BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,460
COMMITMENTS
0 33 61 3,921 3,922 3,982 4,016 478 444
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.4 87.9 87.9 89.3 90.0 10.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 1 1 10 13 11 14
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 40,508
COMMITMENTS
755 3,746 4,568 30,691 18,021 36,015 26,335 4,494 14,173
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 642)
4 -153 187 564 278 755 312 -113 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 9.2 11.3 75.8 44.5 88.9 65.0 11.1 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
2 17 12 24 19 37 37
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 155,184
COMMITMENTS
19,957 29,623 48,623 75,725 47,513 144,305 125,760 10,878 29,424
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -833)
4,171 -169 1,239 583 4,116 5,993 5,186 -6,827 -6,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 19.1 31.3 48.8 30.6 93.0 81.0 7.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
49 70 80 38 39 143 156
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,223
COMMITMENTS
542 695 75 884 407 1,501 1,177 721 1,046
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -345)
210 -353 -197 -73 36 -60 -514 -285 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 31.2 3.4 39.8 18.3 67.5 52.9 32.5 47.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 7 3 8 6 21 13
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 279,727
COMMITMENTS
51,925 42,131 73,817 130,058 117,236 255,801 233,184 23,926 46,543
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -3,749)
5,541 -2,034 1,242 -592 7,722 6,191 6,930 -9,940 -10,679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 15.1 26.4 46.5 41.9 91.4 83.4 8.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
79 81 98 115 148 255 292
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,210
COMMITMENTS
2,605 817 485 540 2,174 3,630 3,475 1,580 1,735
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -309)
529 -330 -113 -445 372 -28 -70 -281 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.0 15.7 9.3 10.4 41.7 69.7 66.7 30.3 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 11 8 11 24 36 37
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,473
COMMITMENTS
11,514 5,769 3,977 11,330 7,540 26,821 17,286 5,652 15,187
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -5,326)
-1,057 -450 -2,136 -1,812 -987 -5,005 -3,573 -321 -1,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 17.8 12.2 34.9 23.2 82.6 53.2 17.4 46.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
31 44 25 58 64 105 117
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 122,343
COMMITMENTS
50,257 20,046 4,396 34,074 80,900 88,727 105,343 33,617 17,001
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 13,348)
17,166 985 713 -173 12,813 17,705 14,510 -4,357 -1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.1 16.4 3.6 27.9 66.1 72.5 86.1 27.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
37 19 9 22 27 64 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 91,699
COMMITMENTS
17,882 30,322 141 56,967 45,515 74,990 75,977 16,708 15,721
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 6,298)
5,620 -6,220 -99 477 15,718 5,999 9,399 299 -3,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 33.1 0.2 62.1 49.6 81.8 82.9 18.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 14 1 12 16 28 30
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 84,730
COMMITMENTS
17,300 23,957 724 64,412 57,736 82,436 82,417 2,294 2,313
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -7,076)
-1,479 -7,872 724 -4,796 3,232 -5,551 -3,916 -1,525 -3,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 28.3 0.9 76.0 68.1 97.3 97.3 2.7 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 24 3 21 16 40 43
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 97,278
COMMITMENTS
33,880 15,997 3,421 33,895 59,993 71,195 79,411 26,083 17,867
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -2,391)
-1,144 -6,856 1,286 -2,386 6,296 -2,244 726 -147 -3,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 16.4 3.5 34.8 61.7 73.2 81.6 26.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
24 14 6 17 23 43 41
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 262,383
COMMITMENTS
44,707 43,803 6,916 161,167 187,650 212,790 238,369 49,593 24,014
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 10,367)
4,405 -4,396 539 2,606 22,982 7,550 19,125 2,818 -8,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 16.7 2.6 61.4 71.5 81.1 90.8 18.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
32 26 10 27 32 64 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 237,809
COMMITMENTS
86,262 14,803 32,037 54,274 145,635 172,574 192,475 65,235 45,333
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 22,665)
10,443 900 8,363 4,801 10,414 23,607 19,677 -942 2,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 6.2 13.5 22.8 61.2 72.6 80.9 27.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
62 31 43 30 36 114 89
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 12,204
COMMITMENTS
6,517 314 0 4,245 9,917 10,762 10,231 1,442 1,973
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 33)
799 -596 0 -729 619 70 23 -37 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 2.6 0.0 34.8 81.3 88.2 83.8 11.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 0 8 12 11 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 66,265
COMMITMENTS
24,810 873 215 36,665 58,920 61,690 60,008 4,575 6,257
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 3,170)
-751 0 -170 3,615 2,950 2,694 2,780 476 390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 1.3 0.3 55.3 88.9 93.1 90.6 6.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 1 1 12 14 18 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 18,225,519
COMMITMENTS
872,762 1255302 7002099 9171680 8366061 17046541 16623462 1178978 1602057
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 51,678)
2,957 3,921 85,523 16,451 -9,627 104,931 79,817 -53,253 -28,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 6.9 38.4 50.3 45.9 93.5 91.2 6.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
79 73 124 145 153 282 299
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 748,680
COMMITMENTS
75,715 58,374 47,107 479,464 529,235 602,286 634,715 146,393 113,964
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 20,314)
2,704 -1,581 9,657 7,655 8,564 20,016 16,640 299 3,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 7.8 6.3 64.0 70.7 80.4 84.8 19.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
49 60 72 93 68 189 153
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,355,760
COMMITMENTS
213,920 432,868 35,880 825,715 751,997 1075515 1220745 280,245 135,015
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 52,764)
15,566 -9,778 359 38,657 49,335 54,581 39,916 -1,817 12,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 31.9 2.6 60.9 55.5 79.3 90.0 20.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
55 64 41 76 76 159 153
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 11,319
COMMITMENTS
1,961 705 0 5,609 8,626 7,570 9,331 3,749 1,988
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 280)
14 0 0 70 -33 84 -33 196 313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 6.2 0.0 49.6 76.2 66.9 82.4 33.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 1 13 13 17 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 57,277
COMMITMENTS
10,386 11,697 0 35,942 42,840 46,328 54,537 10,949 2,740
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 3,113)
405 960 0 199 2,914 604 3,874 2,509 -761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 20.4 0.0 62.8 74.8 80.9 95.2 19.1 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 9 0 21 25 30 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,913
COMMITMENTS
14,722 11,876 192 38,305 39,653 53,219 51,722 9,695 11,191
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 711)
-1,906 190 5 2,854 1,013 953 1,209 -243 -498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 18.9 0.3 60.9 63.0 84.6 82.2 15.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
14 15 3 31 28 47 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 359,839
COMMITMENTS
107,147 137,098 6,392 207,803 197,208 321,342 340,698 38,497 19,140
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 32,600)
-4,713 19,738 413 47,149 11,752 42,849 31,903 -10,249 697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 38.1 1.8 57.7 54.8 89.3 94.7 10.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
80 63 17 51 41 140 112
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,052
COMMITMENTS
26,774 5,249 973 12,098 45,089 39,846 51,311 20,207 8,741
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 6,173)
3,185 -10,678 801 -1,343 20,652 2,643 10,775 3,530 -4,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.6 8.7 1.6 20.1 75.1 66.4 85.4 33.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
18 7 2 12 16 31 24
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,722
COMMITMENTS
5,853 5,134 26 28,011 25,635 33,890 30,795 3,832 6,927
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 1,387)
196 -673 4 821 1,136 1,021 467 366 920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 13.6 0.1 74.3 68.0 89.8 81.6 10.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
6 10 1 29 27 36 37
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 361,368
COMMITMENTS
73,373 97,567 5,416 259,392 243,845 338,181 346,828 23,188 14,541
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 20,229)
-3,211 18,646 1,506 20,896 1,341 19,192 21,494 1,037 -1,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 27.0 1.5 71.8 67.5 93.6 96.0 6.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
35 72 34 40 49 98 132
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,206
COMMITMENTS
13,938 16,009 1,518 26,714 26,355 42,170 43,882 10,036 8,324
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 200)
1,519 -287 -13 -279 488 1,227 188 -1,027 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 30.7 2.9 51.2 50.5 80.8 84.1 19.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
23 22 8 20 19 47 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 32,087
COMMITMENTS
8,640 4,889 5 18,195 17,996 26,840 22,890 5,247 9,197
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: -2,718)
-1,856 -473 -42 145 1,475 -1,753 960 -965 -3,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 15.2 0.0 56.7 56.1 83.6 71.3 16.4 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 10 1 12 17 23 28
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/02/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 42,372
COMMITMENTS
5,561 4,628 1,949 17,359 24,289 24,869 30,866 17,503 11,506
CHANGES FROM 04/25/06 (CHANGE IN OPEN INTEREST: 1,379)
800 1,548 -200 697 -1,755 1,297 -407 82 1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 10.9 4.6 41.0 57.3 58.7 72.8 41.3 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
9 10 7 24 30 37 44
Updated May 5, 2006