MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,516
COMMITMENTS
17 1,934 4,695 29,789 17,069 34,501 23,698 5,015 15,818
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 1,529)
9 -568 183 1,485 294 1,676 -91 -147 1,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 4.9 11.9 75.4 43.2 87.3 60.0 12.7 40.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 11 11 22 18 33 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 151,376
COMMITMENTS
18,470 27,806 33,754 81,420 54,539 133,644 116,099 17,732 35,277
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -1,938)
596 -250 -332 420 -355 684 -936 -2,622 -1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 18.4 22.3 53.8 36.0 88.3 76.7 11.7 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
55 68 73 36 38 133 157
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,925
COMMITMENTS
511 210 173 553 705 1,237 1,088 689 838
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -217)
-200 32 -36 -28 -82 -264 -86 47 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 10.9 9.0 28.7 36.6 64.2 56.5 35.8 43.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 6 4 5 6 14 13
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 260,913
COMMITMENTS
37,942 37,447 65,544 126,031 96,968 229,517 199,960 31,395 60,953
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 6,956)
-819 5,862 3,572 3,740 -977 6,493 8,457 463 -1,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 14.4 25.1 48.3 37.2 88.0 76.6 12.0 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
76 92 97 103 128 232 281
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,323
COMMITMENTS
1,563 739 546 808 1,448 2,917 2,733 1,405 1,590
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 46)
-72 147 59 -11 -391 -24 -185 71 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 17.1 12.6 18.7 33.5 67.5 63.2 32.5 36.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 16 9 9 15 26 34
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 42,427
COMMITMENTS
14,429 4,605 8,315 13,526 9,569 36,270 22,489 6,157 19,938
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -403)
1,118 -806 1,058 -1,757 -764 419 -513 -822 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 10.9 19.6 31.9 22.6 85.5 53.0 14.5 47.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
39 45 35 67 59 129 120
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 92,290
COMMITMENTS
19,159 22,725 3,245 33,236 49,418 55,640 75,389 36,650 16,901
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -40,070)
-15,318 1,950 -1,758 -17,936 -41,860 -35,012 -41,668 -5,058 1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 24.6 3.5 36.0 53.5 60.3 81.7 39.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
25 20 9 23 20 50 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 84,373
COMMITMENTS
3,780 50,327 0 70,852 10,688 74,632 61,015 9,742 23,358
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -10,374)
-3,970 -5,480 -36 -7,408 -3,731 -11,414 -9,247 1,040 -1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 59.6 0.0 84.0 12.7 88.5 72.3 11.5 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 24 0 13 10 19 34
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 73,692
COMMITMENTS
28,530 7,520 385 39,679 61,773 68,594 69,678 5,098 4,014
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -4,024)
-7,124 1,796 -12 4,402 -5,728 -2,734 -3,944 -1,290 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.7 10.2 0.5 53.8 83.8 93.1 94.6 6.9 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
27 13 3 18 14 46 30
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 70,682
COMMITMENTS
12,993 18,578 1,149 40,692 31,227 54,834 50,954 15,848 19,727
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -1,893)
2,230 -7,255 17 -4,905 8,725 -2,659 1,487 766 -3,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 26.3 1.6 57.6 44.2 77.6 72.1 22.4 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 17 6 20 14 36 34
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 219,199
COMMITMENTS
21,782 52,485 3,529 161,746 131,010 187,056 187,024 32,143 32,175
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -12,275)
-2,195 -17,625 1,016 -11,257 9,043 -12,437 -7,566 161 -4,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 23.9 1.6 73.8 59.8 85.3 85.3 14.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
15 31 7 27 28 46 62
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 168,080
COMMITMENTS
53,052 15,426 18,654 40,804 91,097 112,510 125,177 55,570 42,904
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 12,088)
1,923 -10,824 3,170 -248 19,320 4,845 11,666 7,243 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 9.2 11.1 24.3 54.2 66.9 74.5 33.1 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
47 32 40 27 31 90 87
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 11,380
COMMITMENTS
3,661 1,924 0 5,968 7,496 9,629 9,420 1,751 1,960
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 678)
-688 178 0 579 444 -109 622 787 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 16.9 0.0 52.4 65.9 84.6 82.8 15.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
5 6 0 11 8 16 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 65,041
COMMITMENTS
26,868 873 1,133 31,975 56,558 59,976 58,564 5,065 6,477
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 8,197)
5,668 797 78 3,526 8,221 9,272 9,096 -1,075 -899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 1.3 1.7 49.2 87.0 92.2 90.0 7.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 1 3 11 17 18 21
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 15,566,011
COMMITMENTS
697,715 855,084 5582534 8193777 7589356 14474025 14026973 1091986 1539038
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 487,211)
-140,216 -235,560 560,144 32,097 216,189 452,026 540,773 35,185 -53,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.5 35.9 52.6 48.8 93.0 90.1 7.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
67 76 121 150 162 286 300
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 729,418
COMMITMENTS
68,048 53,476 38,646 468,939 496,636 575,633 588,758 153,785 140,659
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -98,310)
-3,664 11,989 -24,088 -37,913 -73,721 -65,664 -85,821 -32,646 -12,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 7.3 5.3 64.3 68.1 78.9 80.7 21.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
43 43 54 87 64 164 127
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,220,725
COMMITMENTS
218,676 280,334 37,990 551,401 771,527 808,067 1089851 412,658 130,874
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -541,184)
-34,437 -106,550 -55,985 -494,142 -269,424 -584,563 -431,958 43,379 -109,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 23.0 3.1 45.2 63.2 66.2 89.3 33.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
49 59 35 69 67 143 136
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,132
COMMITMENTS
1,901 705 0 5,815 9,211 7,716 9,916 3,416 1,216
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -3,584)
-298 0 -0 -1,796 -2,999 -2,094 -2,999 -1,490 -585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 6.3 0.0 52.2 82.7 69.3 89.1 30.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 1 1 12 14 16 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 41,638
COMMITMENTS
6,158 12,426 0 28,871 26,130 35,029 38,556 6,609 3,082
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -25,189)
-630 -610 -191 -22,916 -19,497 -23,737 -20,298 -1,452 -4,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 29.8 0.0 69.3 62.8 84.1 92.6 15.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 8 0 22 22 28 30
NEW YORK HDD - CHICAGO MERCANTILE EXCHANGE Code-16264H
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CME HDD INDEX X $20) OPEN INTEREST: 8,054
COMMITMENTS
2,856 1,143 2,025 3,090 4,862 7,970 8,029 84 25
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 1,118)
-212 560 999 524 -204 1,311 1,355 -193 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 14.2 25.1 38.4 60.4 99.0 99.7 1.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 5 5 7 8 17 16
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,354
COMMITMENTS
16,049 10,811 54 30,756 35,770 46,859 46,635 9,495 9,719
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -34,746)
3,777 1,572 -3,764 -16,199 -29,789 -16,186 -31,981 -18,560 -2,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 19.2 0.1 54.6 63.5 83.2 82.8 16.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 15 2 28 27 47 43
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 228,937
COMMITMENTS
75,460 105,876 3,756 112,827 101,889 192,042 211,520 36,895 17,417
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -259,893)
-40,418 3,204 -19,289 -200,701 -170,650 -260,408 -186,735 515 -73,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 46.2 1.6 49.3 44.5 83.9 92.4 16.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
75 59 13 41 40 123 105
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 62,501
COMMITMENTS
19,135 30,491 886 28,478 9,527 48,499 40,904 14,001 21,597
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 19,101)
2,564 15,554 886 12,621 -2,600 16,071 13,840 3,029 5,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 48.8 1.4 45.6 15.2 77.6 65.4 22.4 34.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 20 2 17 8 31 29
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,498
COMMITMENTS
5,026 4,957 20 22,627 18,672 27,673 23,650 3,826 7,849
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -15,422)
-378 -2,324 -3,725 -8,770 -7,790 -12,872 -13,839 -2,549 -1,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 15.7 0.1 71.8 59.3 87.9 75.1 12.1 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
5 10 1 29 25 35 35
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 292,756
COMMITMENTS
70,186 62,848 2,445 193,199 213,736 265,830 279,028 26,927 13,728
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -100,701)
38,283 -6,370 -46,615 -92,966 -43,522 -101,298 -96,506 597 -4,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 21.5 0.8 66.0 73.0 90.8 95.3 9.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
32 68 31 40 45 94 122
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 50,424
COMMITMENTS
16,735 15,902 596 22,942 25,109 40,272 41,606 10,152 8,818
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 1,975)
2,427 1,090 247 51 -345 2,725 992 -750 983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 31.5 1.2 45.5 49.8 79.9 82.5 20.1 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
28 23 7 14 23 47 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,790
COMMITMENTS
15,319 3,157 0 13,437 12,037 28,756 15,194 8,034 21,596
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: 2,950)
2,214 406 -105 -2,247 1,812 -138 2,113 3,088 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 8.6 0.0 36.5 32.7 78.2 41.3 21.8 58.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 5 0 14 14 30 19
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,706
COMMITMENTS
6,250 761 239 15,454 21,088 21,943 22,088 763 618
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -1,420)
-30 -447 3 -1,523 -1,146 -1,550 -1,590 130 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 3.4 1.1 68.1 92.9 96.6 97.3 3.4 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 3 2 7 4 16 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/21/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 33,930
COMMITMENTS
5,308 5,420 1,085 14,216 21,875 20,609 28,380 13,321 5,550
CHANGES FROM 03/14/06 (CHANGE IN OPEN INTEREST: -808)
113 2,305 193 86 -1,360 392 1,138 -1,200 -1,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 16.0 3.2 41.9 64.5 60.7 83.6 39.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 10 8 17 24 31 40
Updated March 24, 2006