MILK - CHICAGO MERCANTILE EXCHANGE Code-052641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 22,014
COMMITMENTS
593 1,757 1,825 13,250 11,413 15,669 14,996 6,346 7,018
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 609)
-351 -268 42 215 605 -94 378 703 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 8.0 8.3 60.2 51.8 71.2 68.1 28.8 31.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 2 9 21 18 32 28
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 116,569
COMMITMENTS
21,649 17,682 29,184 48,466 33,913 99,299 80,779 17,270 35,790
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 4,513)
936 -33 4,418 -67 20 5,286 4,405 -773 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 15.2 25.0 41.6 29.1 85.2 69.3 14.8 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
57 36 61 31 40 132 109
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 40,000 POUNDS) OPEN INTEREST: 169,731
COMMITMENTS
38,271 18,238 33,166 76,747 74,442 148,185 125,846 21,545 43,884
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 8,482)
1,016 -3,130 5,040 2,322 5,046 8,378 6,956 103 1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 10.7 19.5 45.2 43.9 87.3 74.1 12.7 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
63 48 64 72 110 174 198
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 110,000 BOARD FEET) OPEN INTEREST: 4,405
COMMITMENTS
1,163 1,510 337 643 695 2,143 2,542 2,262 1,863
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 68)
-116 -123 80 22 123 -14 80 82 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 34.3 7.7 14.6 15.8 48.7 57.7 51.3 42.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 13 7 12 13 29 30
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 50,000 POUNDS) OPEN INTEREST: 31,867
COMMITMENTS
12,281 1,939 6,308 7,678 9,621 26,267 17,868 5,600 13,999
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 1,013)
-1,131 -483 779 839 587 487 883 525 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 6.1 19.8 24.1 30.2 82.4 56.1 17.6 43.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
55 20 28 44 53 116 87
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 CANADIAN DOLLARS) OPEN INTEREST: 154,519
COMMITMENTS
46,935 19,247 3,846 63,801 106,306 114,582 129,398 39,938 25,122
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 7,853)
-28 2,865 1,039 3,392 -1,227 4,402 2,676 3,451 5,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 12.5 2.5 41.3 68.8 74.2 83.7 25.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
27 19 9 28 32 59 56
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 SWISS FRANCS) OPEN INTEREST: 57,622
COMMITMENTS
2,488 33,398 0 45,590 6,728 48,078 40,126 9,544 17,496
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -3,620)
-1,687 14,257 -147 2,220 -22,808 386 -8,698 -4,006 5,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 58.0 0.0 79.1 11.7 83.4 69.6 16.6 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 17 0 14 6 16 23
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 500,000 MEXICAN PESOS) OPEN INTEREST: 74,737
COMMITMENTS
39,820 4,517 127 28,981 63,710 68,928 68,354 5,809 6,383
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -13,735)
-5,190 -880 -1,422 -5,199 -9,847 -11,811 -12,149 -1,924 -1,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 6.0 0.2 38.8 85.2 92.2 91.5 7.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
40 7 1 14 17 55 24
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 62,500 POUNDS STERLING) OPEN INTEREST: 69,431
COMMITMENTS
24,443 13,999 489 22,636 41,312 47,568 55,800 21,862 13,631
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -24,067)
-2,806 5,065 -858 -18,565 -26,074 -22,229 -21,867 -1,838 -2,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 20.2 0.7 32.6 59.5 68.5 80.4 31.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 12 4 13 18 31 31
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 12,500,000 JAPANESE YEN) OPEN INTEREST: 152,415
COMMITMENTS
9,692 59,851 3,822 114,393 57,664 127,907 121,337 24,508 31,078
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -61,386)
1,055 14,004 -1,937 -55,603 -74,738 -56,484 -62,671 -4,902 1,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 39.3 2.5 75.1 37.8 83.9 79.6 16.1 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 31 6 30 24 46 58
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 125,000 EUROS) OPEN INTEREST: 138,361
COMMITMENTS
28,933 31,074 10,751 55,615 50,849 95,299 92,674 43,062 45,688
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -41,036)
443 9,077 574 -35,594 -53,350 -34,576 -43,699 -6,460 2,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 22.5 7.8 40.2 36.8 68.9 67.0 31.1 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
39 31 30 28 25 79 74
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $3,000,000 FACE VALUE) OPEN INTEREST: 30,652
COMMITMENTS
7,964 3,482 285 16,112 20,982 24,361 24,749 6,291 5,903
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -12,867)
6,754 678 -895 -19,994 -14,487 -14,135 -14,704 1,268 1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 11.4 0.9 52.6 68.5 79.5 80.7 20.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 2 2 10 12 13 15
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $1,000,000 FACE VALUE) OPEN INTEREST: 11,523,019
COMMITMENTS
856,973 678,156 3297902 6449237 6088046 10604112 10064104 918,907 1458914
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -2,535,917)
-76,587 -2,349 -1544131 -818,013 -847,345 -2438731 -2393825 -97,186 -142,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 5.9 28.6 56.0 52.8 92.0 87.3 8.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
62 55 100 141 149 245 264
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 500 INDEX X $250.00) OPEN INTEREST: 694,670
COMMITMENTS
47,181 57,698 38,683 473,095 477,059 558,958 573,440 135,711 121,230
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -120,864)
-2,952 -5,977 -15,647 -64,003 -78,011 -82,603 -99,635 -38,261 -21,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 8.3 5.6 68.1 68.7 80.5 82.5 19.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
47 38 56 90 64 166 129
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($50 X S&P 500 INDEX) OPEN INTEREST: 931,325
COMMITMENTS
153,792 257,580 35,133 459,104 564,049 648,028 856,762 283,297 74,563
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -537,463)
-60,845 -129,701 -47,105 -409,037 -277,596 -516,987 -454,401 -20,476 -83,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 27.7 3.8 49.3 60.6 69.6 92.0 30.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
38 61 31 58 53 114 127
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $500) OPEN INTEREST: 12,501
COMMITMENTS
1,551 427 0 6,556 11,128 8,107 11,555 4,394 946
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -7,813)
400 0 -505 -6,652 -4,666 -6,757 -5,171 -1,056 -2,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 3.4 0.0 52.4 89.0 64.9 92.4 35.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 1 1 18 16 21 18
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(S&P 400 INDEX X $100) OPEN INTEREST: 27,055
COMMITMENTS
6,028 4,029 0 17,525 17,867 23,553 21,896 3,502 5,159
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -21,799)
-1,677 1,261 -3,059 -7,337 -18,676 -12,073 -20,474 -9,726 -1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 14.9 0.0 64.8 66.0 87.1 80.9 12.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 5 0 18 16 22 21
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NASDAQ 100 INDEX X $100) OPEN INTEREST: 52,278
COMMITMENTS
5,820 11,718 397 30,742 33,106 36,959 45,221 15,319 7,057
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -25,062)
-1,401 -5,761 -1,132 -19,589 -14,122 -22,122 -21,015 -2,940 -4,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 22.4 0.8 58.8 63.3 70.7 86.5 29.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 18 2 35 26 47 44
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
( NASDAQ 100 STOCK INDEX X $20) OPEN INTEREST: 231,253
COMMITMENTS
100,508 71,699 2,845 112,548 108,914 215,901 183,459 15,352 47,794
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -163,716)
-24,441 -10,249 -9,702 -118,849 -129,572 -152,992 -149,523 -10,724 -14,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 31.0 1.2 48.7 47.1 93.4 79.3 6.6 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
47 61 12 34 32 90 96
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100,000 AUSTRALIAN DOLLARS OPEN INTEREST: 79,139
COMMITMENTS
36,201 0 0 16,360 72,611 52,561 72,611 26,578 6,528
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -17,780)
-84 -3,043 -1,395 -15,910 -10,201 -17,389 -14,639 -391 -3,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 0.0 0.0 20.7 91.8 66.4 91.8 33.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 0 0 9 17 27 17
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $500) OPEN INTEREST: 31,195
COMMITMENTS
1,178 5,677 0 25,740 20,853 26,918 26,530 4,277 4,664
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -15,300)
393 -489 -896 -13,564 -11,463 -14,067 -12,848 -1,233 -2,453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 18.2 0.0 82.5 66.8 86.3 85.0 13.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
3 13 1 30 28 33 42
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(RUSSEL 2000 INDEX X $100) OPEN INTEREST: 215,078
COMMITMENTS
16,260 50,131 1,413 189,659 152,042 207,331 203,586 7,747 11,493
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -76,029)
-4,042 1,899 -6,381 -46,510 -62,131 -56,933 -66,612 -19,096 -9,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 23.3 0.7 88.2 70.7 96.4 94.7 3.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
24 43 12 34 47 64 96
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X $5.00) OPEN INTEREST: 49,052
COMMITMENTS
17,507 18,613 1,356 19,946 24,589 38,809 44,558 10,243 4,494
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 3,868)
1,533 2,606 125 3,295 1,985 4,953 4,716 -1,085 -848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 37.9 2.8 40.7 50.1 79.1 90.8 20.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
27 16 3 23 17 52 36
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NIKKEI INDEX X 500 YEN) OPEN INTEREST: 34,289
COMMITMENTS
12,465 1,533 236 16,961 1,490 29,662 3,259 4,627 31,030
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: 5,706)
488 -409 -2 3,749 151 4,235 -260 1,471 5,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 4.5 0.7 49.5 4.3 86.5 9.5 13.5 90.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 2 1 7 4 19 7
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/20/05 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF Y100,000,000 FACE VALUE) OPEN INTEREST: 39,399
COMMITMENTS
2,809 2,696 0 15,467 31,093 18,276 33,789 21,123 5,610
CHANGES FROM 09/13/05 (CHANGE IN OPEN INTEREST: -2,299)
1,311 -391 -80 -5,844 1,746 -4,613 1,275 2,314 -3,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 6.8 0.0 39.3 78.9 46.4 85.8 53.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 9 0 14 23 18 32
Updated September 23, 2005