MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,173
COMMITMENTS
1,172 2,332 489 12,477 10,155 14,138 12,976 5,035 6,197
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 315)
39 107 -81 -45 -99 -87 -73 402 388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 12.2 2.6 65.1 53.0 73.7 67.7 26.3 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 7 8 19 15 28 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 103,785
COMMITMENTS
19,562 20,962 19,159 48,076 31,195 86,797 71,316 16,988 32,469
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -1,494)
-164 -266 -3,129 -16 1,326 -3,309 -2,069 1,815 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 20.2 18.5 46.3 30.1 83.6 68.7 16.4 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
43 41 49 23 37 105 99
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 142,365
COMMITMENTS
36,452 23,490 18,199 68,873 62,276 123,524 103,965 18,841 38,400
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,001)
-1,103 -11,282 5,878 698 5,514 5,473 110 528 5,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 16.5 12.8 48.4 43.7 86.8 73.0 13.2 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
57 49 54 56 90 142 175
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,882
COMMITMENTS
1,326 1,641 51 616 456 1,993 2,148 1,889 1,734
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -156)
278 36 -113 -241 -63 -76 -140 -80 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 42.3 1.3 15.9 11.7 51.3 55.3 48.7 44.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 12 6 13 12 30 29
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,119
COMMITMENTS
13,306 3,494 3,761 6,540 8,220 23,607 15,475 4,512 12,644
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 1,203)
891 -895 470 -209 8 1,152 -417 51 1,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 12.4 13.4 23.3 29.2 84.0 55.0 16.0 45.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
45 24 22 29 37 92 68
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 141,219
COMMITMENTS
45,957 16,365 1,649 59,669 105,623 107,275 123,637 33,944 17,582
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 23,768)
-466 -65 600 17,300 17,589 17,434 18,124 6,334 5,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 11.6 1.2 42.3 74.8 76.0 87.5 24.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
28 15 8 30 29 63 47
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 60,845
COMMITMENTS
4,175 19,141 147 43,370 29,536 47,692 48,824 13,153 12,021
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -627)
-10,769 3,412 -375 6,471 -7,915 -4,673 -4,878 4,046 4,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 31.5 0.2 71.3 48.5 78.4 80.2 21.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 16 1 15 19 20 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 88,343
COMMITMENTS
45,010 5,404 1,513 34,180 73,557 80,703 80,474 7,640 7,869
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 12,591)
-12 3,460 858 7,897 6,773 8,743 11,091 3,848 1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.9 6.1 1.7 38.7 83.3 91.4 91.1 8.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
42 9 8 21 18 68 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 91,701
COMMITMENTS
27,410 8,935 768 40,858 67,154 69,036 76,857 22,665 14,844
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 11,179)
1,470 -6,009 707 3,254 5,241 5,431 -61 5,748 11,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 9.7 0.8 44.6 73.2 75.3 83.8 24.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 9 4 16 26 38 36
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 189,247
COMMITMENTS
10,280 45,214 2,485 149,177 114,005 161,942 161,704 27,305 27,543
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 13,261)
2,263 2,825 1,031 -2,795 -7,753 499 -3,897 12,762 17,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 23.9 1.3 78.8 60.2 85.6 85.4 14.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
16 28 7 29 32 49 64
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 162,743
COMMITMENTS
29,321 21,736 1,594 88,697 101,633 119,612 124,963 43,131 37,780
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 1,725)
-9,447 6,486 587 8,406 -7,969 -454 -896 2,179 2,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 13.4 1.0 54.5 62.4 73.5 76.8 26.5 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
33 19 12 28 29 66 55
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 11,677
COMMITMENTS
5,465 0 222 4,488 10,510 10,175 10,732 1,502 945
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,081)
214 0 222 1,437 1,900 1,873 2,122 208 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.8 0.0 1.9 38.4 90.0 87.1 91.9 12.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 0 1 7 13 15 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 43,519
COMMITMENTS
1,210 2,804 1,180 36,106 35,469 38,496 39,453 5,023 4,066
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 6.4 2.7 83.0 81.5 88.5 90.7 11.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 12 13 14 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,266,773
COMMITMENTS
1217656 801,342 955,191 5206963 5045981 7379810 6802514 886,963 1464259
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -30,011)
-50,579 -93,959 112,559 41,475 99,294 103,455 117,894 -133,466 -147,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 9.7 11.6 63.0 61.0 89.3 82.3 10.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
52 64 86 133 150 231 256
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 743,422
COMMITMENTS
46,934 62,645 15,137 521,965 539,636 584,036 617,418 159,386 126,004
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 55,978)
3,235 4,056 1,566 35,761 24,671 40,562 30,293 15,416 25,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 8.4 2.0 70.2 72.6 78.6 83.1 21.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
35 39 32 96 70 154 118
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,428,315
COMMITMENTS
214,262 389,040 63,273 851,358 823,570 1128893 1275883 299,422 152,432
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 226,567)
5,718 26,955 9,953 176,842 140,692 192,513 177,600 34,054 48,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 27.2 4.4 59.6 57.7 79.0 89.3 21.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
41 69 44 74 77 140 165
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 20,314
COMMITMENTS
1,151 427 505 13,208 15,794 14,864 16,726 5,450 3,588
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,816)
-288 -103 505 5,629 5,450 5,846 5,852 970 964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 2.1 2.5 65.0 77.7 73.2 82.3 26.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 21 16 24 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 48,854
COMMITMENTS
7,705 2,768 3,059 24,862 36,543 35,626 42,370 13,228 6,484
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 13,172)
95 1,017 2,943 6,846 4,925 9,884 8,885 3,288 4,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 5.7 6.3 50.9 74.8 72.9 86.7 27.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 7 3 25 19 33 27
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 76,760
COMMITMENTS
7,184 17,581 1,131 50,199 47,000 58,514 65,712 18,246 11,048
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 18,411)
758 1,307 1,115 15,903 13,494 17,776 15,916 635 2,495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 22.9 1.5 65.4 61.2 76.2 85.6 23.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
11 20 6 36 34 51 57
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 394,135
COMMITMENTS
125,183 82,069 12,043 231,031 238,242 368,257 332,354 25,878 61,781
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 59,322)
11,069 2,714 8,789 33,856 42,066 53,714 53,569 5,608 5,753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 20.8 3.1 58.6 60.4 93.4 84.3 6.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
71 60 25 48 52 135 122
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 96,367
COMMITMENTS
36,285 3,043 1,395 32,270 82,812 69,950 87,250 26,417 9,117
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 31,075)
15,487 1,578 1,395 1,028 26,307 17,910 29,280 13,165 1,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 3.2 1.4 33.5 85.9 72.6 90.5 27.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 3 3 14 22 35 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 46,478
COMMITMENTS
785 6,166 896 39,300 32,315 40,981 39,377 5,497 7,101
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 8,337)
564 21 841 7,146 6,460 8,551 7,322 -214 1,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 13.3 1.9 84.6 69.5 88.2 84.7 11.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 15 5 37 30 44 46
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 288,403
COMMITMENTS
21,071 48,920 5,403 235,285 213,759 261,759 268,082 26,644 20,321
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 47,598)
301 -1,130 4,137 30,175 35,050 34,613 38,057 12,985 9,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 17.0 1.9 81.6 74.1 90.8 93.0 9.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
22 34 14 41 56 70 97
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 43,493
COMMITMENTS
17,098 16,007 107 14,971 22,164 32,176 38,278 11,317 5,215
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -22,305)
-3,240 2,875 -6,115 -6,357 -12,127 -15,712 -15,367 -6,593 -6,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 36.8 0.2 34.4 51.0 74.0 88.0 26.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
28 17 1 20 16 48 34
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,583
COMMITMENTS
11,977 1,942 238 13,212 1,339 25,427 3,519 3,156 25,064
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -10,463)
5,033 -543 -3,251 -7,615 -9,643 -5,833 -13,437 -4,630 2,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 6.8 0.8 46.2 4.7 89.0 12.3 11.0 87.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
14 4 1 7 4 22 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 41,694
COMMITMENTS
1,498 3,087 80 21,311 29,347 22,889 32,514 18,805 9,180
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,210)
0 181 80 1,763 801 1,843 1,062 367 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 7.4 0.2 51.1 70.4 54.9 78.0 45.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 11 1 20 23 25 34
Updated September 16, 2005