BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,388
COMMITMENTS
0 14 71 3,969 4,179 4,040 4,264 348 124
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 99)
0 2 -2 37 69 35 69 64 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.3 1.6 90.5 95.2 92.1 97.2 7.9 2.8
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 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 38,322
COMMITMENTS
712 2,361 3,857 29,469 18,382 34,038 24,600 4,284 13,722
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 926)
-195 487 -117 1,903 905 1,590 1,274 -664 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.9 6.2 10.1 76.9 48.0 88.8 64.2 11.2 35.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 10 7 24 18 33 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 167,064
COMMITMENTS
32,401 12,934 35,207 79,240 78,671 146,848 126,812 20,216 40,252
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: 229)
2,253 -4,352 -5,549 2,107 11,150 -1,189 1,249 1,418 -1,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 7.7 21.1 47.4 47.1 87.9 75.9 12.1 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
72 55 68 39 44 157 139
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,758
COMMITMENTS
570 259 65 418 526 1,053 850 705 908
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -188)
178 -224 -181 -148 135 -151 -269 -37 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 14.7 3.7 23.8 29.9 59.9 48.3 40.1 51.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 4 2 4 8 16 13
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 257,008
COMMITMENTS
55,610 17,125 57,517 120,086 125,169 233,214 199,811 23,794 57,197
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -17,016)
-4,168 -9,200 -4,702 -371 4,862 -9,240 -9,040 -7,776 -7,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 6.7 22.4 46.7 48.7 90.7 77.7 9.3 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
84 42 62 95 150 208 230
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 6,027
COMMITMENTS
2,284 1,951 671 1,348 1,205 4,303 3,827 1,724 2,200
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -68)
-16 -135 -61 -25 47 -102 -149 34 81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 32.4 11.1 22.4 20.0 71.4 63.5 28.6 36.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 24 13 19 20 43 51
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,185
COMMITMENTS
10,958 2,426 5,024 8,858 8,586 24,839 16,036 5,346 14,150
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -338)
78 -858 387 126 1,116 590 644 -928 -982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 8.0 16.6 29.3 28.4 82.3 53.1 17.7 46.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
49 17 23 43 62 104 94
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 134,567
COMMITMENTS
37,806 13,782 7,106 53,806 95,841 98,717 116,728 35,850 17,839
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -5,301)
-8,891 -224 -116 6,712 -2,055 -2,295 -2,395 -3,006 -2,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 10.2 5.3 40.0 71.2 73.4 86.7 26.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
28 17 9 27 27 60 48
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 57,878
COMMITMENTS
20,297 25,769 47 24,895 19,561 45,239 45,377 12,640 12,501
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -65,318)
-847 1,711 -314 -61,272 -66,125 -62,433 -64,728 -2,885 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 44.5 0.1 43.0 33.8 78.2 78.4 21.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 11 2 5 5 21 18
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 77,914
COMMITMENTS
7,765 36,831 165 67,422 36,275 75,352 73,271 2,563 4,643
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -25,243)
-2,323 489 -1,640 -21,244 -23,833 -25,207 -24,984 -36 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 47.3 0.2 86.5 46.6 96.7 94.0 3.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
12 41 1 19 12 31 54
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 81,751
COMMITMENTS
28,812 5,370 808 27,183 61,708 56,802 67,885 24,948 13,865
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -47,335)
-5,409 -6,510 -241 -37,075 -36,939 -42,724 -43,690 -4,611 -3,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 6.6 1.0 33.3 75.5 69.5 83.0 30.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 7 6 10 19 32 29
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 210,140
COMMITMENTS
21,543 48,625 6,447 145,369 123,391 173,359 178,463 36,781 31,678
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -82,227)
-14,973 -1,855 -1,086 -52,724 -67,102 -68,783 -70,043 -13,444 -12,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 23.1 3.1 69.2 58.7 82.5 84.9 17.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
25 27 12 25 23 56 57
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 156,362
COMMITMENTS
64,845 12,900 13,370 23,890 99,653 102,105 125,923 54,257 30,440
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -70,278)
-6,392 2,533 -317 -47,042 -58,351 -53,751 -56,135 -16,528 -14,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 8.2 8.6 15.3 63.7 65.3 80.5 34.7 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
54 25 32 25 29 91 74
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 47,711
COMMITMENTS
18,505 1,609 0 23,431 41,245 41,936 42,854 5,775 4,857
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -16,999)
-2,455 -1,342 -485 -16,210 -15,458 -19,150 -17,285 2,151 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.8 3.4 0.0 49.1 86.4 87.9 89.8 12.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 2 0 10 10 14 12
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 17,991,316
COMMITMENTS
645,797 1257732 7309767 8840938 7821350 16796502 16388849 1194814 1602467
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -1,806,032)
-254,206 86,517 -501,863 -988,615 -1318462 -1744685 -1733808 -61,347 -72,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.0 40.6 49.1 43.5 93.4 91.1 6.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
75 74 120 145 154 278 296
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 731,918
COMMITMENTS
87,261 72,299 61,107 430,314 458,326 578,682 591,731 153,236 140,186
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -281,724)
-3,488 -5,212 -71,316 -143,098 -139,031 -217,902 -215,559 -63,821 -66,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 9.9 8.3 58.8 62.6 79.1 80.8 20.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
62 45 65 86 64 179 143
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,349,820
COMMITMENTS
192,303 383,499 47,612 696,775 776,587 936,691 1207698 413,130 142,122
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -802,425)
-46,136 -105,063 -147,636 -450,541 -519,894 -644,313 -772,593 -158,112 -29,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 28.4 3.5 51.6 57.5 69.4 89.5 30.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
48 69 44 75 75 149 162
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 57,751
COMMITMENTS
7,949 24,971 0 44,704 27,228 52,653 52,199 5,098 5,552
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -12,786)
-1,369 3,450 -1,917 -7,874 -12,430 -11,160 -10,897 -1,626 -1,889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 43.2 0.0 77.4 47.1 91.2 90.4 8.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 14 0 21 20 28 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 50,864
COMMITMENTS
8,783 15,000 24 36,427 27,237 45,234 42,261 5,630 8,603
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -32,258)
332 1,042 -2,841 -10,844 -24,133 -13,353 -25,932 -18,905 -6,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 29.5 0.0 71.6 53.5 88.9 83.1 11.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
15 19 1 29 27 45 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 334,523
COMMITMENTS
70,054 170,449 3,981 220,749 135,088 294,785 309,519 39,738 25,004
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -272,715)
-56,686 -79,427 -11,732 -187,135 -114,840 -255,553 -205,999 -17,162 -66,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 51.0 1.2 66.0 40.4 88.1 92.5 11.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
44 90 11 38 44 89 138
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 38,389
COMMITMENTS
11,870 14,240 43 10,406 15,936 22,319 30,220 16,070 8,169
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -43,471)
-11,549 2,890 -155 -26,606 -45,173 -38,309 -42,437 -5,162 -1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 37.1 0.1 27.1 41.5 58.1 78.7 41.9 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 5 1 11 11 25 16
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,615
COMMITMENTS
5,975 6,715 10 22,550 18,819 28,535 25,544 4,080 7,071
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -28,943)
548 -495 -2,087 -17,595 -23,380 -19,134 -25,962 -9,809 -2,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 20.6 0.0 69.1 57.7 87.5 78.3 12.5 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
3 16 2 24 25 29 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 422,954
COMMITMENTS
133,301 129,232 3,514 265,534 275,446 402,350 408,192 20,604 14,762
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -223,152)
43,891 1,307 -57,658 -182,453 -108,529 -196,220 -164,880 -26,932 -58,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 30.6 0.8 62.8 65.1 95.1 96.5 4.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
32 71 19 42 48 80 132
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 39,509
COMMITMENTS
10,096 15,409 693 18,443 17,064 29,232 33,166 10,277 6,343
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -2,859)
-732 -2,577 -901 -24 625 -1,658 -2,854 -1,200 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 39.0 1.8 46.7 43.2 74.0 83.9 26.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 24 6 16 18 35 46
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 36,075
COMMITMENTS
12,660 2,722 43 16,343 16,969 29,046 19,734 7,029 16,341
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -320)
-1,599 -1,737 5 1,755 2,055 161 323 -481 -643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 7.5 0.1 45.3 47.0 80.5 54.7 19.5 45.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
18 7 1 17 12 35 20
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/20/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 32,635
COMMITMENTS
6,946 4,309 1,310 13,446 21,057 21,702 26,676 10,933 5,959
CHANGES FROM 06/13/06 (CHANGE IN OPEN INTEREST: -18,099)
145 -1,060 -1,437 -3,155 -12,633 -4,447 -15,130 -13,652 -2,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 13.2 4.0 41.2 64.5 66.5 81.7 33.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
6 12 3 20 29 27 43
Updated June 23, 2006