MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,858
COMMITMENTS
1,133 2,225 570 12,522 10,254 14,225 13,049 4,633 5,809
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,594)
-314 -179 -29 -2,004 -1,768 -2,347 -1,976 -247 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 11.8 3.0 66.4 54.4 75.4 69.2 24.6 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 8 8 20 16 29 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 105,279
COMMITMENTS
19,726 21,228 22,288 48,092 29,869 90,106 73,385 15,173 31,894
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,107)
2,397 -1,379 946 -987 2,144 2,356 1,711 751 1,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 20.2 21.2 45.7 28.4 85.6 69.7 14.4 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
42 44 53 22 34 108 100
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 136,364
COMMITMENTS
37,555 34,772 12,321 68,175 56,762 118,051 103,855 18,313 32,509
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 207)
1,513 -1,667 101 -2,128 -251 -514 -1,817 721 2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 25.5 9.0 50.0 41.6 86.6 76.2 13.4 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
47 59 45 55 78 123 168
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,038
COMMITMENTS
1,048 1,605 164 857 519 2,069 2,288 1,969 1,750
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -306)
-11 -300 103 -296 -54 -204 -251 -102 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 39.7 4.1 21.2 12.9 51.2 56.7 48.8 43.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 12 4 13 9 28 25
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 26,916
COMMITMENTS
12,415 4,389 3,291 6,749 8,212 22,455 15,892 4,461 11,024
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -19)
486 -518 -276 -192 465 18 -329 -37 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.1 16.3 12.2 25.1 30.5 83.4 59.0 16.6 41.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
42 24 29 27 29 93 64
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 117,451
COMMITMENTS
46,423 16,430 1,049 42,369 88,034 89,841 105,513 27,610 11,938
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 6,298)
1,519 440 441 3,489 6,494 5,449 7,375 849 -1,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 14.0 0.9 36.1 75.0 76.5 89.8 23.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 13 7 23 26 57 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 61,472
COMMITMENTS
14,944 15,729 522 36,899 37,451 52,365 53,702 9,107 7,770
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -6,249)
10,936 -20,155 521 -26,682 14,716 -15,225 -4,918 8,976 -1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 25.6 0.8 60.0 60.9 85.2 87.4 14.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 12 2 7 16 17 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 75,752
COMMITMENTS
45,022 1,944 655 26,283 66,784 71,960 69,383 3,792 6,369
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 5,155)
5,351 -2,963 174 -1,327 8,373 4,198 5,584 957 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.4 2.6 0.9 34.7 88.2 95.0 91.6 5.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
43 9 5 19 16 64 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 80,522
COMMITMENTS
25,940 14,944 61 37,604 61,913 63,605 76,918 16,917 3,604
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,926)
7,552 -5,655 41 -7,430 14,529 163 8,915 2,763 -5,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 18.6 0.1 46.7 76.9 79.0 95.5 21.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 18 4 19 24 39 42
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 175,986
COMMITMENTS
8,017 42,389 1,454 151,972 121,758 161,443 165,601 14,543 10,385
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -2,259)
76 -13,217 312 -5,107 13,750 -4,719 845 2,460 -3,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 24.1 0.8 86.4 69.2 91.7 94.1 8.3 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
13 28 6 25 30 42 60
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 161,018
COMMITMENTS
38,768 15,250 1,007 80,291 109,602 120,066 125,859 40,952 35,159
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,287)
12,303 -14,834 -162 -10,468 21,504 1,673 6,508 5,614 779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 9.5 0.6 49.9 68.1 74.6 78.2 25.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
43 15 11 27 31 73 54
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,596
COMMITMENTS
5,251 0 0 3,051 8,610 8,302 8,610 1,294 986
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 186)
374 0 0 -201 415 173 415 13 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.7 0.0 0.0 31.8 89.7 86.5 89.7 13.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 0 5 10 12 10
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,296,784
COMMITMENTS
1268235 895,301 842,632 5165488 4946687 7276355 6684620 1020429 1612164
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -221,256)
293,599 -87,740 -128,526 -405,768 56,484 -240,695 -159,782 19,439 -61,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 10.8 10.2 62.3 59.6 87.7 80.6 12.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
44 68 85 128 146 225 249
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 687,444
COMMITMENTS
43,699 58,589 13,571 486,204 514,965 543,474 587,125 143,970 100,319
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 25,436)
-6,048 -1,719 3,765 18,348 15,197 16,065 17,243 9,371 8,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 8.5 2.0 70.7 74.9 79.1 85.4 20.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
33 33 24 85 66 132 110
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,201,748
COMMITMENTS
208,544 362,085 53,320 674,516 682,878 936,380 1098283 265,368 103,465
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 98,104)
25,968 38,649 24,201 19,322 42,948 69,491 105,798 28,613 -7,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 30.1 4.4 56.1 56.8 77.9 91.4 22.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
45 66 26 63 70 126 144
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,498
COMMITMENTS
1,439 530 0 7,579 10,344 9,018 10,874 4,480 2,624
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 664)
410 0 0 728 119 1,138 119 -474 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 3.9 0.0 56.1 76.6 66.8 80.6 33.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 18 14 22 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 35,682
COMMITMENTS
7,610 1,751 116 18,016 31,618 25,742 33,485 9,940 2,197
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,186)
171 -416 115 -1,128 1,525 -842 1,224 2,028 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 4.9 0.3 50.5 88.6 72.1 93.8 27.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 2 20 17 26 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,349
COMMITMENTS
6,426 16,274 16 34,296 33,506 40,738 49,796 17,611 8,553
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 381)
362 157 16 3,660 506 4,038 679 -3,657 -298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 27.9 0.0 58.8 57.4 69.8 85.3 30.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
11 22 1 34 29 46 51
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 334,813
COMMITMENTS
114,114 79,355 3,254 197,175 196,176 314,543 278,785 20,270 56,028
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -133)
7,820 -12,210 1,735 -14,090 22,355 -4,535 11,880 4,402 -12,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 23.7 1.0 58.9 58.6 93.9 83.3 6.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
70 57 12 43 41 120 104
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 65,292
COMMITMENTS
20,798 1,465 0 31,242 56,505 52,040 57,970 13,252 7,322
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 4,193)
6,656 -1,812 0 -4,000 6,521 2,656 4,709 1,537 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 2.2 0.0 47.8 86.5 79.7 88.8 20.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 2 0 15 19 29 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,141
COMMITMENTS
221 6,145 55 32,154 25,855 32,430 32,055 5,711 6,086
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 926)
-559 -77 55 986 1,160 482 1,138 444 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 16.1 0.1 84.3 67.8 85.0 84.0 15.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 15 1 29 27 31 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 240,805
COMMITMENTS
20,770 50,050 1,266 205,110 178,709 227,146 230,025 13,659 10,780
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -9,002)
4,294 -4,013 370 -15,411 -4,749 -10,747 -8,392 1,745 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 20.8 0.5 85.2 74.2 94.3 95.5 5.7 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
23 38 9 37 50 65 93
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 65,798
COMMITMENTS
20,338 13,132 6,222 21,328 34,291 47,888 53,645 17,910 12,153
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 11,597)
797 202 5,865 3,089 3,051 9,751 9,118 1,846 2,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 20.0 9.5 32.4 52.1 72.8 81.5 27.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 20 15 23 27 58 53
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,046
COMMITMENTS
6,944 2,485 3,489 20,827 10,982 31,260 16,956 7,786 22,090
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,513)
388 596 3,310 1,649 -385 5,347 3,521 2,166 3,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 6.4 8.9 53.3 28.1 80.1 43.4 19.9 56.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 5 9 13 10 28 23
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,484
COMMITMENTS
1,498 2,906 0 19,548 28,546 21,046 31,452 18,438 8,032
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,039)
-212 -164 -45 929 3,391 672 3,182 1,367 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 7.4 0.0 49.5 72.3 53.3 79.7 46.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 10 0 16 24 20 34
Updated September 9, 2005