BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE Code-050642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 20,000 POUNDS) OPEN INTEREST: 4,566
COMMITMENTS
0 32 74 4,018 4,219 4,092 4,325 474 241
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 178)
0 18 3 49 40 52 61 126 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 0.7 1.6 88.0 92.4 89.6 94.7 10.4 5.3
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 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 39,079
COMMITMENTS
672 3,047 3,735 30,416 18,625 34,823 25,406 4,257 13,673
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 757)
-40 686 -122 947 243 784 806 -27 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 7.8 9.6 77.8 47.7 89.1 65.0 10.9 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
4 11 9 26 19 36 33
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 171,957
COMMITMENTS
35,912 11,886 36,378 80,316 84,172 152,606 132,436 19,350 39,520
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 4,893)
3,511 -1,047 1,171 1,076 5,500 5,758 5,625 -866 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 6.9 21.2 46.7 48.9 88.7 77.0 11.3 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
75 41 65 41 47 158 133
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,965
COMMITMENTS
736 490 54 352 604 1,142 1,149 822 816
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 206)
166 231 -11 -66 78 89 299 117 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 24.9 2.8 17.9 30.7 58.1 58.5 41.9 41.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 9 4 4 7 19 17
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 270,201
COMMITMENTS
57,842 12,873 68,438 119,973 129,580 246,253 210,891 23,948 59,310
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 13,193)
2,232 -4,252 10,920 -113 4,411 13,039 11,080 154 2,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 4.8 25.3 44.4 48.0 91.1 78.0 8.9 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
82 48 64 99 151 216 234
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,760
COMMITMENTS
2,484 2,082 592 997 1,055 4,073 3,729 1,688 2,031
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -266)
200 131 -79 -352 -150 -230 -98 -36 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 36.1 10.3 17.3 18.3 70.7 64.7 29.3 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
18 24 12 16 16 44 44
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 32,416
COMMITMENTS
12,219 2,489 5,833 9,129 9,091 27,181 17,413 5,235 15,004
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 2,231)
1,261 63 809 271 505 2,342 1,377 -111 854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 7.7 18.0 28.2 28.0 83.9 53.7 16.1 46.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
52 16 27 40 58 105 95
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 102,529
COMMITMENTS
39,395 8,651 6,603 18,878 69,751 64,876 85,005 37,652 17,524
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -32,038)
1,589 -5,131 -502 -34,928 -26,090 -33,841 -31,723 1,803 -315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 8.4 6.4 18.4 68.0 63.3 82.9 36.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
27 17 8 18 22 50 42
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 63,923
COMMITMENTS
14,513 30,398 45 36,665 19,565 51,223 50,008 12,700 13,915
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 6,044)
-5,784 4,629 -2 11,770 4 5,984 4,631 60 1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 47.6 0.1 57.4 30.6 80.1 78.2 19.9 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 11 2 5 6 18 19
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 88,301
COMMITMENTS
8,917 36,751 180 76,301 46,146 85,398 83,077 2,903 5,224
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 10,387)
1,152 -80 15 8,879 9,871 10,046 9,806 341 581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 41.6 0.2 86.4 52.3 96.7 94.1 3.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
9 42 1 18 13 28 55
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 81,757
COMMITMENTS
17,793 11,082 841 38,842 54,292 57,476 66,215 24,281 15,542
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 7)
-11,019 5,712 34 11,659 -7,415 674 -1,670 -667 1,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 13.6 1.0 47.5 66.4 70.3 81.0 29.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
16 10 6 15 16 34 29
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 223,924
COMMITMENTS
22,243 62,799 7,368 157,331 119,413 186,942 189,580 36,981 34,343
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 13,783)
700 14,174 922 11,962 -3,978 13,584 11,118 200 2,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 28.0 3.3 70.3 53.3 83.5 84.7 16.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
28 35 14 28 22 65 63
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 175,206
COMMITMENTS
77,644 13,178 15,130 25,212 113,247 117,985 141,555 57,221 33,651
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 18,844)
12,798 278 1,760 1,321 13,594 15,880 15,632 2,964 3,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.3 7.5 8.6 14.4 64.6 67.3 80.8 32.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
57 24 34 24 30 92 77
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 54,507
COMMITMENTS
21,248 4,204 0 27,539 43,942 48,787 48,146 5,720 6,361
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 6,796)
2,743 2,595 0 4,108 2,697 6,851 5,292 -55 1,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 7.7 0.0 50.5 80.6 89.5 88.3 10.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 3 0 11 12 16 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 18,851,048
COMMITMENTS
680,369 1330319 7641666 9343418 8339942 17665454 17311927 1185595 1539121
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 859,732)
34,572 72,587 331,900 502,480 518,592 868,952 923,079 -9,219 -63,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.1 40.5 49.6 44.2 93.7 91.8 6.3 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
80 71 123 150 163 287 308
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 737,859
COMMITMENTS
90,404 75,325 60,365 433,287 465,250 584,056 600,939 153,803 136,919
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 5,941)
3,143 3,026 -742 2,973 6,924 5,374 9,208 567 -3,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 10.2 8.2 58.7 63.1 79.2 81.4 20.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
65 48 66 92 66 188 149
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,363,863
COMMITMENTS
209,294 392,150 54,811 710,457 775,171 974,563 1222133 389,300 141,730
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 14,042)
16,991 8,651 7,199 13,682 -1,415 37,872 14,435 -23,830 -393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 28.8 4.0 52.1 56.8 71.5 89.6 28.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
52 77 47 74 71 151 170
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 63,587
COMMITMENTS
7,405 30,550 0 51,515 27,532 58,920 58,082 4,667 5,505
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 5,836)
-544 5,579 0 6,811 304 6,267 5,883 -431 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 48.0 0.0 81.0 43.3 92.7 91.3 7.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
5 15 0 26 19 31 34
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,845
COMMITMENTS
8,030 14,230 42 36,388 27,651 44,460 41,923 7,385 9,922
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 981)
-753 -770 18 -38 414 -773 -338 1,754 1,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 27.4 0.1 70.2 53.3 85.8 80.9 14.2 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 19 1 31 28 46 47
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 356,310
COMMITMENTS
70,712 182,354 2,104 242,603 150,989 315,420 335,448 40,890 20,862
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 21,787)
658 11,905 -1,877 21,855 15,901 20,635 25,929 1,151 -4,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 51.2 0.6 68.1 42.4 88.5 94.1 11.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
42 95 15 44 46 95 147
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 42,822
COMMITMENTS
14,363 11,514 0 10,614 21,734 24,977 33,248 17,845 9,574
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 4,433)
2,493 -2,726 -43 208 5,798 2,658 3,028 1,775 1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 26.9 0.0 24.8 50.8 58.3 77.6 41.7 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 4 0 10 11 23 15
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 34,019
COMMITMENTS
5,975 7,043 9 24,007 20,333 29,992 27,385 4,027 6,634
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 1,404)
0 327 -0 1,457 1,514 1,457 1,841 -53 -437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 20.7 0.0 70.6 59.8 88.2 80.5 11.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
3 17 2 25 27 30 44
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 428,568
COMMITMENTS
126,178 112,496 3,750 278,290 295,497 408,218 411,743 20,350 16,825
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 5,614)
-7,123 -16,736 235 12,756 20,052 5,868 3,551 -254 2,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 26.2 0.9 64.9 68.9 95.3 96.1 4.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
31 72 23 41 52 78 141
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 37,988
COMMITMENTS
9,355 14,506 702 18,934 16,239 28,991 31,447 8,997 6,541
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -1,521)
-741 -903 9 491 -825 -241 -1,719 -1,280 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 38.2 1.8 49.8 42.7 76.3 82.8 23.7 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 23 6 17 14 36 40
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,809
COMMITMENTS
11,864 3,928 67 15,977 16,818 27,908 20,813 7,901 14,996
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -266)
-796 1,206 24 -366 -151 -1,138 1,079 872 -1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 11.0 0.2 44.6 47.0 77.9 58.1 22.1 41.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 10 1 16 12 33 23
GOLDMAN-SACHS COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(GSCI X $250) OPEN INTEREST: 20,517
COMMITMENTS
4,858 738 93 14,913 19,299 19,864 20,130 653 387
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: -1,847)
351 228 -34 236 -1,129 553 -935 -2,400 -912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 3.6 0.5 72.7 94.1 96.8 98.1 3.2 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 2 1 7 3 15 6
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/06 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 36,006
COMMITMENTS
6,735 4,142 1,350 16,642 23,537 24,727 29,029 11,279 6,977
CHANGES FROM 06/20/06 (CHANGE IN OPEN INTEREST: 3,372)
-211 -167 40 3,196 2,480 3,025 2,353 347 1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 11.5 3.7 46.2 65.4 68.7 80.6 31.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 9 3 22 30 29 42
Updated June 30, 2006