MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,677
COMMITMENTS
366 2,096 401 12,009 8,483 12,776 10,980 4,901 6,697
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -2,384)
-305 -23 -198 -1,033 -2,329 -1,536 -2,550 -848 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 11.9 2.3 67.9 48.0 72.3 62.1 27.7 37.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
5 7 7 17 12 26 22
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 113,443
COMMITMENTS
24,485 23,356 22,457 48,905 34,076 95,847 79,889 17,596 33,554
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,939)
1,753 903 -649 -752 1,520 352 1,774 1,587 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 20.6 19.8 43.1 30.0 84.5 70.4 15.5 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
53 44 52 24 41 122 106
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 164,709
COMMITMENTS
50,871 22,650 21,928 71,656 75,572 144,455 120,150 20,254 44,559
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 9,985)
7,290 -1,593 1,412 319 6,117 9,021 5,936 964 4,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 13.8 13.3 43.5 45.9 87.7 72.9 12.3 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
66 48 57 58 107 164 188
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,968
COMMITMENTS
1,184 773 211 704 1,317 2,099 2,301 1,869 1,667
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 160)
-59 -275 79 46 432 66 236 94 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 19.5 5.3 17.7 33.2 52.9 58.0 47.1 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 12 6 11 21 29 35
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,276
COMMITMENTS
11,765 2,479 5,123 7,611 10,058 24,499 17,660 5,777 12,616
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -74)
-452 -506 446 -285 244 -291 184 217 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 8.2 16.9 25.1 33.2 80.9 58.3 19.1 41.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
46 21 25 34 49 96 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 108,178
COMMITMENTS
47,026 8,995 762 25,285 82,651 73,073 92,408 35,105 15,770
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,879)
-3,494 1,571 73 865 -2,676 -2,556 -1,032 677 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 8.3 0.7 23.4 76.4 67.5 85.4 32.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
27 18 5 17 25 46 46
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 87,779
COMMITMENTS
9,973 57,099 0 69,953 8,884 79,926 65,983 7,853 21,796
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 11,022)
3,835 7,230 0 5,671 2,588 9,506 9,818 1,516 1,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 65.0 0.0 79.7 10.1 91.1 75.2 8.9 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
4 30 0 15 7 19 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 81,286
COMMITMENTS
60,168 3,894 0 14,360 72,660 74,528 76,554 6,758 4,732
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,311)
20,091 -3,521 -53 -20,491 5,852 -453 2,278 1,764 -967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 4.8 0.0 17.7 89.4 91.7 94.2 8.3 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
53 8 0 16 17 69 25
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 89,889
COMMITMENTS
20,074 36,934 4 53,557 34,590 73,635 71,528 16,254 18,361
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 12,449)
-7,507 11,916 -59 23,153 -1,263 15,587 10,594 -3,138 1,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 41.1 0.0 59.6 38.5 81.9 79.6 18.1 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 15 1 20 16 38 31
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 167,979
COMMITMENTS
16,352 79,651 43 125,981 56,416 142,376 136,110 25,603 31,869
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 29,408)
2,883 7,116 0 24,364 22,825 27,247 29,941 2,161 -533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 47.4 0.0 75.0 33.6 84.8 81.0 15.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
21 41 2 26 17 48 59
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 143,338
COMMITMENTS
34,646 36,544 812 68,778 56,196 104,236 93,552 39,102 49,786
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 7,640)
1,719 2,014 -380 4,515 -379 5,854 1,255 1,786 6,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 25.5 0.6 48.0 39.2 72.7 65.3 27.3 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
36 35 7 29 25 67 65
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 39,084
COMMITMENTS
9,022 3,401 6 23,527 25,681 32,555 29,088 6,529 9,996
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 2,468)
-308 873 0 3,851 -7 3,543 866 -1,075 1,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 8.7 0.0 60.2 65.7 83.3 74.4 16.7 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 1 10 13 13 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,172,516
COMMITMENTS
835,777 1084247 1039748 5334814 4589663 7210339 6713658 962,177 1458858
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 315,048)
-23,659 293,818 79,467 155,359 -88,734 211,167 284,551 103,881 30,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 13.3 12.7 65.3 56.2 88.2 82.1 11.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
49 65 86 120 142 214 255
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 630,502
COMMITMENTS
49,777 61,079 1,906 447,967 469,653 499,650 532,638 130,852 97,864
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -4,611)
423 643 -239 -3,036 -869 -2,852 -465 -1,759 -4,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 9.7 0.3 71.0 74.5 79.2 84.5 20.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
30 36 16 81 63 120 106
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 956,849
COMMITMENTS
187,216 245,858 20,480 501,267 572,196 708,963 838,534 247,886 118,315
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 8,342)
6,646 9,058 10,033 8,305 -26,945 24,984 -7,854 -16,642 16,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 25.7 2.1 52.4 59.8 74.1 87.6 25.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
42 56 16 56 58 109 119
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,780
COMMITMENTS
1,940 427 0 6,660 11,324 8,600 11,751 4,180 1,029
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 159)
154 0 0 -332 -145 -178 -145 337 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 3.3 0.0 52.1 88.6 67.3 91.9 32.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 1 0 18 14 23 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 33,351
COMMITMENTS
7,323 3,681 98 21,655 25,512 29,076 29,291 4,275 4,060
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 3,322)
1,126 -1,427 30 1,708 5,267 2,864 3,870 458 -548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 11.0 0.3 64.9 76.5 87.2 87.8 12.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 4 1 20 21 27 26
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 56,366
COMMITMENTS
9,452 9,622 1,198 28,581 35,546 39,231 46,366 17,135 10,000
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -56)
3,934 -3,154 955 -1,297 825 3,592 -1,374 -3,648 1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 17.1 2.1 50.7 63.1 69.6 82.3 30.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
13 16 1 32 23 46 39
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 269,833
COMMITMENTS
106,204 81,610 2,568 128,308 119,632 237,080 203,810 32,753 66,023
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 4,240)
17,695 -3,715 -264 -31,923 16,005 -14,492 12,026 18,732 -7,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 30.2 1.0 47.6 44.3 87.9 75.5 12.1 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
66 60 10 37 36 108 101
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 69,587
COMMITMENTS
29,452 582 0 16,799 60,544 46,251 61,126 23,336 8,461
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 6,406)
5,925 0 0 96 6,432 6,021 6,432 385 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 0.8 0.0 24.1 87.0 66.5 87.8 33.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
16 1 0 9 13 25 14
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 32,198
COMMITMENTS
669 6,045 0 26,744 21,574 27,413 27,619 4,785 4,579
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 601)
-3 156 0 580 376 577 532 24 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.1 18.8 0.0 83.1 67.0 85.1 85.8 14.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
1 14 0 31 28 32 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 230,566
COMMITMENTS
17,026 52,858 122 204,653 161,884 221,801 214,864 8,765 15,702
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 9,967)
3,273 3,732 -227 5,169 3,939 8,215 7,444 1,752 2,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 22.9 0.1 88.8 70.2 96.2 93.2 3.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
19 44 3 37 47 58 92
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 52,991
COMMITMENTS
17,033 17,304 1,140 22,349 29,008 40,522 47,452 12,469 5,539
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 443)
-3,211 -2,051 891 2,099 2,043 -221 883 664 -440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 32.7 2.2 42.2 54.7 76.5 89.5 23.5 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
29 18 3 19 23 48 44
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 35,013
COMMITMENTS
8,548 3,119 626 22,107 2,526 31,281 6,271 3,732 28,742
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: 1,307)
-2,502 1,246 305 2,745 488 548 2,039 759 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 8.9 1.8 63.1 7.2 89.3 17.9 10.7 82.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 3 1 10 4 24 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/04/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 36,299
COMMITMENTS
1,819 2,796 150 17,579 29,143 19,548 32,089 16,751 4,210
CHANGES FROM 09/27/05 (CHANGE IN OPEN INTEREST: -1,820)
-465 100 150 1,474 -1,569 1,159 -1,319 -2,979 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 7.7 0.4 48.4 80.3 53.9 88.4 46.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 10 1 20 26 24 37
Updated October 7, 2005