MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 19,635
COMMITMENTS
792 2,136 448 12,692 10,703 13,932 13,287 5,703 6,348
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 462)
-380 -196 -41 215 548 -206 311 668 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 10.9 2.3 64.6 54.5 71.0 67.7 29.0 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 6 7 19 16 28 26
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 107,630
COMMITMENTS
20,299 21,061 23,202 47,944 30,959 91,445 75,222 16,185 32,408
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 3,845)
737 99 4,043 -132 -236 4,648 3,906 -803 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 19.6 21.6 44.5 28.8 85.0 69.9 15.0 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
53 38 56 25 38 121 105
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 148,681
COMMITMENTS
38,893 22,237 19,735 71,168 67,373 129,796 109,345 18,885 39,336
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 6,316)
2,441 -1,253 1,536 2,295 5,097 6,272 5,380 44 936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 15.0 13.3 47.9 45.3 87.3 73.5 12.7 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
57 49 58 57 99 152 184
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,809
COMMITMENTS
1,230 1,517 82 643 545 1,955 2,144 1,854 1,665
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -73)
-96 -124 31 27 89 -38 -4 -35 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 39.8 2.2 16.9 14.3 51.3 56.3 48.7 43.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 12 4 12 11 27 26
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,063
COMMITMENTS
12,181 2,945 4,530 7,304 8,818 24,015 16,293 5,048 12,770
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 944)
-1,125 -549 769 764 598 408 818 536 126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 10.1 15.6 25.1 30.3 82.6 56.1 17.4 43.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
45 26 24 34 42 99 75
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 148,171
COMMITMENTS
45,536 19,033 2,731 62,809 104,222 111,076 125,986 37,095 22,185
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 6,952)
-421 2,668 1,082 3,140 -1,401 3,801 2,349 3,151 4,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 12.8 1.8 42.4 70.3 75.0 85.0 25.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
27 18 7 28 30 58 52
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 57,198
COMMITMENTS
2,488 33,398 0 45,590 6,728 48,078 40,126 9,120 17,072
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -3,647)
-1,687 14,257 -147 2,220 -22,808 386 -8,698 -4,033 5,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 58.4 0.0 79.7 11.8 84.1 70.2 15.9 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 17 0 14 6 16 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 74,609
COMMITMENTS
39,820 4,517 127 28,981 63,710 68,928 68,354 5,681 6,255
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -13,734)
-5,190 -887 -1,386 -5,199 -9,847 -11,775 -12,120 -1,959 -1,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.4 6.1 0.2 38.8 85.4 92.4 91.6 7.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
40 7 1 14 17 55 24
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 67,785
COMMITMENTS
24,572 13,994 4 22,488 41,168 47,064 55,166 20,721 12,619
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -23,916)
-2,838 5,059 -764 -18,370 -25,986 -21,972 -21,691 -1,944 -2,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 20.6 0.0 33.2 60.7 69.4 81.4 30.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
17 10 1 12 18 30 28
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 127,850
COMMITMENTS
11,954 59,583 43 93,551 39,459 105,548 99,085 22,302 28,765
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -61,397)
1,674 14,369 -2,442 -55,626 -74,546 -56,394 -62,619 -5,003 1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 46.6 0.0 73.2 30.9 82.6 77.5 17.4 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 29 2 26 17 42 47
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 118,666
COMMITMENTS
29,052 30,480 832 52,941 47,456 82,825 78,768 35,841 39,898
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -44,077)
-269 8,744 -762 -35,756 -54,177 -36,787 -46,195 -7,290 2,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 25.7 0.7 44.6 40.0 69.8 66.4 30.2 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
32 29 11 25 20 62 55
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 30,652
COMMITMENTS
7,964 3,482 285 16,112 20,982 24,361 24,749 6,291 5,903
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -12,867)
6,754 678 -895 -19,994 -14,487 -14,135 -14,704 1,268 1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 11.4 0.9 52.6 68.5 79.5 80.7 20.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 10 12 13 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 7,460,909
COMMITMENTS
865,517 712,783 854,753 4935775 4541392 6656045 6108928 804,864 1351981
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -805,864)
-352,139 -88,559 -100,438 -271,188 -504,589 -723,765 -693,586 -82,099 -112,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 9.6 11.5 66.2 60.9 89.2 81.9 10.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
45 61 81 121 143 210 244
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 631,616
COMMITMENTS
45,453 56,510 2,717 461,303 464,989 509,473 524,216 122,143 107,400
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -111,806)
-1,481 -6,135 -12,420 -60,662 -74,647 -74,563 -93,202 -37,243 -18,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 8.9 0.4 73.0 73.6 80.7 83.0 19.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
29 33 16 81 62 120 101
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 902,479
COMMITMENTS
152,951 259,300 22,536 448,167 550,450 623,654 832,286 278,825 70,193
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -525,836)
-61,311 -129,740 -40,737 -403,191 -273,120 -505,239 -443,597 -20,597 -82,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 28.7 2.5 49.7 61.0 69.1 92.2 30.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
33 61 12 55 51 96 116
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,501
COMMITMENTS
1,551 427 0 6,556 11,128 8,107 11,555 4,394 946
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -7,813)
400 0 -505 -6,652 -4,666 -6,757 -5,171 -1,056 -2,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 3.4 0.0 52.4 89.0 64.9 92.4 35.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 0 18 15 21 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 27,055
COMMITMENTS
6,028 4,029 0 17,525 17,867 23,553 21,896 3,502 5,159
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -21,799)
-1,677 1,261 -3,059 -7,337 -18,676 -12,073 -20,474 -9,726 -1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 14.9 0.0 64.8 66.0 87.1 80.9 12.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 5 0 18 16 22 21
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 51,728
COMMITMENTS
5,820 11,790 0 30,614 32,899 36,434 44,689 15,294 7,039
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -25,032)
-1,364 -5,791 -1,131 -19,585 -14,101 -22,080 -21,023 -2,952 -4,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 22.8 0.0 59.2 63.6 70.4 86.4 29.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
10 18 0 34 24 44 42
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 230,722
COMMITMENTS
100,590 71,916 2,511 112,454 108,647 215,555 183,074 15,167 47,648
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -163,413)
-24,593 -10,153 -9,532 -118,577 -129,595 -152,702 -149,280 -10,711 -14,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 31.2 1.1 48.7 47.1 93.4 79.3 6.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
47 61 11 34 32 90 95
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 78,632
COMMITMENTS
36,201 0 0 16,360 72,611 52,561 72,611 26,071 6,021
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -17,735)
-84 -3,043 -1,395 -15,910 -10,201 -17,389 -14,639 -346 -3,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 0.0 0.0 20.8 92.3 66.8 92.3 33.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 0 0 9 17 27 17
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,176
COMMITMENTS
1,178 5,677 0 25,739 20,853 26,917 26,530 4,259 4,646
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -15,302)
393 -489 -896 -13,561 -11,462 -14,064 -12,847 -1,238 -2,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 18.2 0.0 82.6 66.9 86.3 85.1 13.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 13 0 30 27 33 40
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 213,561
COMMITMENTS
16,580 50,413 208 189,325 151,820 206,113 202,441 7,448 11,120
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -74,842)
-4,491 1,493 -5,195 -45,960 -61,939 -55,646 -65,641 -19,196 -9,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 23.6 0.1 88.7 71.1 96.5 94.8 3.5 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
20 41 3 34 46 56 88
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 47,160
COMMITMENTS
18,756 18,613 107 18,054 24,149 36,917 42,869 10,243 4,291
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 3,667)
1,658 2,606 0 3,083 1,985 4,741 4,591 -1,074 -924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 39.5 0.2 38.3 51.2 78.3 90.9 21.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
29 16 1 23 17 52 34
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,289
COMMITMENTS
12,465 1,533 236 16,961 1,490 29,662 3,259 4,627 31,030
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 5,706)
488 -409 -2 3,749 151 4,235 -260 1,471 5,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 4.5 0.7 49.5 4.3 86.5 9.5 13.5 90.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 2 1 7 4 19 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,395
COMMITMENTS
2,809 2,696 0 15,467 31,093 18,276 33,789 21,119 5,606
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -2,299)
1,311 -391 -80 -5,844 1,746 -4,613 1,275 2,314 -3,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 6.8 0.0 39.3 78.9 46.4 85.8 53.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 9 0 14 23 18 32
Updated September 23, 2005