MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 18,916
COMMITMENTS
196 2,455 439 13,061 8,214 13,696 11,108 5,220 7,808
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,865)
-683 -2 -58 -805 -1,360 -1,546 -1,420 -319 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 13.0 2.3 69.0 43.4 72.4 58.7 27.6 41.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 8 7 17 13 25 23
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 111,740
COMMITMENTS
25,055 23,993 21,454 48,995 35,769 95,504 81,216 16,236 30,524
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,614)
2,215 127 -4,361 -252 2,200 -2,398 -2,034 784 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 21.5 19.2 43.8 32.0 85.5 72.7 14.5 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
47 53 58 29 40 124 121
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 1,315
COMMITMENTS
400 373 37 272 186 709 596 606 719
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -96)
11 4 -82 -29 57 -100 -21 4 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 28.4 2.8 20.7 14.1 53.9 45.3 46.1 54.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 10 1 3 3 11 13
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 166,183
COMMITMENTS
53,997 18,117 21,679 70,047 76,137 145,723 115,933 20,460 50,250
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,877)
2,572 1,335 -3,197 -2,256 -3,033 -2,881 -4,895 1,004 3,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 10.9 13.0 42.2 45.8 87.7 69.8 12.3 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
74 45 54 63 110 171 185
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,475
COMMITMENTS
2,058 308 211 509 2,241 2,778 2,760 1,697 1,715
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 796)
588 -247 61 -54 756 595 570 201 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.0 6.9 4.7 11.4 50.1 62.1 61.7 37.9 38.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
22 11 10 10 24 39 38
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 28,240
COMMITMENTS
11,958 3,863 3,571 7,762 7,219 23,291 14,653 4,949 13,587
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 708)
795 490 -219 46 -585 622 -314 86 1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 13.7 12.6 27.5 25.6 82.5 51.9 17.5 48.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
45 22 24 32 44 94 79
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 104,351
COMMITMENTS
37,234 10,894 775 36,159 64,385 74,168 76,054 30,183 28,297
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -3,875)
-7,201 3,619 -17 5,998 -18,411 -1,220 -14,809 -2,655 10,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 10.4 0.7 34.7 61.7 71.1 72.9 28.9 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
26 15 6 19 23 48 41
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 84,753
COMMITMENTS
13,830 48,500 0 63,424 12,442 77,254 60,942 7,499 23,811
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 15,179)
193 13,084 -55 16,239 1,068 16,377 14,097 -1,198 1,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 57.2 0.0 74.8 14.7 91.2 71.9 8.8 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
4 29 0 19 8 23 37
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 91,692
COMMITMENTS
67,361 5,207 0 17,982 82,968 85,343 88,175 6,349 3,517
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 21,802)
18,309 76 0 3,378 22,693 21,687 22,769 115 -967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.5 5.7 0.0 19.6 90.5 93.1 96.2 6.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
54 9 0 17 19 71 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 80,390
COMMITMENTS
10,489 29,859 4 53,470 28,012 63,963 57,875 16,427 22,515
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 10,807)
1,326 6,387 -2 9,051 728 10,375 7,113 432 3,694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 37.1 0.0 66.5 34.8 79.6 72.0 20.4 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
9 15 1 21 13 31 28
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 197,715
COMMITMENTS
19,428 84,056 884 152,664 80,124 172,976 165,064 24,739 32,651
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,912)
-434 -2,108 809 2,438 5,367 2,813 4,068 -901 -2,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 42.5 0.4 77.2 40.5 87.5 83.5 12.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
24 45 4 28 19 53 67
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 159,878
COMMITMENTS
29,558 36,185 1,375 81,207 68,774 112,140 106,334 47,738 53,544
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 15,572)
3,126 16,751 457 7,638 -6,416 11,221 10,792 4,351 4,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 22.6 0.9 50.8 43.0 70.1 66.5 29.9 33.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
33 35 8 25 25 62 65
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 36,994
COMMITMENTS
7,467 721 0 25,262 28,487 32,729 29,208 4,265 7,786
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -2,949)
-1,594 0 -500 -1,939 -4,591 -4,033 -5,091 1,084 2,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 1.9 0.0 68.3 77.0 88.5 79.0 11.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 1 0 11 15 13 16
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 9,194,720
COMMITMENTS
1038534 1232759 1300971 5932895 5146591 8272400 7680321 922,320 1514399
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 297,373)
119,829 124,821 52,839 133,302 112,076 305,970 289,736 -8,597 7,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 13.4 14.1 64.5 56.0 90.0 83.5 10.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
63 66 94 128 146 237 270
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 654,135
COMMITMENTS
57,116 65,796 2,990 462,928 468,246 523,034 537,032 131,101 117,103
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 2,147)
-1,327 -4,508 -517 -6,922 797 -8,766 -4,228 10,913 6,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 10.1 0.5 70.8 71.6 80.0 82.1 20.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
33 36 15 84 63 126 105
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,136,772
COMMITMENTS
164,015 331,866 20,381 639,566 678,045 823,962 1030292 312,810 106,480
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 28,799)
2,880 24,280 899 29,584 18,532 33,363 43,711 -4,564 -14,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 29.2 1.8 56.3 59.6 72.5 90.6 27.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
50 53 16 61 60 120 120
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,198
COMMITMENTS
1,277 649 0 6,676 11,318 7,953 11,967 5,245 1,231
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 95)
-46 -12 0 218 97 172 85 -77 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 4.9 0.0 50.6 85.8 60.3 90.7 39.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
2 2 0 17 15 19 17
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 39,059
COMMITMENTS
7,096 9,182 0 26,679 22,935 33,775 32,117 5,284 6,942
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,080)
286 -643 0 623 3,226 909 2,583 171 -1,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 23.5 0.0 68.3 58.7 86.5 82.2 13.5 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 6 0 18 17 23 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 62,037
COMMITMENTS
11,070 13,146 56 33,637 37,908 44,763 51,110 17,274 10,927
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -402)
2,252 -445 56 78 -1,784 2,386 -2,173 -2,788 1,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 21.2 0.1 54.2 61.1 72.2 82.4 27.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
12 15 1 37 24 50 39
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 348,468
COMMITMENTS
109,127 94,421 4,600 214,262 191,324 327,989 290,345 20,479 58,123
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -27,141)
40,497 -44,206 -6,741 -62,545 45,492 -28,789 -5,455 1,648 -21,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 27.1 1.3 61.5 54.9 94.1 83.3 5.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
70 70 13 41 40 118 116
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 68,200
COMMITMENTS
17,183 13,112 0 36,510 39,067 53,693 52,179 14,507 16,021
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 6,957)
2,560 2,525 0 4,579 635 7,139 3,160 -182 3,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 19.2 0.0 53.5 57.3 78.7 76.5 21.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 11 0 14 15 22 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 37,586
COMMITMENTS
1,508 5,994 0 31,700 23,279 33,208 29,273 4,378 8,313
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 1,645)
608 -433 0 305 -371 913 -804 732 2,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 15.9 0.0 84.3 61.9 88.4 77.9 11.6 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
2 15 0 32 27 34 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 284,688
COMMITMENTS
16,447 59,865 2,587 242,940 211,431 261,974 273,883 22,714 10,805
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -2,115)
2,963 -2,455 -160 -12,149 -123 -9,346 -2,738 7,231 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 21.0 0.9 85.3 74.3 92.0 96.2 8.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
25 49 8 39 47 70 98
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 65,904
COMMITMENTS
20,925 23,872 1,246 32,797 35,495 54,968 60,613 10,936 5,291
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 6,885)
2,637 6,624 824 4,302 97 7,763 7,545 -878 -660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 36.2 1.9 49.8 53.9 83.4 92.0 16.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 26 2 22 23 54 50
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 46,126
COMMITMENTS
17,192 3,618 4 24,434 7,462 41,630 11,084 4,496 35,042
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: 6,719)
5,528 2,021 0 1,308 1,742 6,836 3,763 -117 2,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 7.8 0.0 53.0 16.2 90.3 24.0 9.7 76.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
18 9 1 11 11 30 20
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 11/08/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 35,652
COMMITMENTS
1,579 1,694 136 18,828 28,012 20,543 29,842 15,109 5,810
CHANGES FROM 11/01/05 (CHANGE IN OPEN INTEREST: -1,832)
-30 -44 7 491 -1,509 468 -1,546 -2,300 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 4.8 0.4 52.8 78.6 57.6 83.7 42.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
3 8 2 19 27 23 37
Updated October 14, 2005