MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,997
COMMITMENTS
225 2,405 522 12,930 8,678 13,677 11,605 5,320 7,392
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,320)
-141 309 121 921 195 901 625 419 695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 12.7 2.7 68.1 45.7 72.0 61.1 28.0 38.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 9 8 18 13 28 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 118,777
COMMITMENTS
26,927 24,644 23,401 50,012 34,486 100,340 82,531 18,437 36,246
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 5,334)
2,442 1,288 944 1,107 410 4,493 2,642 841 2,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 20.7 19.7 42.1 29.0 84.5 69.5 15.5 30.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
57 46 54 26 42 128 108
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,714
COMMITMENTS
1,033 500 14 137 123 1,184 637 530 1,077
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 629)
449 153 7 112 77 568 237 61 392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 29.2 0.8 8.0 7.2 69.1 37.2 30.9 62.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
10 11 1 2 3 13 14
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 168,999
COMMITMENTS
54,490 21,050 24,380 70,168 76,619 149,038 122,049 19,961 46,950
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 4,290)
3,619 -1,600 2,452 -1,488 1,047 4,583 1,899 -293 2,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 12.5 14.4 41.5 45.3 88.2 72.2 11.8 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
77 48 56 60 108 173 192
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 3,883
COMMITMENTS
1,101 872 184 825 1,091 2,110 2,147 1,773 1,736
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -85)
-83 99 -27 121 -226 11 -154 -96 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 22.5 4.7 21.2 28.1 54.3 55.3 45.7 44.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
16 16 8 11 19 32 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,802
COMMITMENTS
12,166 2,384 4,207 6,967 9,331 23,340 15,922 5,462 12,880
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -1,474)
401 -95 -916 -644 -727 -1,159 -1,738 -315 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 8.3 14.6 24.2 32.4 81.0 55.3 19.0 44.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
45 22 25 32 44 95 79
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 109,147
COMMITMENTS
50,532 6,941 785 25,071 82,681 76,388 90,407 32,759 18,740
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 969)
3,506 -2,054 23 -214 30 3,315 -2,001 -2,346 2,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 6.4 0.7 23.0 75.8 70.0 82.8 30.0 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
31 15 5 18 22 51 40
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 72,377
COMMITMENTS
13,572 38,859 0 52,286 12,327 65,858 51,186 6,519 21,191
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -15,402)
3,599 -18,240 0 -17,667 3,443 -14,068 -14,797 -1,334 -605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 53.7 0.0 72.2 17.0 91.0 70.7 9.0 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 24 0 15 8 19 32
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 75,577
COMMITMENTS
53,443 5,509 55 15,032 63,855 68,530 69,419 7,047 6,158
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -5,709)
-6,725 1,615 55 672 -8,805 -5,998 -7,135 289 1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.7 7.3 0.1 19.9 84.5 90.7 91.9 9.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
48 8 1 18 15 66 24
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 89,400
COMMITMENTS
13,716 36,761 4 56,373 32,485 70,093 69,250 19,307 20,150
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -489)
-6,358 -173 0 2,816 -2,105 -3,542 -2,278 3,053 1,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 41.1 0.0 63.1 36.3 78.4 77.5 21.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 16 1 19 14 33 30
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 176,161
COMMITMENTS
18,745 84,780 43 129,505 56,348 148,293 141,171 27,868 34,990
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 8,182)
2,393 5,129 0 3,524 -68 5,917 5,061 2,265 3,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 48.1 0.0 73.5 32.0 84.2 80.1 15.8 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
23 42 2 28 18 52 61
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 130,998
COMMITMENTS
30,103 25,311 1,245 61,280 58,641 92,628 85,197 38,370 45,801
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -12,340)
-4,543 -11,233 433 -7,498 2,445 -11,608 -8,355 -732 -3,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 19.3 1.0 46.8 44.8 70.7 65.0 29.3 35.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
36 27 10 27 24 66 58
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,438
COMMITMENTS
5,592 508 0 2,499 7,855 8,091 8,363 1,347 1,075
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.2 5.4 0.0 26.5 83.2 85.7 88.6 14.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 3 0 6 8 10 11
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 41,071
COMMITMENTS
9,605 2,787 1,360 23,251 29,257 34,216 33,404 6,855 7,667
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,987)
583 -614 1,354 -276 3,576 1,661 4,316 326 -2,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 6.8 3.3 56.6 71.2 83.3 81.3 16.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 2 11 14 15 18
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,351,996
COMMITMENTS
930,119 1087731 1088081 5431390 4772804 7449590 6948616 902,406 1403380
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 179,480)
94,342 3,484 48,333 96,576 183,141 239,251 234,958 -59,771 -55,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 13.0 13.0 65.0 57.1 89.2 83.2 10.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
53 65 90 120 146 218 263
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 635,003
COMMITMENTS
53,434 65,820 1,853 452,054 471,500 507,341 539,173 127,662 95,830
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 4,501)
3,657 4,741 -53 4,087 1,847 7,691 6,535 -3,190 -2,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 10.4 0.3 71.2 74.3 79.9 84.9 20.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
30 42 15 80 64 119 112
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 983,451
COMMITMENTS
196,817 256,012 17,977 551,669 606,977 766,463 880,966 216,988 102,485
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 26,602)
9,601 10,154 -2,503 50,402 34,781 57,500 42,432 -30,898 -15,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 26.0 1.8 56.1 61.7 77.9 89.6 22.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
44 54 16 64 54 118 114
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,792
COMMITMENTS
1,191 427 0 6,807 11,278 7,998 11,705 4,794 1,087
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 12)
-749 0 0 147 -46 -602 -46 614 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 3.3 0.0 53.2 88.2 62.5 91.5 37.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 1 0 19 15 21 16
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 34,408
COMMITMENTS
7,641 4,999 0 23,630 23,086 31,271 28,085 3,137 6,323
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,057)
318 1,318 -98 1,975 -2,426 2,195 -1,206 -1,138 2,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 14.5 0.0 68.7 67.1 90.9 81.6 9.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 5 0 20 18 26 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 59,669
COMMITMENTS
7,327 12,239 1,004 29,996 36,905 38,327 50,148 21,342 9,521
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 3,303)
-2,125 2,617 -194 1,415 1,359 -904 3,782 4,207 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 20.5 1.7 50.3 61.8 64.2 84.0 35.8 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
12 18 2 30 28 44 46
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 346,981
COMMITMENTS
99,262 157,029 3,071 223,059 106,946 325,392 267,046 21,589 79,935
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 77,148)
-6,942 75,419 503 94,751 -12,686 88,312 63,236 -11,164 13,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 45.3 0.9 64.3 30.8 93.8 77.0 6.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
63 59 10 46 29 117 90
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 60,128
COMMITMENTS
18,844 1,916 0 21,722 48,964 40,566 50,880 19,562 9,248
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -9,459)
-10,608 1,334 0 4,923 -11,580 -5,685 -10,246 -3,774 787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 3.2 0.0 36.1 81.4 67.5 84.6 32.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 2 0 13 15 24 17
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 33,808
COMMITMENTS
866 6,347 0 27,739 22,725 28,605 29,072 5,203 4,736
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 1,610)
197 302 0 995 1,151 1,192 1,453 418 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 18.8 0.0 82.0 67.2 84.6 86.0 15.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
1 14 0 31 27 32 41
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 255,894
COMMITMENTS
12,550 56,449 1,719 230,749 178,118 245,018 236,286 10,876 19,608
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 25,328)
-4,476 3,591 1,597 26,096 16,234 23,217 21,422 2,111 3,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 22.1 0.7 90.2 69.6 95.7 92.3 4.3 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
17 44 5 36 46 58 90
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 57,777
COMMITMENTS
17,701 17,452 1,116 26,917 31,458 45,734 50,026 12,043 7,751
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 4,786)
668 148 -24 4,568 2,450 5,212 2,574 -426 2,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 30.2 1.9 46.6 54.4 79.2 86.6 20.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
29 19 3 20 22 50 43
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 40,021
COMMITMENTS
10,585 2,070 145 22,793 3,133 33,523 5,348 6,498 34,673
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: 5,008)
2,037 -1,049 -481 686 607 2,242 -923 2,766 5,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 5.2 0.4 57.0 7.8 83.8 13.4 16.2 86.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
15 3 1 8 6 24 9
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 10/11/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 32,851
COMMITMENTS
1,609 2,719 0 15,931 27,335 17,540 30,054 15,311 2,797
CHANGES FROM 10/04/05 (CHANGE IN OPEN INTEREST: -3,448)
-210 -77 -150 -1,648 -1,808 -2,008 -2,035 -1,440 -1,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 8.3 0.0 48.5 83.2 53.4 91.5 46.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 10 0 16 24 19 34
Updated October 14, 2005