MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,332
COMMITMENTS
2 2,673 4,404 28,455 16,153 32,861 23,229 4,472 14,103
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -1,962)
2 288 -410 -1,351 -888 -1,758 -1,010 -204 -952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 7.2 11.8 76.2 43.3 88.0 62.2 12.0 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
1 14 12 24 20 36 35
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 158,820
COMMITMENTS
17,595 25,517 41,709 77,858 55,255 137,162 122,481 21,658 36,339
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -130)
-2,801 -1,110 1,977 1,151 -1,087 327 -220 -457 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 16.1 26.3 49.0 34.8 86.4 77.1 13.6 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
59 68 89 35 37 149 162
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,261
COMMITMENTS
614 174 251 718 669 1,582 1,094 679 1,167
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 306)
289 34 122 -154 21 258 177 48 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 7.7 11.1 31.8 29.6 70.0 48.4 30.0 51.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 8 7 7 5 21 16
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 239,258
COMMITMENTS
39,110 21,228 53,518 119,273 104,684 211,902 179,431 27,356 59,826
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 2,086)
-564 2,072 -2,375 4,564 -647 1,625 -950 461 3,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 8.9 22.4 49.9 43.8 88.6 75.0 11.4 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
83 68 80 88 122 213 241
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,440
COMMITMENTS
1,699 458 437 779 2,021 2,916 2,917 1,523 1,523
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -477)
30 -113 -139 -316 -363 -426 -615 -52 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 10.3 9.9 17.6 45.5 65.7 65.7 34.3 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 9 8 8 17 26 32
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 43,034
COMMITMENTS
14,421 4,333 7,216 14,491 11,024 36,128 22,573 6,906 20,461
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 1,743)
1,353 -31 533 -52 -247 1,834 255 -91 1,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 10.1 16.8 33.7 25.6 84.0 52.5 16.0 47.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
40 39 34 68 66 128 126
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 142,973
COMMITMENTS
55,397 14,685 3,677 41,330 106,630 100,403 124,991 42,570 17,982
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 8,958)
-1,309 -3,377 1,447 11,231 16,676 11,369 14,746 -2,412 -5,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 10.3 2.6 28.9 74.6 70.2 87.4 29.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
30 18 9 25 27 60 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 128,812
COMMITMENTS
16,305 62,198 113 102,674 38,945 119,093 101,256 9,720 27,556
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -6,923)
-98 -22,373 -240 -5,291 14,398 -5,629 -8,215 -1,294 1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 48.3 0.1 79.7 30.2 92.5 78.6 7.5 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 32 2 19 16 29 49
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 98,842
COMMITMENTS
40,730 6,170 1,486 50,344 87,361 92,560 95,017 6,282 3,825
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -14,836)
-26,221 2,124 750 10,445 -19,107 -15,025 -16,233 190 1,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 6.2 1.5 50.9 88.4 93.6 96.1 6.4 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
34 16 7 20 15 58 35
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 106,948
COMMITMENTS
14,827 27,447 509 72,276 53,208 87,611 81,164 19,337 25,784
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 4,971)
43 4,114 -831 5,355 -2,590 4,567 692 404 4,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 25.7 0.5 67.6 49.8 81.9 75.9 18.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
13 19 3 24 22 39 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 289,728
COMMITMENTS
36,046 78,572 2,452 214,349 170,921 252,847 251,946 36,881 37,782
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 43,584)
-2,879 14,173 -2,582 47,887 26,971 42,427 38,562 1,157 5,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 27.1 0.8 74.0 59.0 87.3 87.0 12.7 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
17 32 10 35 30 57 67
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 195,913
COMMITMENTS
47,562 36,429 13,665 79,564 100,759 140,790 150,852 55,122 45,060
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 13,943)
-1,592 2,414 -317 19,201 16,492 17,292 18,590 -3,349 -4,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 18.6 7.0 40.6 51.4 71.9 77.0 28.1 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
42 42 33 32 31 88 93
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 17,982
COMMITMENTS
4,364 1,518 123 12,566 14,459 17,053 16,100 929 1,882
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 3,506)
91 145 123 3,728 3,096 3,942 3,364 -436 142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 8.4 0.7 69.9 80.4 94.8 89.5 5.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
6 6 1 14 10 20 17
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 43,909
COMMITMENTS
8,286 1,980 1,243 28,616 36,337 38,145 39,560 5,764 4,349
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 2,257)
397 -362 810 -580 938 627 1,386 1,630 871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 4.5 2.8 65.2 82.8 86.9 90.1 13.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 3 3 11 13 17 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 17,574,194
COMMITMENTS
801,699 1196802 6355179 9326821 8415070 16483700 15967051 1090494 1607143
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 794,385)
90,357 -98,842 408,013 278,104 444,449 776,474 753,620 17,911 40,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.8 36.2 53.1 47.9 93.8 90.9 6.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
75 86 126 158 166 305 313
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 781,343
COMMITMENTS
68,830 47,848 56,481 490,049 546,997 615,359 651,327 165,984 130,017
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 38,561)
1,218 6,454 18,168 9,133 12,539 28,520 37,161 10,041 1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 6.1 7.2 62.7 70.0 78.8 83.4 21.2 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
44 51 61 93 68 176 141
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,403,750
COMMITMENTS
244,725 398,142 71,146 788,588 805,179 1104459 1274467 299,291 129,283
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 137,553)
-4,587 -35,299 29,829 132,644 145,803 157,886 140,333 -20,333 -2,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 28.4 5.1 56.2 57.4 78.7 90.8 21.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
64 74 52 78 75 176 169
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,088
COMMITMENTS
2,402 733 29 6,403 10,891 8,834 11,653 4,254 1,435
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 976)
-98 0 29 518 653 449 682 527 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 5.6 0.2 48.9 83.2 67.5 89.0 32.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 1 1 14 16 19 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 53,137
COMMITMENTS
6,479 12,445 604 39,896 36,392 46,979 49,441 6,158 3,696
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 5,276)
-379 1,514 604 5,656 3,121 5,881 5,239 -605 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 23.4 1.1 75.1 68.5 88.4 93.0 11.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 9 1 26 24 33 33
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 5,005
COMMITMENTS
3,343 373 512 925 4,120 4,780 5,005 225 0
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: -6,127)
-516 -1,635 -317 -5,279 -4,019 -6,112 -5,972 -15 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.8 7.4 10.2 18.5 82.3 95.5 100.0 4.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 3 5 5 8 17 14
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 75,162
COMMITMENTS
13,366 9,188 940 38,049 55,822 52,355 65,951 22,807 9,211
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 6,454)
-149 863 684 3,862 3,036 4,396 4,583 2,058 1,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 12.2 1.3 50.6 74.3 69.7 87.7 30.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
20 15 5 36 30 58 48
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 415,077
COMMITMENTS
113,958 124,094 12,220 265,306 199,400 391,484 335,714 23,593 79,363
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 37,578)
7,994 14,988 3,895 27,738 7,562 39,627 26,444 -2,049 11,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 29.9 2.9 63.9 48.0 94.3 80.9 5.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
67 79 16 49 45 126 131
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 67,966
COMMITMENTS
16,803 19,699 578 36,511 32,067 53,892 52,344 14,074 15,622
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 8,565)
628 4,899 305 10,368 2,798 11,301 8,002 -2,736 563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 29.0 0.9 53.7 47.2 79.3 77.0 20.7 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 12 3 19 15 33 28
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,260
COMMITMENTS
5,384 6,816 194 23,257 19,554 28,835 26,565 5,425 7,696
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 2,681)
6 132 191 2,320 1,855 2,517 2,178 165 503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 19.9 0.6 67.9 57.1 84.2 77.5 15.8 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
3 15 3 28 20 34 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 310,047
COMMITMENTS
31,723 72,747 6,866 244,828 216,508 283,416 296,120 26,631 13,927
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 21,273)
-3,809 7,481 4,081 17,917 6,998 18,189 18,560 3,084 2,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 23.5 2.2 79.0 69.8 91.4 95.5 8.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
37 56 24 38 57 85 127
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 75,616
COMMITMENTS
19,799 15,347 2,571 37,568 45,116 59,938 63,034 15,678 12,582
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 2,343)
835 -903 -2,105 2,096 4,388 826 1,380 1,517 963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 20.3 3.4 49.7 59.7 79.3 83.4 20.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
32 23 12 30 32 68 61
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 51,160
COMMITMENTS
13,243 11,614 4,914 25,200 29,058 43,357 45,586 7,803 5,574
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 6,949)
-1,300 1,482 4,134 2,276 2,533 5,110 8,149 1,839 -1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 22.7 9.6 49.3 56.8 84.7 89.1 15.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 13 12 22 17 44 37
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/07/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 44,413
COMMITMENTS
5,207 2,930 1,631 16,430 32,917 23,268 37,478 21,145 6,935
CHANGES FROM 02/28/06 (CHANGE IN OPEN INTEREST: 5,128)
2,086 333 153 2,975 2,788 5,214 3,274 -86 1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 6.6 3.7 37.0 74.1 52.4 84.4 47.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 13 6 20 29 34 46
Updated March 10, 2006