MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,897
COMMITMENTS
529 2,905 382 15,048 8,717 15,959 12,004 4,938 8,893
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 891)
366 184 -87 225 468 504 565 387 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 13.9 1.8 72.0 41.7 76.4 57.4 23.6 42.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 8 8 16 13 25 25
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 120,458
COMMITMENTS
24,892 12,163 27,044 51,193 51,347 103,129 90,554 17,329 29,904
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -7,767)
-4,301 -2,941 -508 -767 -3,047 -5,576 -6,496 -2,191 -1,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 10.1 22.5 42.5 42.6 85.6 75.2 14.4 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
61 47 69 25 43 134 130
FRZN PORK BELLIES - CHICAGO MERCANTILE EXCHANGE Code-056641
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 2,078
COMMITMENTS
388 758 386 516 209 1,290 1,353 788 725
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 261)
85 151 99 37 66 221 316 40 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 36.5 18.6 24.8 10.1 62.1 65.1 37.9 34.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 15 6 5 4 17 23
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 198,245
COMMITMENTS
68,848 19,584 25,824 80,056 93,935 174,728 139,343 23,517 58,902
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -921)
837 1,655 -1,054 -2,467 -2,746 -2,684 -2,145 1,763 1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 9.9 13.0 40.4 47.4 88.1 70.3 11.9 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
92 40 55 68 128 199 197
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 5,113
COMMITMENTS
2,079 400 223 938 2,981 3,240 3,604 1,873 1,509
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 25)
59 43 18 -25 -94 52 -33 -27 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 7.8 4.4 18.3 58.3 63.4 70.5 36.6 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
23 8 8 16 29 44 40
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,994
COMMITMENTS
14,657 2,822 3,327 8,708 9,521 26,692 15,670 5,302 16,324
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 941)
374 -79 -285 671 970 760 606 181 335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.8 8.8 10.4 27.2 29.8 83.4 49.0 16.6 51.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
47 19 20 40 55 100 85
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 137,619
COMMITMENTS
55,542 7,431 1,889 46,157 103,345 103,588 112,665 34,031 24,954
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -4,831)
-10,926 -2,854 -1,402 12,260 -8,207 -68 -12,463 -4,763 7,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 5.4 1.4 33.5 75.1 75.3 81.9 24.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
37 8 6 29 25 66 39
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 75,904
COMMITMENTS
5,247 39,314 0 61,359 15,858 66,606 55,172 9,298 20,732
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -38,005)
-8,690 -14,484 -1,635 -25,912 -21,548 -36,237 -37,667 -1,768 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 51.8 0.0 80.8 20.9 87.8 72.7 12.2 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 18 0 12 13 16 31
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 93,855
COMMITMENTS
42,265 5,976 372 45,446 84,142 88,083 90,490 5,772 3,365
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -44,419)
-30,974 327 -1,585 -6,855 -41,110 -39,414 -42,368 -5,005 -2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 6.4 0.4 48.4 89.7 93.9 96.4 6.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
42 10 2 14 14 56 26
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 70,230
COMMITMENTS
9,425 17,617 95 43,997 36,623 53,517 54,335 16,713 15,895
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -41,038)
-4,161 -3,825 -729 -35,831 -33,308 -40,721 -37,862 -317 -3,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 25.1 0.1 62.6 52.1 76.2 77.4 23.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 13 1 18 15 29 28
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 139,503
COMMITMENTS
12,322 38,427 72 103,665 70,812 116,059 109,311 23,444 30,192
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -104,096)
-9,899 -55,857 -2,229 -84,926 -42,101 -97,054 -100,187 -7,042 -3,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 27.5 0.1 74.3 50.8 83.2 78.4 16.8 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
18 28 1 20 22 39 50
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 123,445
COMMITMENTS
24,852 20,348 2,443 50,514 58,508 77,809 81,299 45,636 42,146
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -68,947)
-3,236 -8,803 -317 -67,157 -55,842 -70,710 -64,962 1,763 -3,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 16.5 2.0 40.9 47.4 63.0 65.9 37.0 34.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
32 29 9 23 22 61 55
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 42,695
COMMITMENTS
14,393 721 0 20,616 32,961 35,009 33,682 7,686 9,013
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 1.7 0.0 48.3 77.2 82.0 78.9 18.0 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 8 13 11 14
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 8,467,960
COMMITMENTS
978,577 988,922 1150805 5540126 5041828 7669508 7181555 798,452 1286405
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -1,009,694)
-55,853 -258,975 -223,810 -625,889 -413,966 -905,552 -896,751 -104,142 -112,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 11.7 13.6 65.4 59.5 90.6 84.8 9.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
53 50 81 117 136 211 239
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 639,013
COMMITMENTS
54,609 44,195 1,903 448,121 483,896 504,633 529,994 134,380 109,019
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -117,319)
-3,528 -26,626 -12,964 -77,188 -48,389 -93,680 -87,979 -23,639 -29,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 6.9 0.3 70.1 75.7 79.0 82.9 21.0 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
30 29 8 79 57 114 90
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,013,365
COMMITMENTS
195,126 262,901 7,284 481,824 647,999 684,234 918,184 329,131 95,181
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -488,911)
-99,504 7,805 -126,888 -192,803 -342,014 -419,195 -461,097 -69,716 -27,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 25.9 0.7 47.5 63.9 67.5 90.6 32.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
50 53 12 56 55 114 112
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,122
COMMITMENTS
1,624 1,052 0 5,744 10,070 7,368 11,122 4,754 1,000
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -5,163)
-144 -434 -41 -2,364 -3,980 -2,549 -4,455 -2,614 -708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 8.7 0.0 47.4 83.1 60.8 91.8 39.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 2 0 14 12 17 14
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 41,605
COMMITMENTS
8,131 11,881 0 28,681 25,566 36,812 37,447 4,793 4,158
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -17,964)
-1,263 3,124 -1,533 -12,305 -7,721 -15,101 -6,130 -2,863 -11,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 28.6 0.0 68.9 61.4 88.5 90.0 11.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 8 0 19 15 25 23
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 54,376
COMMITMENTS
14,418 7,800 0 28,052 40,648 42,470 48,448 11,906 5,928
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -29,445)
-1,385 -1,503 -3,668 -25,244 -16,201 -30,297 -21,372 852 -8,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 14.3 0.0 51.6 74.8 78.1 89.1 21.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
12 12 0 33 24 45 36
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 282,498
COMMITMENTS
125,572 85,020 9,152 125,756 159,247 260,480 253,419 22,018 29,079
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -219,914)
-45,227 -29,950 -12,534 -123,823 -179,060 -181,584 -221,544 -38,330 1,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.5 30.1 3.2 44.5 56.4 92.2 89.7 7.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
71 54 9 43 33 118 92
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 43,315
COMMITMENTS
14,497 6,588 0 13,740 25,054 28,237 31,642 15,078 11,673
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -39,502)
-9,393 2,980 -2,150 -21,087 -39,934 -32,630 -39,104 -6,872 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 15.2 0.0 31.7 57.8 65.2 73.1 34.8 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 6 0 10 11 24 17
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 28,834
COMMITMENTS
4,864 5,008 2 19,215 15,573 24,081 20,583 4,753 8,251
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -21,485)
2,453 -506 -2,118 -16,207 -17,395 -15,872 -20,019 -5,613 -1,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 17.4 0.0 66.6 54.0 83.5 71.4 16.5 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
1 11 1 29 23 31 34
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 266,732
COMMITMENTS
27,428 46,987 988 210,511 208,692 238,927 256,667 27,805 10,065
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -94,068)
5,359 2,299 -14,395 -87,396 -67,684 -96,432 -79,780 2,364 -14,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 17.6 0.4 78.9 78.2 89.6 96.2 10.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
30 50 3 35 44 65 97
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 53,941
COMMITMENTS
14,306 19,860 230 26,034 26,819 40,570 46,909 13,371 7,032
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: 933)
-1,379 -1,811 230 -1,247 904 -2,396 -677 3,329 1,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 36.8 0.4 48.3 49.7 75.2 87.0 24.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
25 20 3 19 20 46 41
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 31,881
COMMITMENTS
18,660 2,457 0 8,627 5,808 27,287 8,265 4,594 23,616
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -2,268)
-2,773 -1,025 0 3,671 1,496 898 471 -3,166 -2,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.5 7.7 0.0 27.1 18.2 85.6 25.9 14.4 74.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 5 0 11 10 24 15
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
FUTURES ONLY POSITIONS AS OF 12/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 36,948
COMMITMENTS
442 1,876 1,106 17,205 27,060 18,753 30,042 18,195 6,906
CHANGES FROM 12/13/05 (CHANGE IN OPEN INTEREST: -8,196)
-2,225 -320 -100 -2,769 -8,366 -5,094 -8,786 -3,102 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.2 5.1 3.0 46.6 73.2 50.8 81.3 49.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
3 8 2 18 23 23 32
Updated December 23, 2005