MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 20,965
COMMITMENTS
893 2,239 1,796 13,168 10,593 15,857 14,628 5,108 6,337
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -3,076)
-296 -196 -387 -2,076 -1,751 -2,759 -2,333 -317 -743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 10.7 8.6 62.8 50.5 75.6 69.8 24.4 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 4 11 21 18 33 30
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 112,600
COMMITMENTS
20,557 18,294 27,456 48,431 32,025 96,444 77,775 16,156 34,826
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,304)
2,374 -1,417 1,009 -879 2,095 2,504 1,686 800 1,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 16.2 24.4 43.0 28.4 85.7 69.1 14.3 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
46 43 58 27 34 119 101
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 153,261
COMMITMENTS
37,098 33,509 21,038 74,551 62,507 132,686 117,054 20,574 36,207
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,271)
2,005 -1,645 559 -2,181 126 383 -959 888 2,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 21.9 13.7 48.6 40.8 86.6 76.4 13.4 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
44 66 54 70 93 149 185
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,477
COMMITMENTS
971 1,598 374 863 632 2,208 2,604 2,269 1,873
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -378)
-22 -305 96 -352 -80 -278 -290 -99 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 35.7 8.3 19.3 14.1 49.3 58.2 50.7 41.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 12 8 13 12 30 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 29,377
COMMITMENTS
12,443 3,440 4,912 7,052 8,945 24,407 17,297 4,970 12,080
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 100)
475 -614 -212 -208 485 55 -342 44 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 11.7 16.7 24.0 30.5 83.1 58.9 16.9 41.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
46 20 31 37 35 105 70
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 126,451
COMMITMENTS
47,550 16,892 2,802 44,619 89,886 94,971 109,580 31,480 16,871
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 6,812)
1,172 127 1,489 3,600 6,561 6,261 8,177 551 -1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.6 13.4 2.2 35.3 71.1 75.1 86.7 24.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
28 15 10 26 26 61 44
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 62,100
COMMITMENTS
14,944 15,729 522 36,899 37,451 52,365 53,702 9,735 8,398
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -6,165)
10,936 -20,155 521 -26,682 14,716 -15,225 -4,918 9,060 -1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 25.3 0.8 59.4 60.3 84.3 86.5 15.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 12 2 7 16 17 29
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 75,882
COMMITMENTS
45,022 1,944 687 26,283 66,784 71,993 69,415 3,890 6,467
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 5,040)
5,247 -2,951 194 -1,327 8,373 4,114 5,616 926 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.3 2.6 0.9 34.6 88.0 94.9 91.5 5.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
43 9 5 19 16 64 28
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 84,622
COMMITMENTS
25,861 14,842 1,564 38,817 62,622 66,242 79,028 18,380 5,594
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 4,213)
7,492 -6,019 880 -6,650 14,809 1,722 9,670 2,490 -5,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 17.5 1.8 45.9 74.0 78.3 93.4 21.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 18 6 20 24 41 43
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 204,091
COMMITMENTS
6,334 42,715 5,718 174,048 141,357 186,100 189,789 17,991 14,301
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -1,413)
350 -13,567 377 -4,846 14,691 -4,120 1,500 2,707 -2,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.1 20.9 2.8 85.3 69.3 91.2 93.0 8.8 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
12 30 9 28 35 46 68
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 193,835
COMMITMENTS
38,968 15,060 16,820 87,970 116,549 143,758 148,430 50,077 45,405
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,455)
13,501 -15,405 2,691 -9,743 21,814 6,449 9,099 6,006 3,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 7.8 8.7 45.4 60.1 74.2 76.6 25.8 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
43 25 32 32 31 89 74
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 9,596
COMMITMENTS
5,251 0 0 3,051 8,610 8,302 8,610 1,294 986
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 186)
374 0 0 -201 415 173 415 13 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.7 0.0 0.0 31.8 89.7 86.5 89.7 13.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 0 0 5 10 12 10
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,067,830
COMMITMENTS
980,159 734,213 4705793 7158314 6810125 12844266 12250131 1223564 1817699
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 138,477)
142,171 -327,860 442,474 -533,117 1,696 51,529 116,310 86,948 22,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 5.2 33.5 50.9 48.4 91.3 87.1 8.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
61 67 107 154 154 271 275
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 754,759
COMMITMENTS
46,392 58,867 49,959 499,849 527,987 596,201 636,813 158,559 117,946
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 22,436)
-4,891 -3,813 1,402 18,256 14,224 14,767 11,813 7,669 10,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.8 6.6 66.2 70.0 79.0 84.4 21.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
45 46 63 91 70 174 142
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,237,813
COMMITMENTS
208,712 359,203 69,030 690,012 699,708 967,753 1127940 270,061 109,873
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 100,330)
23,591 36,073 27,185 21,885 43,094 72,661 106,353 27,669 -6,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 29.0 5.6 55.7 56.5 78.2 91.1 21.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
45 70 38 66 72 141 150
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 13,498
COMMITMENTS
1,439 530 0 7,579 10,344 9,018 10,874 4,480 2,624
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 664)
410 0 0 728 119 1,138 119 -474 545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 3.9 0.0 56.1 76.6 66.8 80.6 33.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 1 0 18 14 22 15
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 35,682
COMMITMENTS
7,610 1,751 116 18,016 31,618 25,742 33,485 9,940 2,197
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 1,186)
171 -416 115 -1,128 1,525 -842 1,224 2,028 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 4.9 0.3 50.5 88.6 72.1 93.8 27.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 4 2 20 17 26 22
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 58,947
COMMITMENTS
6,429 16,164 433 34,433 33,722 41,295 50,318 17,652 8,629
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 384)
365 107 42 3,646 494 4,053 643 -3,670 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 27.4 0.7 58.4 57.2 70.1 85.4 29.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 21 2 35 31 48 53
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 335,346
COMMITMENTS
114,184 79,329 3,399 197,324 196,425 314,907 279,152 20,440 56,194
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -55)
7,819 -12,164 1,729 -14,032 22,328 -4,484 11,893 4,429 -11,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 23.7 1.0 58.8 58.6 93.9 83.2 6.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
70 57 15 44 41 123 105
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 66,254
COMMITMENTS
20,798 1,465 0 31,270 56,690 52,068 58,155 14,186 8,099
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 3,673)
6,656 -1,812 0 -4,059 6,584 2,597 4,772 1,076 -1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 2.2 0.0 47.2 85.6 78.6 87.8 21.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 2 0 15 19 29 21
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 38,156
COMMITMENTS
221 6,145 55 32,158 25,855 32,434 32,055 5,722 6,100
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 932)
-559 -77 55 988 1,160 484 1,138 448 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 16.1 0.1 84.3 67.8 85.0 84.0 15.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
1 15 1 29 28 31 43
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 243,437
COMMITMENTS
19,952 49,184 3,705 205,963 179,112 229,620 232,002 13,817 11,435
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: -8,304)
4,001 -4,433 1,186 -15,142 -4,727 -9,954 -7,974 1,650 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 20.2 1.5 84.6 73.6 94.3 95.3 5.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
24 45 21 37 50 75 103
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 67,196
COMMITMENTS
19,760 13,132 6,800 22,698 34,741 49,258 54,673 17,938 12,523
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 12,164)
369 202 6,293 3,639 3,101 10,301 9,596 1,863 2,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 19.5 10.1 33.8 51.7 73.3 81.4 26.7 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
24 20 16 23 28 58 55
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 39,046
COMMITMENTS
6,944 2,485 3,489 20,827 10,982 31,260 16,956 7,786 22,090
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 7,513)
388 596 3,310 1,649 -385 5,347 3,521 2,166 3,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 6.4 8.9 53.3 28.1 80.1 43.4 19.9 56.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 5 9 13 10 28 23
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/06/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,488
COMMITMENTS
1,498 2,906 0 19,548 28,546 21,046 31,452 18,442 8,036
CHANGES FROM 08/30/05 (CHANGE IN OPEN INTEREST: 2,039)
-212 -164 -45 929 3,391 672 3,182 1,367 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 7.4 0.0 49.5 72.3 53.3 79.6 46.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 10 0 16 24 20 34
Updated September 9, 2005