MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,295
COMMITMENTS
0 2,385 4,814 29,806 17,040 34,619 24,239 4,676 15,056
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,710)
0 357 578 1,161 1,000 1,739 1,935 -29 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 6.1 12.3 75.9 43.4 88.1 61.7 11.9 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
0 14 12 23 20 35 34
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 158,950
COMMITMENTS
20,396 26,627 39,732 76,708 56,342 136,835 122,701 22,115 36,249
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 4,744)
961 2,364 2,614 924 -901 4,499 4,077 244 666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 16.8 25.0 48.3 35.4 86.1 77.2 13.9 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
58 73 87 33 35 148 164
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,955
COMMITMENTS
325 140 128 872 648 1,325 916 630 1,039
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -287)
30 -357 13 -161 -4 -118 -348 -169 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 7.2 6.6 44.6 33.1 67.8 46.9 32.2 53.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 5 4 8 5 19 12
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 237,172
COMMITMENTS
39,674 19,156 55,894 114,709 105,332 210,277 180,382 26,895 56,790
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -1,462)
-2,773 3,183 300 5,294 4,363 2,820 7,845 -4,282 -9,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 8.1 23.6 48.4 44.4 88.7 76.1 11.3 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
63 68 80 85 120 198 233
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,917
COMMITMENTS
1,670 571 577 1,096 2,384 3,342 3,532 1,575 1,385
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -881)
-93 213 -277 -9 -545 -379 -609 -502 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 11.6 11.7 22.3 48.5 68.0 71.8 32.0 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 12 11 12 19 33 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 41,291
COMMITMENTS
13,069 4,364 6,683 14,543 11,271 34,294 22,318 6,997 18,973
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 929)
779 866 -345 113 -205 546 316 382 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 10.6 16.2 35.2 27.3 83.1 54.0 16.9 46.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
33 42 32 67 63 122 120
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 134,016
COMMITMENTS
56,706 18,062 2,229 30,099 89,954 89,034 110,245 44,982 23,771
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 11,217)
9,107 5,174 -818 -1,422 1,127 6,867 5,482 4,351 5,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 13.5 1.7 22.5 67.1 66.4 82.3 33.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
32 15 7 21 22 57 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 135,736
COMMITMENTS
16,403 84,571 353 107,965 24,547 124,721 109,471 11,014 26,264
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 22,264)
-7,496 23,807 81 29,144 -3,690 21,729 20,198 535 2,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 62.3 0.3 79.5 18.1 91.9 80.7 8.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 36 1 17 11 25 48
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 113,678
COMMITMENTS
66,951 4,046 736 39,899 106,468 107,586 111,250 6,092 2,428
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -5,634)
-3,015 -1,217 162 -1,612 -4,121 -4,465 -5,176 -1,169 -458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 3.6 0.6 35.1 93.7 94.6 97.9 5.4 2.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
56 9 4 16 14 75 24
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 101,977
COMMITMENTS
14,783 23,333 1,340 66,921 55,798 83,044 80,471 18,933 21,506
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,709)
213 -11,386 508 -494 15,184 227 4,305 1,481 -2,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 22.9 1.3 65.6 54.7 81.4 78.9 18.6 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
14 17 5 21 24 37 44
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 246,144
COMMITMENTS
38,925 64,399 5,034 166,462 143,950 210,420 213,383 35,724 32,761
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -18)
14,909 -33,755 506 -21,507 38,039 -6,093 4,789 6,074 -4,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 26.2 2.0 67.6 58.5 85.5 86.7 14.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 24 7 29 31 50 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 181,970
COMMITMENTS
49,154 34,015 13,982 60,363 84,267 123,498 132,263 58,471 49,707
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 9,207)
8,750 370 102 -2,208 6,317 6,645 6,789 2,563 2,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 18.7 7.7 33.2 46.3 67.9 72.7 32.1 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
49 42 35 30 30 92 94
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 14,476
COMMITMENTS
4,273 1,373 0 8,838 11,363 13,111 12,736 1,365 1,740
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -127)
-836 -113 -119 821 -225 -134 -457 7 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 9.5 0.0 61.1 78.5 90.6 88.0 9.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
6 5 0 10 8 16 13
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 41,652
COMMITMENTS
7,889 2,342 433 29,196 35,399 37,518 38,174 4,134 3,478
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 3,833)
1,501 621 -278 2,654 3,941 3,877 4,284 -44 -451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 5.6 1.0 70.1 85.0 90.1 91.6 9.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 2 11 12 17 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 16,779,809
COMMITMENTS
711,342 1295644 5947166 9048717 7970621 15707226 15213431 1072584 1566378
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 261,119)
-30,809 100,334 57,103 172,948 32,004 199,242 189,440 61,877 71,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 7.7 35.4 53.9 47.5 93.6 90.7 6.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
70 85 127 156 162 300 308
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 742,783
COMMITMENTS
67,611 41,395 38,312 480,916 534,458 586,839 614,165 155,943 128,617
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 4,021)
-3,321 2,762 4,329 -4,778 6,498 -3,769 13,589 7,791 -9,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 5.6 5.2 64.7 72.0 79.0 82.7 21.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
45 41 53 97 69 172 133
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,266,197
COMMITMENTS
249,312 433,441 41,317 655,944 659,376 946,573 1134134 319,624 132,063
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 22,022)
29,777 4,879 4,752 31,464 1,380 65,992 11,011 -43,970 11,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 34.2 3.3 51.8 52.1 74.8 89.6 25.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
58 65 40 78 69 164 146
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,112
COMMITMENTS
2,500 733 0 5,885 10,238 8,385 10,971 3,727 1,141
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 151)
28 0 0 77 0 105 0 46 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 6.1 0.0 48.6 84.5 69.2 90.6 30.8 9.4
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 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 47,861
COMMITMENTS
6,858 10,931 0 34,240 33,271 41,098 44,202 6,763 3,659
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -2,011)
-921 -50 0 -2,671 -3,138 -3,592 -3,188 1,581 1,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 22.8 0.0 71.5 69.5 85.9 92.4 14.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 7 0 23 21 29 28
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 11,132
COMMITMENTS
3,859 2,008 829 6,204 8,139 10,892 10,977 240 156
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 2,382)
1,516 199 -105 1,063 2,186 2,473 2,279 -91 102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 18.0 7.5 55.7 73.1 97.8 98.6 2.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 8 6 8 10 17 21
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 68,707
COMMITMENTS
13,515 8,325 256 34,188 52,786 47,959 61,368 20,749 7,340
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 3,119)
451 -384 -24 2,400 2,680 2,827 2,272 292 847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 12.1 0.4 49.8 76.8 69.8 89.3 30.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
19 14 2 34 30 54 45
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 377,499
COMMITMENTS
105,965 109,107 8,325 237,568 191,839 351,857 309,270 25,642 68,229
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -9,664)
-3,005 -21,965 1,533 -8,241 1,322 -9,713 -19,110 49 9,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 28.9 2.2 62.9 50.8 93.2 81.9 6.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
71 70 15 43 46 123 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 59,401
COMMITMENTS
16,175 14,800 273 26,143 29,269 42,591 44,342 16,810 15,059
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -4,709)
-3,474 -848 273 -184 -2,189 -3,385 -2,764 -1,324 -1,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 24.9 0.5 44.0 49.3 71.7 74.6 28.3 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 12 1 16 13 29 25
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,579
COMMITMENTS
5,378 6,684 3 20,938 17,699 26,319 24,387 5,260 7,192
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,305)
7 8 1 1,075 642 1,083 651 222 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 21.2 0.0 66.3 56.0 83.3 77.2 16.7 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
3 14 1 30 23 34 37
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 288,775
COMMITMENTS
35,532 65,266 2,785 226,911 209,510 265,228 277,560 23,547 11,214
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 9,891)
1,152 6,539 -167 6,151 5,708 7,136 12,079 2,754 -2,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 22.6 1.0 78.6 72.6 91.8 96.1 8.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
31 62 26 37 58 87 127
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 73,273
COMMITMENTS
18,964 16,250 4,676 35,472 40,728 59,112 61,654 14,161 11,619
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 1,387)
1,957 -507 143 1 2,501 2,101 2,137 -714 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 22.2 6.4 48.4 55.6 80.7 84.1 19.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
30 25 7 21 26 58 56
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 44,211
COMMITMENTS
14,543 10,132 780 22,924 26,525 38,247 37,437 5,964 6,774
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: 3,047)
1,008 472 414 707 1,223 2,129 2,109 918 938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 22.9 1.8 51.9 60.0 86.5 84.7 13.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
19 9 4 20 13 41 25
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/28/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,286
COMMITMENTS
3,121 2,597 1,478 13,455 30,129 18,054 34,204 21,232 5,082
CHANGES FROM 02/21/06 (CHANGE IN OPEN INTEREST: -233)
80 -900 0 521 -1,250 601 -2,150 -834 1,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 6.6 3.8 34.2 76.7 46.0 87.1 54.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
5 10 4 21 29 29 41
Updated March 3, 2006