BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,289
COMMITMENTS
0 12 73 3,932 4,110 4,005 4,195 284 94
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 34)
0 -1 20 99 184 119 203 -85 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.7 91.7 95.8 93.4 97.8 6.6 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 1 1 11 13 12 14
MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 37,396
COMMITMENTS
907 1,874 3,974 27,566 17,477 32,448 23,326 4,948 14,070
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 729)
219 -444 132 -71 618 280 306 449 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 5.0 10.6 73.7 46.7 86.8 62.4 13.2 37.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 6 8 22 17 31 29
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 166,835
COMMITMENTS
30,148 17,286 40,756 77,133 67,521 148,037 125,562 18,798 41,272
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -4,128)
4,181 -5,773 -12,118 270 8,860 -7,668 -9,031 3,540 4,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 10.4 24.4 46.2 40.5 88.7 75.3 11.3 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
83 59 80 41 49 170 157
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,946
COMMITMENTS
392 483 246 566 391 1,204 1,119 743 827
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -152)
14 -265 4 -131 21 -113 -241 -39 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 24.8 12.6 29.1 20.1 61.8 57.5 38.2 42.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 7 4 3 5 13 13
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 274,024
COMMITMENTS
59,778 26,326 62,219 120,457 120,306 242,454 208,851 31,570 65,173
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -4,783)
724 -2,291 -4,057 -4,780 -3,197 -8,113 -9,545 3,330 4,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 9.6 22.7 44.0 43.9 88.5 76.2 11.5 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
80 68 82 99 149 230 260
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,095
COMMITMENTS
2,300 2,087 731 1,374 1,158 4,405 3,976 1,690 2,119
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 16)
-171 208 -73 162 -45 -82 90 98 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 34.2 12.0 22.5 19.0 72.3 65.2 27.7 34.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 26 15 19 20 45 56
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,523
COMMITMENTS
10,880 3,284 4,636 8,732 7,470 24,249 15,391 6,274 15,132
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 741)
281 -305 50 -291 111 39 -145 702 887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 10.8 15.2 28.6 24.5 79.4 50.4 20.6 49.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
45 24 25 41 59 98 98
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 139,868
COMMITMENTS
46,697 14,006 7,222 47,094 97,896 101,012 119,123 38,856 20,744
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 5,562)
2,058 -8,300 -3,202 8,184 19,073 7,040 7,572 -1,478 -2,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 10.0 5.2 33.7 70.0 72.2 85.2 27.8 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
31 16 8 26 28 61 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 123,197
COMMITMENTS
21,143 24,058 361 86,167 85,686 107,672 110,105 15,525 13,091
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 13,814)
-5,948 6,739 -264 25,409 8,258 19,198 14,734 -5,384 -920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 19.5 0.3 69.9 69.6 87.4 89.4 12.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 10 2 16 15 33 27
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 103,158
COMMITMENTS
10,088 36,343 1,805 88,666 60,108 100,559 98,255 2,599 4,902
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 13,096)
1,218 -431 1,084 10,999 11,891 13,300 12,543 -204 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 35.2 1.7 86.0 58.3 97.5 95.2 2.5 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
16 40 4 22 17 40 59
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 129,085
COMMITMENTS
34,221 11,880 1,048 64,257 98,647 99,526 111,575 29,559 17,510
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 17,456)
1,256 927 -2,298 20,407 18,615 19,365 17,244 -1,909 212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 9.2 0.8 49.8 76.4 77.1 86.4 22.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
19 10 8 22 25 46 38
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 292,367
COMMITMENTS
36,516 50,480 7,533 198,094 190,494 242,142 248,506 50,225 43,861
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 32,712)
-10,175 22,462 264 39,819 -637 29,908 22,089 2,804 10,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 17.3 2.6 67.8 65.2 82.8 85.0 17.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
28 27 15 29 29 64 65
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 226,641
COMMITMENTS
71,237 10,367 13,687 70,932 158,004 155,856 182,058 70,785 44,583
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -33,696)
-25,113 -2,919 -19,058 14,590 -6,585 -29,582 -28,563 -4,114 -5,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 4.6 6.0 31.3 69.7 68.8 80.3 31.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
50 24 28 28 34 88 76
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 22,546
COMMITMENTS
7,030 4,717 33 13,997 16,553 21,060 21,303 1,486 1,243
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 9,371)
120 -35 33 8,871 9,563 9,024 9,561 347 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 20.9 0.1 62.1 73.4 93.4 94.5 6.6 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 3 1 12 12 15 15
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 64,710
COMMITMENTS
20,960 2,951 485 39,641 56,703 61,086 60,139 3,624 4,571
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 4,584)
-1,479 990 0 6,899 3,230 5,420 4,220 -836 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 4.6 0.7 61.3 87.6 94.4 92.9 5.6 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 3 1 11 7 17 10
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 19,797,348
COMMITMENTS
900,003 1171215 7811630 9829553 9139812 18541187 18122657 1256161 1674691
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 385,862)
-43,203 40,077 269,283 153,284 129,393 379,363 438,753 6,499 -52,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 5.9 39.5 49.7 46.2 93.7 91.5 6.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
79 75 123 156 165 294 309
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 1,013,641
COMMITMENTS
90,749 77,511 132,423 573,412 597,357 796,584 807,291 217,057 206,350
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 194,206)
1,607 5,854 57,465 100,858 44,458 159,930 107,777 34,276 86,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 7.6 13.1 56.6 58.9 78.6 79.6 21.4 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
62 48 72 96 74 191 161
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 2,152,246
COMMITMENTS
238,440 488,562 195,248 1147316 1296481 1581004 1980291 571,242 171,955
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 505,827)
8,153 1,654 116,883 19,514 362,695 144,550 481,232 361,277 24,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 22.7 9.1 53.3 60.2 73.5 92.0 26.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
57 81 69 94 93 189 205
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,717
COMMITMENTS
1,979 705 396 6,226 10,414 8,601 11,515 4,116 1,202
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 1,867)
419 0 371 766 1,700 1,556 2,071 311 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 5.5 3.1 49.0 81.9 67.6 90.5 32.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 1 2 12 13 17 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 70,537
COMMITMENTS
9,318 21,521 1,917 52,578 39,658 63,813 63,096 6,724 7,441
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 21,217)
930 3,454 1,792 17,854 11,420 20,576 16,666 641 4,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 30.5 2.7 74.5 56.2 90.5 89.5 9.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 13 3 31 24 42 37
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 83,122
COMMITMENTS
8,451 13,958 2,865 47,271 51,370 58,587 68,193 24,535 14,929
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 6,107)
-1,652 -2,887 1,268 884 -44 500 -1,663 5,607 7,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 16.8 3.4 56.9 61.8 70.5 82.0 29.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
16 22 6 41 36 60 61
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 607,238
COMMITMENTS
126,740 249,876 15,713 407,884 249,928 550,337 515,518 56,901 91,720
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 138,610)
18,654 33,386 7,647 79,458 68,328 105,759 109,361 32,851 29,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 41.1 2.6 67.2 41.2 90.6 84.9 9.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
58 96 38 57 53 136 169
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 81,860
COMMITMENTS
23,419 11,350 198 37,012 61,109 60,629 72,657 21,232 9,203
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 7,256)
-716 984 64 12,331 7,842 11,679 8,891 -4,423 -1,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 13.9 0.2 45.2 74.7 74.1 88.8 25.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 4 2 12 19 29 23
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 61,558
COMMITMENTS
5,427 7,210 2,096 40,146 42,199 47,669 51,506 13,889 10,052
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 11,428)
-322 1,115 1,707 5,023 4,981 6,408 7,803 5,020 3,625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 11.7 3.4 65.2 68.6 77.4 83.7 22.6 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 17 7 30 30 41 48
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 646,106
COMMITMENTS
89,410 127,925 61,173 447,987 383,974 598,570 573,072 47,536 73,034
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 168,602)
16,118 15,127 54,847 70,293 65,052 141,259 135,027 27,344 33,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 19.8 9.5 69.3 59.4 92.6 88.7 7.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
43 69 37 50 56 108 148
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 42,368
COMMITMENTS
10,828 17,986 1,594 18,467 16,439 30,890 36,020 11,478 6,348
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -21,922)
-4,641 173 -1,997 -13,706 -16,024 -20,343 -17,848 -1,579 -4,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 42.5 3.8 43.6 38.8 72.9 85.0 27.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
20 24 7 14 18 37 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,395
COMMITMENTS
14,259 4,459 38 14,588 14,914 28,885 19,411 7,510 16,984
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: -14,726)
5,700 -3,274 -3,667 -16,250 -5,280 -14,217 -12,221 -509 -2,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.2 12.3 0.1 40.1 41.0 79.4 53.3 20.6 46.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
18 10 1 14 12 32 23
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 22,364
COMMITMENTS
4,507 510 127 14,677 20,428 19,311 21,065 3,053 1,299
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 590)
-1,422 130 97 -5 -185 -1,330 42 1,920 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 2.3 0.6 65.6 91.3 86.3 94.2 13.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 2 2 8 4 19 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/13/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 50,734
COMMITMENTS
6,801 5,369 2,747 16,601 33,690 26,149 41,806 24,585 8,928
CHANGES FROM 06/06/06 (CHANGE IN OPEN INTEREST: 2,857)
600 475 260 -1,240 848 -380 1,583 3,237 1,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 10.6 5.4 32.7 66.4 51.5 82.4 48.5 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 13 4 25 36 37 52
Updated June 16, 2006