMMITMENTS
19,434 24,263 37,118 75,784 57,243 132,336 118,624 21,871 35,583
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 150)
184 -2,249 -413 612 2,340 383 -322 -234 472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 15.7 24.1 49.1 37.1 85.8 76.9 14.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
60 56 74 32 36 134 147
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,242
COMMITMENTS
294 498 115 1,033 652 1,443 1,265 800 978
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -424)
38 -303 -217 -198 84 -378 -436 -46 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 22.2 5.1 46.1 29.1 64.3 56.4 35.7 43.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
9 10 5 8 5 21 17
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 238,634
COMMITMENTS
42,447 15,974 55,594 109,415 100,969 207,456 172,537 31,177 66,097
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -2,494)
-3,101 162 -767 2,132 -178 -1,735 -782 -759 -1,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 6.7 23.3 45.9 42.3 86.9 72.3 13.1 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
69 68 87 86 118 215 235
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,798
COMMITMENTS
1,763 358 854 1,104 2,929 3,721 4,141 2,077 1,657
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 15)
-6 59 79 49 -88 122 49 -108 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 6.2 14.7 19.0 50.5 64.2 71.4 35.8 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
20 11 14 12 20 38 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 40,362
COMMITMENTS
12,289 3,498 7,028 14,430 11,476 33,747 22,002 6,614 18,360
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 953)
330 520 339 295 128 965 988 -12 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 8.7 17.4 35.8 28.4 83.6 54.5 16.4 45.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
35 36 34 63 65 121 121
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 122,799
COMMITMENTS
47,599 12,888 3,048 31,520 88,827 82,167 104,763 40,632 18,035
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -2,648)
-5,088 835 -772 2,622 -2,065 -3,237 -2,002 590 -646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 10.5 2.5 25.7 72.3 66.9 85.3 33.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
29 15 6 23 23 55 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 113,472
COMMITMENTS
23,899 60,764 273 78,821 28,237 102,993 89,274 10,479 24,198
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 4,096)
2,186 7,964 -86 1,300 -5,279 3,400 2,599 696 1,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 53.5 0.2 69.5 24.9 90.8 78.7 9.2 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 30 1 15 11 23 42
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 119,312
COMMITMENTS
69,966 5,263 574 41,511 110,589 112,051 116,426 7,261 2,886
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -795)
-497 1,276 185 -211 -1,961 -523 -500 -272 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.6 4.4 0.5 34.8 92.7 93.9 97.6 6.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
61 10 3 18 15 81 27
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 100,268
COMMITMENTS
14,570 34,719 833 67,415 40,614 82,817 76,166 17,451 24,103
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -2,376)
2,587 -2,070 -74 -5,137 1,806 -2,624 -338 248 -2,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 34.6 0.8 67.2 40.5 82.6 76.0 17.4 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
12 19 3 23 20 37 40
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 246,162
COMMITMENTS
24,016 98,155 4,528 187,969 105,911 216,513 208,594 29,649 37,568
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 7,816)
-880 15,550 53 8,498 -10,101 7,671 5,501 145 2,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 39.9 1.8 76.4 43.0 88.0 84.7 12.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
13 41 6 28 25 44 69
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 172,762
COMMITMENTS
40,404 33,644 13,879 62,570 77,950 116,853 125,474 55,909 47,289
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 11,194)
-1,785 388 1,075 8,791 5,909 8,081 7,371 3,114 3,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 19.5 8.0 36.2 45.1 67.6 72.6 32.4 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
45 43 35 28 31 87 95
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 14,603
COMMITMENTS
5,109 1,486 119 8,017 11,588 13,245 13,193 1,358 1,410
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 3,378)
487 875 1 2,984 2,317 3,472 3,193 -94 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 10.2 0.8 54.9 79.4 90.7 90.3 9.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 5 1 9 8 16 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 37,819
COMMITMENTS
6,388 1,721 711 26,542 31,458 33,641 33,890 4,178 3,929
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 3,293)
274 0 27 2,421 2,890 2,722 2,917 571 376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 4.6 1.9 70.2 83.2 89.0 89.6 11.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 2 2 11 10 16 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 16,518,690
COMMITMENTS
742,151 1195310 5890064 8875769 7938617 15507983 15023991 1010706 1494699
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 232,746)
-6,021 123,658 45,767 199,978 111,066 239,724 280,491 -6,978 -47,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 7.2 35.7 53.7 48.1 93.9 91.0 6.1 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
71 87 130 158 164 304 316
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 738,761
COMMITMENTS
70,932 38,633 33,983 485,693 527,960 590,609 600,576 148,153 138,185
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 2,114)
-1,163 560 -3,516 7,493 2,205 2,814 -751 -700 2,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 5.2 4.6 65.7 71.5 79.9 81.3 20.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
47 38 49 96 65 170 125
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,244,175
COMMITMENTS
219,536 428,562 36,565 624,480 657,996 880,581 1123123 363,594 121,052
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 36,578)
-2,351 14,049 -5,732 22,390 21,321 14,308 29,639 22,271 6,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 34.4 2.9 50.2 52.9 70.8 90.3 29.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
55 64 42 74 67 159 143
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,961
COMMITMENTS
2,472 733 0 5,808 10,238 8,280 10,971 3,681 990
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 64)
-4 0 0 54 227 50 227 14 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 6.1 0.0 48.6 85.6 69.2 91.7 30.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 1 1 13 14 18 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 49,872
COMMITMENTS
7,779 10,981 0 36,911 36,409 44,690 47,390 5,182 2,482
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 1,409)
607 361 0 1,449 1,206 2,056 1,567 -647 -158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 22.0 0.0 74.0 73.0 89.6 95.0 10.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
9 7 0 23 23 32 30
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 8,750
COMMITMENTS
2,343 1,809 935 5,141 5,953 8,419 8,697 331 53
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 425)
256 62 302 183 569 741 933 -315 -508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 20.7 10.7 58.8 68.0 96.2 99.4 3.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 8 6 8 9 16 21
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 65,588
COMMITMENTS
13,064 8,709 280 31,788 50,106 45,132 59,096 20,456 6,493
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 4,479)
118 9 -76 667 4,484 709 4,417 3,770 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 13.3 0.4 48.5 76.4 68.8 90.1 31.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
19 14 2 35 29 55 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 387,164
COMMITMENTS
108,970 131,072 6,792 245,809 190,516 361,571 328,380 25,593 58,783
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 33,022)
3,097 27,481 225 29,178 -10,379 32,500 17,327 522 15,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 33.9 1.8 63.5 49.2 93.4 84.8 6.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
71 81 16 48 36 129 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 64,110
COMMITMENTS
19,649 15,648 0 26,327 31,458 45,976 47,106 18,134 17,004
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 125)
-3,020 1,030 -3 910 -1,836 -2,113 -809 2,238 934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 24.4 0.0 41.1 49.1 71.7 73.5 28.3 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 11 0 16 15 28 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 30,273
COMMITMENTS
5,371 6,676 2 19,863 17,057 25,236 23,736 5,038 6,538
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: -1,417)
3 400 0 78 -225 81 175 -1,498 -1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 22.1 0.0 65.6 56.3 83.4 78.4 16.6 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 14 1 29 24 33 38
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 278,884
COMMITMENTS
34,380 58,727 2,952 220,760 203,802 258,092 265,481 20,792 13,403
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 654)
-3,572 -2,603 -1,462 7,495 1,624 2,461 -2,440 -1,807 3,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 21.1 1.1 79.2 73.1 92.5 95.2 7.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
32 57 20 36 56 81 120
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 71,886
COMMITMENTS
17,007 16,757 4,533 35,471 38,227 57,011 59,517 14,875 12,369
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 4,884)
2,051 1,152 2 1,272 1,263 3,325 2,417 1,559 2,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 23.3 6.3 49.3 53.2 79.3 82.8 20.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 26 8 21 32 59 63
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 41,164
COMMITMENTS
13,535 9,660 366 22,217 25,302 36,118 35,328 5,046 5,836
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 5,954)
2,476 2,069 366 3,737 3,723 6,579 6,158 -625 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 23.5 0.9 54.0 61.5 87.7 85.8 12.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 8 2 21 13 39 22
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,519
COMMITMENTS
3,041 3,497 1,478 12,934 31,379 17,453 36,354 22,066 3,165
CHANGES FROM 02/14/06 (CHANGE IN OPEN INTEREST: 308)
391 800 1,147 -1,469 -1,711 69 236 239 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.8 3.7 32.7 79.4 44.2 92.0 55.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 10 4 19 27 27 39
Updated February 24, 2006