MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 21,406
COMMITMENTS
945 2,025 1,784 13,035 10,808 15,763 14,617 5,643 6,788
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 441)
52 -214 -12 -134 216 -94 -11 534 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 9.5 8.3 60.9 50.5 73.6 68.3 26.4 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 5 10 20 17 31 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 112,056
COMMITMENTS
20,713 17,715 24,766 48,533 33,893 94,013 76,374 18,044 35,682
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -544)
156 -579 -2,690 102 1,868 -2,431 -1,400 1,887 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 15.8 22.1 43.3 30.2 83.9 68.2 16.1 31.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
44 42 55 28 39 117 102
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 161,249
COMMITMENTS
37,255 21,368 28,126 74,426 69,396 139,807 118,890 21,442 42,359
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 7,988)
157 -12,141 7,089 -125 6,889 7,120 1,836 868 6,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 13.3 17.4 46.2 43.0 86.7 73.7 13.3 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
59 54 61 70 101 164 191
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,337
COMMITMENTS
1,280 1,633 257 621 572 2,158 2,462 2,180 1,876
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -140)
309 34 -117 -242 -60 -51 -143 -89 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 37.6 5.9 14.3 13.2 49.7 56.8 50.3 43.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
16 13 8 13 13 32 31
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 30,854
COMMITMENTS
13,411 2,422 5,529 6,839 9,034 25,779 16,986 5,075 13,869
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 1,477)
968 -1,017 617 -213 89 1,372 -312 105 1,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 7.9 17.9 22.2 29.3 83.6 55.1 16.4 44.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
53 20 25 39 46 108 78
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 146,666
COMMITMENTS
46,963 16,382 2,807 60,410 107,533 110,179 126,722 36,487 19,945
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 20,216)
-587 -511 5 15,790 17,648 15,208 17,142 5,007 3,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 11.2 1.9 41.2 73.3 75.1 86.4 24.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
29 14 10 30 30 64 49
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 61,242
COMMITMENTS
4,175 19,141 147 43,370 29,536 47,692 48,824 13,550 12,418
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -857)
-10,769 3,412 -375 6,471 -7,915 -4,673 -4,878 3,816 4,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 31.3 0.2 70.8 48.2 77.9 79.7 22.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 16 1 15 19 20 36
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 88,472
COMMITMENTS
45,010 5,397 1,549 34,180 73,557 80,739 80,503 7,733 7,969
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 12,590)
-12 3,453 862 7,897 6,773 8,746 11,088 3,843 1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 6.1 1.8 38.6 83.1 91.3 91.0 8.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
42 9 8 21 18 68 31
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 93,498
COMMITMENTS
27,249 8,935 1,347 41,201 67,386 69,797 77,667 23,700 15,830
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 8,876)
1,388 -5,907 -217 2,384 4,764 3,556 -1,361 5,320 10,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 9.6 1.4 44.1 72.1 74.7 83.1 25.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
19 9 7 17 26 39 39
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 213,801
COMMITMENTS
8,637 45,847 5,759 169,995 132,402 184,391 184,008 29,410 29,793
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 9,710)
2,303 3,132 41 -4,053 -8,955 -1,709 -5,782 11,419 15,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 21.4 2.7 79.5 61.9 86.2 86.1 13.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
14 30 11 32 37 52 73
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 179,398
COMMITMENTS
28,490 21,997 10,177 91,209 104,199 129,876 136,373 49,522 43,025
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -14,437)
-10,478 6,937 -6,644 3,239 -12,350 -13,883 -12,057 -555 -2,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 12.3 5.7 50.8 58.1 72.4 76.0 27.6 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
34 26 28 30 30 76 72
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF NZ$ 100,000) OPEN INTEREST: 11,677
COMMITMENTS
5,465 0 222 4,488 10,510 10,175 10,732 1,502 945
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,081)
214 0 222 1,437 1,900 1,873 2,122 208 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 0.0 1.9 38.4 90.0 87.1 91.9 12.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
8 0 1 7 13 15 14
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 43,519
COMMITMENTS
1,210 2,804 1,180 36,106 35,469 38,496 39,453 5,023 4,066
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 6.4 2.7 83.0 81.5 88.5 90.7 11.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 2 12 13 14 17
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 14,058,935
COMMITMENTS
933,560 680,505 4842033 7267250 6935392 13042843 12457930 1016092 1601006
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -8,895)
-46,599 -53,708 136,240 108,936 125,266 198,577 207,798 -207,472 -216,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 4.8 34.4 51.7 49.3 92.8 88.6 7.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
62 69 108 155 157 271 282
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 815,534
COMMITMENTS
50,133 63,675 54,330 537,098 555,070 641,561 673,074 173,973 142,459
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 60,774)
3,741 4,807 4,371 37,249 27,083 45,360 36,261 15,414 24,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 7.8 6.7 65.9 68.1 78.7 82.5 21.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
52 48 71 99 74 192 152
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 1,468,788
COMMITMENTS
214,637 387,281 82,237 868,141 841,645 1165015 1311163 303,773 157,625
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 230,975)
5,925 28,078 13,208 178,129 141,937 197,262 183,223 33,712 47,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 26.4 5.6 59.1 57.3 79.3 89.3 20.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
43 72 55 77 78 153 172
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 20,314
COMMITMENTS
1,151 427 505 13,208 15,794 14,864 16,726 5,450 3,588
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 6,816)
-288 -103 505 5,629 5,450 5,846 5,852 970 964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 2.1 2.5 65.0 77.7 73.2 82.3 26.8 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 21 16 24 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 48,854
COMMITMENTS
7,705 2,768 3,059 24,862 36,543 35,626 42,370 13,228 6,484
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 13,172)
95 1,017 2,943 6,846 4,925 9,884 8,885 3,288 4,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 5.7 6.3 50.9 74.8 72.9 86.7 27.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 7 3 25 19 33 27
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 77,340
COMMITMENTS
7,221 17,479 1,528 50,331 47,228 59,081 66,235 18,259 11,105
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 18,393)
792 1,315 1,096 15,898 13,506 17,786 15,917 607 2,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 22.6 2.0 65.1 61.1 76.4 85.6 23.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 19 7 37 36 53 59
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 394,969
COMMITMENTS
124,950 81,949 12,547 231,396 238,486 368,893 332,982 26,075 61,986
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 59,622)
10,766 2,620 9,149 34,072 42,061 53,987 53,830 5,636 5,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 20.7 3.2 58.6 60.4 93.4 84.3 6.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
71 60 27 49 52 137 123
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 96,919
COMMITMENTS
36,285 3,043 1,395 32,270 82,812 69,950 87,250 26,969 9,669
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 30,665)
15,487 1,578 1,395 1,000 26,122 17,882 29,095 12,782 1,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 3.1 1.4 33.3 85.4 72.2 90.0 27.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
19 3 3 14 22 35 26
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 46,495
COMMITMENTS
785 6,166 896 39,304 32,316 40,985 39,378 5,510 7,117
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 8,339)
564 21 841 7,146 6,461 8,551 7,323 -212 1,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 13.3 1.9 84.5 69.5 88.1 84.7 11.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
3 15 5 37 31 44 47
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 291,107
COMMITMENTS
20,302 48,231 7,794 236,169 214,173 264,264 270,198 26,843 20,910
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 47,671)
350 -953 4,088 30,206 35,061 34,644 38,196 13,027 9,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 16.6 2.7 81.1 73.6 90.8 92.8 9.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
22 42 25 42 56 81 106
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 45,184
COMMITMENTS
15,974 16,007 1,231 16,651 22,604 33,856 39,842 11,328 5,342
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -22,012)
-3,786 2,875 -5,569 -6,047 -12,137 -15,402 -14,831 -6,610 -7,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 35.4 2.7 36.9 50.0 74.9 88.2 25.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
26 17 3 20 16 48 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 28,583
COMMITMENTS
11,977 1,942 238 13,212 1,339 25,427 3,519 3,156 25,064
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: -10,463)
5,033 -543 -3,251 -7,615 -9,643 -5,833 -13,437 -4,630 2,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 6.8 0.8 46.2 4.7 89.0 12.3 11.0 87.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
14 4 1 7 4 22 8
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/13/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 41,698
COMMITMENTS
1,498 3,087 80 21,311 29,347 22,889 32,514 18,809 9,184
CHANGES FROM 09/06/05 (CHANGE IN OPEN INTEREST: 2,210)
0 181 80 1,763 801 1,843 1,062 367 1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 7.4 0.2 51.1 70.4 54.9 78.0 45.1 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 11 1 20 23 25 34
Updated September 16, 2005