BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,452
COMMITMENTS
0 13 64 4,065 4,129 4,129 4,206 323 246
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 179)
0 -12 -13 189 189 176 164 3 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.4 91.3 92.7 92.7 94.5 7.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 13 13 14 14
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,485
COMMITMENTS
798 1,988 4,643 29,578 18,062 35,019 24,693 4,466 14,792
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 435)
-34 -1,426 108 249 776 323 -542 112 977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 5.0 11.8 74.9 45.7 88.7 62.5 11.3 37.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 9 8 25 19 34 32
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 167,969
COMMITMENTS
22,280 28,215 51,635 75,681 50,703 149,596 130,554 18,373 37,415
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,987)
-1,525 197 2,690 278 -345 1,443 2,543 544 -555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 16.8 30.7 45.1 30.2 89.1 77.7 10.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
52 78 84 39 41 151 162
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,098
COMMITMENTS
378 748 242 697 370 1,317 1,360 781 738
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 254)
54 232 73 19 27 146 332 108 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 35.6 11.5 33.2 17.6 62.8 64.8 37.2 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 3 5 5 13 15
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 302,003
COMMITMENTS
58,887 36,195 74,695 135,241 128,375 268,823 239,266 33,180 62,737
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -5,498)
1,435 -2,876 -2,163 -3,379 167 -4,106 -4,873 -1,392 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 12.0 24.7 44.8 42.5 89.0 79.2 11.0 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
85 72 95 109 156 250 286
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,428
COMMITMENTS
2,263 1,227 899 753 1,245 3,914 3,371 1,514 2,057
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 837)
-41 201 383 71 -222 413 362 425 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.7 22.6 16.6 13.9 22.9 72.1 62.1 27.9 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 18 12 12 21 35 47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,561
COMMITMENTS
9,941 4,493 3,891 9,010 6,123 22,842 14,507 5,719 14,054
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -2,897)
-724 -1,084 -495 -1,236 -680 -2,455 -2,259 -442 -638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 15.7 13.6 31.5 21.4 80.0 50.8 20.0 49.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
40 32 20 44 50 95 92
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 123,201
COMMITMENTS
47,879 18,050 6,986 30,528 75,898 85,392 100,933 37,809 22,267
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -1,328)
10,225 -4,388 133 -9,454 2,302 904 -1,953 -2,233 625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.9 14.7 5.7 24.8 61.6 69.3 81.9 30.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
37 19 13 20 25 66 50
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 102,662
COMMITMENTS
30,735 19,733 84 51,217 70,926 82,036 90,743 20,625 11,918
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -941)
78 -2,023 4 -311 2,091 -229 72 -712 -1,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 19.2 0.1 49.9 69.1 79.9 88.4 20.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
22 9 2 8 14 30 25
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 90,624
COMMITMENTS
8,027 36,887 321 79,365 48,217 87,713 85,425 2,911 5,199
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -320)
-3,957 6,382 -205 4,238 -7,759 76 -1,582 -396 1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 40.7 0.4 87.6 53.2 96.8 94.3 3.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
15 35 2 20 12 35 49
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 120,581
COMMITMENTS
51,073 11,737 3,678 32,271 84,667 87,022 100,082 33,559 20,499
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -2,577)
8,821 -182 141 -10,494 -3,420 -1,532 -3,462 -1,045 885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 9.7 3.0 26.8 70.2 72.2 83.0 27.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
32 10 5 19 23 52 37
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 267,343
COMMITMENTS
56,673 32,160 6,684 153,489 199,033 216,846 237,877 50,498 29,467
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -4,089)
7,693 -691 -510 -8,733 -698 -1,550 -1,899 -2,539 -2,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 12.0 2.5 57.4 74.4 81.1 89.0 18.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
35 21 12 25 28 66 55
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 249,949
COMMITMENTS
91,649 15,684 35,101 54,862 149,230 181,612 200,015 68,337 49,934
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -1,339)
10,053 1,734 -911 -10,843 -6,327 -1,701 -5,503 362 4,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 6.3 14.0 21.9 59.7 72.7 80.0 27.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
66 27 40 28 32 109 84
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 13,244
COMMITMENTS
7,614 4,786 0 4,459 6,802 12,073 11,588 1,171 1,656
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -1,081)
131 4,570 0 -1,136 -5,238 -1,005 -668 -76 -413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.5 36.1 0.0 33.7 51.4 91.2 87.5 8.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 4 0 10 10 13 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 18,630,866
COMMITMENTS
855,077 1259971 6946880 9575030 8813240 17376987 17020091 1253878 1610775
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -23,360)
29,971 33,483 -53,017 -28,356 -60,140 -51,402 -79,674 28,042 56,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 6.8 37.3 51.4 47.3 93.3 91.4 6.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
70 76 118 149 157 281 294
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 801,380
COMMITMENTS
91,989 73,048 68,321 460,280 546,415 620,589 687,783 180,791 113,597
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -3,214)
-2,032 -2,023 5,362 -2,588 -1,860 741 1,479 -3,955 -4,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 9.1 8.5 57.4 68.2 77.4 85.8 22.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
57 50 66 91 69 182 151
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,556,778
COMMITMENTS
219,243 447,321 65,704 1038163 908,678 1323109 1421702 233,669 135,075
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 24,892)
19,708 -16,558 4,001 42,080 35,335 65,789 22,778 -40,897 2,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 28.7 4.2 66.7 58.4 85.0 91.3 15.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
59 74 43 88 80 171 173
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 10,601
COMMITMENTS
1,855 705 0 5,000 8,642 6,855 9,347 3,746 1,254
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -94)
1 0 0 -126 -57 -125 -57 31 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 6.7 0.0 47.2 81.5 64.7 88.2 35.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 1 1 12 13 16 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 51,660
COMMITMENTS
8,581 18,362 0 37,495 29,897 46,076 48,259 5,584 3,401
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -1,500)
-1,312 2,887 0 611 -4,265 -701 -1,378 -799 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 35.5 0.0 72.6 57.9 89.2 93.4 10.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
6 18 0 24 21 30 39
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 69,801
COMMITMENTS
11,799 15,231 103 42,336 47,259 54,238 62,593 15,563 7,208
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 873)
-1,359 -310 10 -424 1,577 -1,773 1,277 2,645 -404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 21.8 0.1 60.7 67.7 77.7 89.7 22.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 23 3 36 29 53 53
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 434,640
COMMITMENTS
107,725 207,196 5,934 292,671 177,369 406,331 390,499 28,309 44,141
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 11,455)
4,892 13,581 -408 9,147 -12,539 13,631 634 -2,176 10,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 47.7 1.4 67.3 40.8 93.5 89.8 6.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
57 109 18 57 39 125 155
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 78,174
COMMITMENTS
33,727 6,768 313 18,797 61,867 52,837 68,948 25,337 9,226
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -5,148)
5,255 -5,292 46 -9,944 309 -4,643 -4,937 -505 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 8.7 0.4 24.0 79.1 67.6 88.2 32.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
25 5 1 10 15 36 20
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 43,104
COMMITMENTS
4,998 5,835 18 31,989 32,048 37,005 37,901 6,098 5,203
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 1,059)
-433 252 -0 297 1,085 -136 1,337 1,195 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 13.5 0.0 74.2 74.4 85.9 87.9 14.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
4 13 2 26 28 32 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 432,732
COMMITMENTS
75,170 101,864 6,875 335,824 297,289 417,869 406,027 14,863 26,705
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: 9,766)
-2,543 -1,272 1,178 16,449 955 15,084 862 -5,318 8,904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 23.5 1.6 77.6 68.7 96.6 93.8 3.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
38 72 28 39 50 87 140
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 55,184
COMMITMENTS
13,442 16,972 1,909 26,990 29,175 42,341 48,056 12,843 7,128
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -2,154)
-2,184 -3,259 -34 518 1,935 -1,700 -1,358 -454 -796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 30.8 3.5 48.9 52.9 76.7 87.1 23.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
20 25 9 20 18 45 48
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 41,581
COMMITMENTS
7,917 5,580 122 26,249 16,475 34,288 22,177 7,293 19,404
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -1,085)
-636 -1,431 -479 -628 -759 -1,743 -2,669 658 1,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 13.4 0.3 63.1 39.6 82.5 53.3 17.5 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 11 2 15 15 28 27
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 21,375
COMMITMENTS
5,734 498 123 14,688 20,585 20,545 21,206 830 169
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 2.3 0.6 68.7 96.3 96.1 99.2 3.9 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 2 2 7 2 17 6
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/30/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 46,891
COMMITMENTS
7,102 3,666 2,096 16,814 31,204 26,012 36,966 20,879 9,925
CHANGES FROM 05/23/06 (CHANGE IN OPEN INTEREST: -1,476)
0 -227 -877 -1,227 464 -2,104 -640 628 -835
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 7.8 4.5 35.9 66.5 55.5 78.8 44.5 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 10 5 27 33 39 46
Updated June 2, 2006